Head of Performance
2 days ago
Head of Performance & Risk
Our client, a significant single-family office, is seeking to expand across several areas of investment activity, oversight and governance. While the family office operates out of Jersey, this role is based in London, requiring regular travel to Jersey.
Role Overview
Reporting to the Chief Operating Officer and Chief Financial Officer (COO & CFO), the Head of Performance & Risk will play a critical role in shaping the organisation's investment performance and risk management strategies. The individual will oversee the production of performance, fees, and risk reports, presenting these to the Board and senior leadership teams. The successful candidate will have a deep understanding of the drivers of portfolio performance, exposures, and risks across public and private markets and will be instrumental in developing the organisation’s risk framework and performance measurement methodologies.
Performance Measurement & Analysis
- Timely and accurate production of PnL, clear understanding of PnL and performance drivers. Reconcile performance with custodian and manager.
- Apply valuation techniques and performance measurement tools across public and private markets (e.g., TWR, IRR, PME).
- Construct and evaluate benchmarks, perform factor analysis, and apply Value at Risk (VaR) methodologies.
Risk Management
- Model exposures in hedge funds and derivatives, applying advanced VaR methodologies.
- Manage liquidity, foreign exchange positions, and duration risks within the portfolio.
- Conduct stress testing and scenario analysis to assess the portfolio’s resilience under extreme market conditions and recommend appropriate mitigation strategies.
Experience
- A minimum of 15 years’ experience in performance and risk management, ideally within family offices, hedge funds, or asset managers.
- Exceptional quantitative skills with proficiency in risk modelling and Excel.
- Demonstrable expertise in public and private market investments and advanced risk methodologies.
- Comprehensive knowledge of relevant regulatory frameworks.
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