Investment Risk Manager

2 weeks ago


Boston, United States Selby Jennings Full time

An international asset manager with US based operations in Boston is seeking an Investment Risk Manager. They are among the top 20 largest asset managers worldwide with ~$1 trillion in AUM. Established in the late 2000s, they use a multi-affiliate business model and have about 15 investment managers working under their umbrella. This is a Multi-Asset investment management arm of a major international investment bank.

Location:

  • Boston

Compensation:

  • $125-$180K base, $35-$50K target bonus, sign-on bonus potential

Responsibilities:

  • Set risk limits and thresholds for investment portfolios, create firmwide risk policy and establish risk framework.
  • Establish a sound risk governance function
  • Work with affiliate asset managers, investment funds, and portfolio managers to manage risk and analyze performance measurement
  • Perform cross asset quantitative risk, analysis, and reporting.
  • Review and monitor valuation processes for firm's assets.
  • Work with parent company to present key risks for the asset management business.

Qualifications:

  • 5 years buy side risk quant modeling experience (VaR) model development, risk analytics.
  • Python (must), Java. C/C++, data science
  • Financial risk modeling, valuation experience
  • Master's degree in quant area: math, statistics, financial engineering, economics


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