Investment Risk Manager
Malvern, PA, US
March 13, 2019
Duties and Responsibilities
Provide investment risk management expertise and analysis across firm’s internally-managed equity and multi-asset funds (mutual funds) in a global environment. Partner with company’s Investment Management Group to define and develop an effective and efficient risk-management framework and infrastructure. Specific duties include: 1) gather and analyze data from financial markets and various fund management units through use of a variety of analytical resources such as Factset, Axioma and other systems to understand market risk regimes and funds’ risk taking; 2) research on risk management methodologies using statistical methods, financial optimization and portfolio theories to improve existing risk metrics and develop new risk analytics, including multifactor risk models, quantitative performance attribution, stress testing and scenario analysis, etc.; 3) create risk and performance reports to identify and monitor funds’ risk and performance profiles; 4) provide risk management recommendations through effective communication with portfolio management team and senior leaders to enhance the business’s understanding of risk and how to manage it through risk-aware portfolio construction. Execute complex business projects and contribute to development of a robust risk management framework that meets regulatory requirements and specific to the firm’s products and clients.
Requires Master’s in Computational Finance or closely related field and three years of experience in job offered or as Analyst and/or Associate in Risk and Quantitative Analysis Group or other closely related position. Background in education, training or experience must include experience in equity markets, equity risk analytics, and equity investment risk management; strong foundation of investment management knowledge including an understanding of financial markets, drivers of asset risk and returns, multi-asset risk models, performance attribution, stress scenario analysis, portfolio construction using optimization; demonstrated ability to handle multiple, complex projects with attention to detail while meeting deadlines; demonstrated quantitative and analytical skills in statistical analysis; experience with programming skills in R, experience working with Matlab or Python; demonstrated excellent verbal, written and interpersonal communication skills.