Investment Risk Manager, Fixed Income

123544
Malvern, PA, US

March 12, 2019
As part of Investment Management Group, 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.

Duties and Responsibilities

As part of Investment Management Group, 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; utilize a variety of analytical resources, under the direction of senior management, to develop new and enhance existing risk-return analysis, including performance attribution, multi-factor risk models, and scenario analysis; utilize ability to think critically about broad range of potential investment risks, gather relevant data and information systematically, translate complexities and perceive relationships among data and trends; develop and execute complex business projects and guide junior colleagues on projects; meet established project milestones, goals and objectives within established time-frames by utilizing a disciplined approach to delivering on time; guide team with identification, evaluation, and resolution of potential obstacles which may have an impact on the completion of the project; develop deep understanding of company’s investment management functional areas; keep abreast of current issues in business operations and incorporate changing business needs into risk analysis; develop and maintain knowledge of financial markets, quantitative drivers, and general investment themes in order to bring an informed perspective to the risk management processes; develop and utilize analytical resources required to support risk management through the use of FactSet, Bloomberg, Axioma and other systems; present through clear and insightful analysis to senior leaders, portfolio managers, and traders in a professional manner; support colleagues within the team in teaching technical skills, business acumen, and risk management framework; undertake a variety of ad hoc analytical projects as needed to support Risk Management Group (RMG).

Requirements

  • Requires Master’s in Mathematics and Computer Science, or other closely-related field and two years of experience in job offered or as Quantitative Analyst. Background in education, training or experience must include strong foundation of investment knowledge including an understanding of fixed income markets and indices; demonstrated quantitative and analytical skills; experience with R, Matlab, SQL, VBA, Python programming languages; 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 managers; effective verbal, written and interpersonal communication skills.