Principal – Head of Investment Risk and Performance. Leading a team of four responsible for market risks, performance reporting and analysis for OICS, offshore UCITS, NURS and Hedge funds, covering a wide range of portfolio management styles and strategies including Long Only, Market Neutral, Macro, Quantitative modeling, Statistical Arbitrage and CTA.
All traditional asset classes and instruments covered.
Key role in shaping new products’ investment guidelines (helped creating the GEAR fund which is now a multi-billion fund); provided information packages presented at board meetings, due diligence processes, RFPs and sales meetings.
- Devised and implemented in house investment risk framework delivering measures for VaR, exposure and concentration, sensitivities, stress testing, market liquidity risk (both for equities and fixed income) alongside the relevant set of sanity checks. Devised and implemented analysis of risk adjusted returns.
- Devised and implemented the counterparty risk data collection, reporting and analysis.
- Developed reports for return analysis (attribution and contribution) and peer performance analysis based on Morningstar/Factset.
- Developed the framework for validation of back-tested returns analysis, assisting portfolio managers pre-launch.
- Provides up to date market news and comments using information from investment banks letters and a wide array of blogs.
- Maintains close contacts with all the fund managers providing them with informal comments about fund performance and risk allocation.
- Provides the relevant information and updates to comply with regulatory requirements with the relevant regulatory bodies (e.g. FCA, CBI)
- Regular meetings (formal and informal) and updates with Heads of desks, COO and CEO whenever this is advised given market conditions, portfolio changes and performance developments
- Attended training and 1:1 coaching sessions to enhance management skills (CURO consulting).
- Active mentoring of team members making sure they gain confidence and visibility in the firm.