The Citco Group Limited
Supervisor, Risk & Transparency
Job Description
Role Overview
The Risk and Transparency Reporting Group is responsible for portfolio risk analytics and (market/credit/liquidity) reporting across all asset classes and alternative asset managers. The Risk services offered include Exposure and RoR and IRR performance reports, scenario, stress testing, VAR for portfolio managers, institutional investors, family offices and regulators. The regulatory and other standard filings covered include AIFMD, Form PF, Solvency II and Open Protocol.
Responsibilities
- Oversee and review the production of quantitative portfolio risk reports (market/credit/liquidity) for Buy‑Side institutional investment clients, ensuring accuracy and timeliness.
- Lead the design and enhancement of quantitative portfolio risk dashboards and reports.
- Mentor and guide junior and senior team members, providing technical support and performance feedback.
- Drive process improvement and automation initiative...