Quantitative Investment Risk Management

4 weeks ago


Boston MA United States Selby Jennings Full time

A large international asset management firm in Boston is looking to expand their Investment Risk team. The firm has ~$1 trillion in AUM and are one of the biggest asset managers worldwide by market share. They cover all asset classes with a focus on ESG products and provide specialized consulting services to investment professionals intending to build stronger portfolios.

This hire will be responsible for handling all risk segments for the US and European business. You will work directly on the investment management platform and help affiliated asset management funds. You will develop risk targets that ensure portfolio outcomes and client expectations are correctly aligned, with risk monitoring across market, credit, valuation, concentration, ESG, liquidity, etc.

Responsibilities:

  • Strategy and policy formulation, including risk appetite framework.
  • Governance, including formal risk committee meetings with all investment management affiliates and the firm's board
  • Risk Thresholds and targets.
  • Quantitative risk and performance measurement, analysis and reporting.
  • Implementation of data, analytics and systems to measure risk in traditional and real assets.
  • Independent review and ongoing monitoring of valuation and due diligent processes for real assets.
  • Reporting of key risks to parent banking companies
  • Engagement with regulators, auditors and legal divisions.

Qualifications

  • Minimum of 5 years of experience in risk management or modelling, preferably at a buy side asset management company. Cross asset class exposure will be view favorably.
  • Well-developed skills in financial risk, modelling, valuation and research, including programming skills (e.g., Python, Java, C/C++) and data science.
  • Undergraduate and master's degree in a quantitative risk subject area, such as applied math, statistics, financial engineering or economics.
  • Strong interpersonal skills, with the capacity to engage at various levels of the organization as well as external collaborators
  • A sound technical understanding of financial markets, products and risk


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