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Risk Manager Director

Paris, 75, FR

 

ABOUT CFM


Founded in 1991, we are a global quantitative and systematic asset management firm applying a scientific approach to finance to develop alternative investment strategies that create value for our clients.
We value innovation, dedication, collaboration, and the ability to make an impact. Together, we create a stimulating environment for talented and passionate experts in research, technology, and business to explore new ideas and challenge existing assumptions.

 

ABOUT THE ROLE  

 

As Risk Manager - Director at CFM SA, reporting directly to the Board, you oversee the Risk Committee, serve as a member of the Investment Committee, and act as the AMF independent risk manager. Your extensive experience in similar roles has equipped you with a robust understanding of market and operational risks in banking or other financial institutions. Your strategic vision allows you to effectively lead a team of seasoned risk experts who specialize in market risk. 

 

RESPONSIBILITIES 

 

Define and implement the risk control strategy for CFM's trading activities, including: 

- Measurement and monitoring of risk metrics in real time (exposures, VaR, Greeks, margins...)  

- Reporting of key risk indicators to the board, regulators and investors. 

- Limit management 

  • Portfolio limits (leverage, diversification, liquidity, etc.)  

  • Internal and external trading limits (at our execution counterparties) 

- Pre-trade controls 

  • Validation of trading decisions 

  • Order validation 

- Post-trade monitoring 

  • Real-time trading reconciliation 

  • Real-time and end-of-day monitoring of portfolio limits 

  • Management of operational risk system alerts 

- Communication of risk metrics and indicators 

  • Reporting to investors and regulators 

  • Chairing the Operational Risk Committee and monitoring firm- incidents. wide 

  • Participation in the Investment Committee 

  • Due diligence with investors and counterparties 

- Serve as the AMF Independent Risk Manager. 

- Collaborate with members from various CFM departments (including Research, Technology, Operations, Compliance, Investor Relations) and receive support from a dedicated technology team. 

 

SKILLSET REQUIREMENTS / QUALIFICATIONS  

 

  • Master’s degree in an applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance). 

  • Strong knowledge of financial products (equities, futures, FX, CDS, IRS, options) and basic valuation principles (spot/forward arbitrage, Black-Scholes model). 

  • Ability to analyze, aggregate and visualize data, e.g. with SQL, Python/Pandas or Tableau. 

  • Capacity to develop a global vision of problems and cross-functional communication with different internal or external teams. 

  • Excellent oral and written communication skills in English. 

  • Well-organized, detail-oriented, and able to manage multiple deadlines 

  • Knowledge of Python, Java or Scala is a plus. 

 

EQUAL OPPORTUNITIES STATEMENT


We are continuously striving to be an equal opportunity employer and we prohibit any discrimination based on sex, disability, origin, sexual orientation, gender identity, age, race, or religion. We believe that our diversity, breadth of experience, and multiple points of view are among the leading factors in our success.
CFM is a signatory of the Women Empowerment Principles.
 

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