Head of Market Risk Measurement
Norges Bank Investment Management
- Frist 04.10.2024
- Ansettelsesform Fast
Head of Market Risk Measurement
Norges Bank Investment Management is seeking a dedicated professional for the position of Head of Market Risk Measurement within Risk Measurement. This department is part of the Investment Risk area and is responsible for performance measurement, market, credit and counterparty risk assessment, measurement and monitoring.
Market Risk Measurement is a team of 6 dedicated professionals and is responsible for monitoring and measurement of market risk across all asset classes and portfolios within the investment organisation.
We collaborate closely with the investment organisation to ensure a structured and precise measurement setup and produce analytical insight into the investments. In addition, we partner with the Technology and Operations Area to improve processes and build large-scale models for monitoring risk on the fund’s global portfolio.
The team has an important role in providing the NBIM Leader group and the Investment Organisation with ongoing relevant market risk analysis.
The position is located in Oslo and will report to the Global Head of Risk Measurement. Some travel will be required.
Duties and responsibilities
What you will do
- Managing and developing the market risk measurement team with strong capabilities within market risk modelling and analysis
- Ensuring best practice measurement and analysis of market risk in portfolios, investment strategies and the fund
- Ensuring effective and robust work-processes for the team with a high degree of automation
- Maintain and improve systems, tools and solutions for market risk measurement and analysis
- Run the risk budgeting process for the global fund, providing the leader group with relevant overview over main risk and return drivers
- Proactively monitor top level risks and integrate insights from analysts on key risks across all portfolios
- Responsible for implementing, evaluating and continuously improving NBIM's official market risk model covering all asset classes
Qualifications (heading)
What you need
- Master or PhD degree with strong academic records in relevant fields
- Minimum 5 years of relevant experience from investment management, performance or risk measurement
- Excellent knowledge about market risk modelling
- Preferably experience with leading a high performing team
- Strong programming experience in a statistical computing language such Python and similar. Also experience with implementation of IT systems is an advantage.
- Excellent collaboration and communication skills with working proficiency in written and spoken English
Who you are
We hope you bring a curious mindset and a strong drive to learn and apply new models and techniques. We look for someoneenergetic and proactive with excellent communication skills, positive, and a trueteam player is essential—not just for your immediate team, but for the widerorganization as well. Sharing knowledge and collaborating with others will bekey to our collective success.
What we offer
Norges Bank Investment Management offers a rewarding, international fast-paced working environment, and the opportunity to play a role in safeguarding and building financial wealth for future generations as part of one of the world’s largest funds. Norges Bank Investment Management has a performance culture that values the contribution of every individual and focuses on professional growth.
Our core values of excellence, innovation, integrity, and team spirit underpin our culture and how we operate across all our offices. We collaborate and share information within our organisation where 38 nationalities are represented. English is our common working language. Our organisation is grounded in trust, high ethical standards, a flat hierarchy, and diversity. We aim to increase the share of women to exceed or match the industry average across all functions. Norges Bank Investment Management is committed to ensuring Equal Opportunities for all employees.
Are you interested?
We would love to hear from you! You can apply through the link in this ad, that will take you to the application form in our recruitment system. Applications will be reviewed consecutively throughout the application period.
Do you have questions about the role or the team? Please contact Tove Gartland in Assessit.
Please note:
Application close at 23:59 CET
Om arbeidsgiveren
We manage the Government Pension Fund Global, one of the world’s largest funds, with assets worth about 17,500 billion kroner, or 1.6 trillion dollars. The fund is invested in international equity and fixed-income markets as well unlisted real estate and renewable energy infrastructure. We are more than 680 people from 38 countries based in Oslo, London, New York, and Singapore. Our mission is to safeguard and build financial wealth for future generations of Norway. Please see our website for more information www.nbim.no.
Norges Bank Investment Management is subject to the Freedom of Information Act, and the list of applicants for the position is subject to public disclosure. An applicant requesting to have his or her name or other information exempt from public disclosure must provide grounds for this request. Please note that information about an applicant may be disclosed to the public even if the applicant has requested that such information be exempt.
- Sektor: Offentlig
- Sted: Bankplassen 2, 0151 Oslo
- Bransje: Bank, finans og forsikring, Olje og gass
- Stillingsfunksjon: Analyse, Rådgivning, Utvikler (generell)
- Arbeidsspråk: Engelsk
Nøkkelord
Markedsrisiko, Fondsanalyse, Kvantitativanalyse, Python, NBIM
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- FINN-kode 370180907
- Sist endret