Employer: DWS Group
Title: Risk Manager CLO/ Alternative Credit
Location: London
About DWS: Today, markets face a whole new set of pressures - but also a whole lot of opportunity too. Opportunity to innovate differently. Opportunity to invest responsibly. And opportunity to make change. Join us at DWS, and you can be part of an industry-leading firm with a global presence. You can lead ambitious opportunities and shape the future of investing. You can support our clients, local communities, and the environment. We’re looking for creative thinkers and innovators to join us as the world continues to transform.
Team / Division Overview: The Chief Risk Office (CRO) within DWS is an independent function responsible for protecting the business as well as being a trusted adviser and partner for supporting sustainable business growth. CRO is responsible for ensuring that DWS meets its regulatory and contractual commitments as well as the expectations of clients, shareholders and regulators that the organisation “does what is right rather than just what is allowed”.
Role Details: As a Risk Manager you will:
- Manage the Risk Management Program for dedicated fixed income structured products, specifically for European and Collateralized Loan Obligations.
- Enhance existing governance with a robust and tailored approach for risk identification, monitoring and analysis of the asset class.
- Act as global key representative for Risk Management for new product initiatives on Fixed Income structured products and/or instruments in close collaboration with the Investment and Product Divisions.
- Manage and enhance existing risk models to better support the Investment and Product Divisions with high-quality risk analytics and results.
- Strengthen the collaboration with the Investment Division and propose enhancements on processes with respect to the full products and instruments value chain, providing expertise on Collateralized Loan Obligations and other structured products.
We are looking for:
- University degree in Mathematics / Statistics / Quantitative Finance / Physics, or similar background.
- Minimum 8 years of proven experience in collateralized loan obligation and other structured product industries (Structuring, Portfolio Management, Risk Management, Rating Agency).
- Proven experience with specific analytical models for the asset class.
- Proven experience with dedicated software (data and/or analytics) for the asset class (Intex).
- Proven experience in process design & implementation.
- Strong knowledge of securitisation structures and in particular CLOs.
- Strong understanding of CLOs mechanisms, documentations and risk profile.
- Knowledge of core risk management concepts and regulatory framework for CLOs and/or securitisations.
- Strong analytical skills (quantitative and qualitative) with advanced Excel skills.
- Strong communication skills and ability to communicate complex topics effectively.
- Interest in working in an international environment with excellent command of English language (written and spoken skills), German is considered a plus.
- Proactive mind-set to propose process improvements and new solutions, including ability to lead negotiations with different internal and external stakeholders.
What we’ll offer you: At DWS we’re serious about diversity, equity and creating an inclusive culture where colleagues can be themselves. You will have access to a range of benefits which you can choose from to create a personalised plan unique to your lifestyle.
Our commitment to equal employment opportunity: Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation.
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