Risk Manager

Responsibilities

• Monitor and ensure portfolios conform to established and approved risk policy. Partner with investment teams to ensure compliance with approved risk limit frameworks.
• Perform risk analysis on portfolios and their benchmarks, reporting on market, liquidity and concentration risk. Be able to accurately evaluate risks under both normal and stressed market conditions through the use of both vendor and proprietary tools.
• Deliver written memos and presentations to committees and fund boards. Present portfolio risk and performance analysis to senior leaders across the firm.
• Have strong programming skills to enable problem solving, development of solutions that can be scaled across numerous portfolios, and the development of proprietary risk measurement approaches and mitigation strategies.
• Collaborate with investment teams in monitoring and managing portfolio risk. Provide risk analytic insight that enhances the investment process.
• Contribute to the development of new products and investment solutions for clients by collaborating with the investment and business development teams.
• Maintain excellent knowledge of fixed income investments, investment processes, trading strategies, market characteristics and knowledge of regulatory environment.
• Executing ad‑hoc projects that involve devising and/or implementing new ways to analyze risks, or ways to analyze new types of risks, and explaining them to various investment professionals.
• Involvement in or ownership of special projects as determined by management.

• Approximately 7+ years of experience in the investment management industry.
• Understanding of fixed income financial instruments including derivatives and a familiarity with international markets.
• Understanding of risk models and methodologies.
• Experience with one or more of the following systems desirable:
  Black Rock Aladdin, MSCI Risk Metrics, MSCI Barra One, Bloomberg PORT.