Investment Risk Manager (Fixed Income)
February 21, 2019
Malvern, PA, US
February 21, 2019
The Investment Risk Manager will provide investment risk management expertise and analysis across the Fixed Income Group. As an Investment Risk Manager you will be part of the front office Risk Management Group (RMG).
Duties and Responsibilities
- Partners with Vanguard’s Investment Management Group to define and develop an effective and efficient risk-management infrastructure in a global environment by gathering and analyzing data from various fund management units, creating reports, providing recommendations, and exercising judgment.
- Uses a variety of analytical resources, under the direction of senior management, to develop new and enhance existing risk-return analysis, including performance attribution, multifactor risk models, and scenario analysis. Ability to think critically about broad range of potential investment risks, gathers relevant data and information systematically, can translate complexities and perceives relationships amongst data and trends.
- Develops and executes complex business projects and directs colleagues on such projects. Meets established project milestones, goals and objectives within established time frames by utilizing a disciplined approach to delivering on time. Leads team with the identification, evaluation, and resolution of potential obstacles which may have an impact on the completion of the project.
- Develops a deep understanding of Vanguard’s investment management functional areas. Keeps abreast of current issues in business operations and incorporates changing business needs into risk analysis. Develops and maintains knowledge of financial markets, quantitative drivers, and general investment themes in order to bring an informed perspective to the risk management processes.
- Develops and utilizes analytical resources required to support risk management through the use of FactSet, Bloomberg, Axioma and other systems.
- Presents thorough, clear, and insightful analysis to senior leaders, portfolio managers, and traders in a professional manner.
- Supports colleagues within the team in teaching technical skills, business acumen, and risk management framework.
- Undertakes a variety of ad hoc analytical projects as needed to support Risk Management Group (RMG).
- Participates in special projects and performs other duties as assigned.
- Undergraduate degree or equivalent education. Graduate degree and/or progress towards professional certification (CFA, FRM) preferred.
- Minimum five years related analytical work experience.
- Strong foundation of investment knowledge including an understanding of equity markets and indices.
- Ability to handle multiple, complex projects with attention to detail while meeting deadlines.
- Demonstrated quantitative and analytical skills.
- Experience with R, Matlab, SQL, VBA, Python, Aladdin, or related programming languages highly desirable.
- Demonstrated ability to function in a fast paced, dynamic working environment with multiple and diverse responsibilities.
- Proven ability to interact and build effective working relationships with peers and senior management.
- Proven self-starter with ability to work independently and within teams.
- Excellent verbal, written and interpersonal communication skills. Detail oriented with a high level of energy.
- Strong analytical, problem solving and organizational skills.
Vanguard is not offering visa sponsorship for this position.