Head of Risk Management Strategy

2 weeks ago


Austin, Texas, United States University of Texas Investment Management Co Full time

Position Overview:
The Risk Management division plays a crucial role in evaluating and mitigating various risk factors across diverse asset classes and investment vehicles, collaborating closely with all investment teams.

This division is tasked with the creation of tools, metrics, and methodologies to comprehend, monitor, and manage risks associated with both traditional and alternative investment strategies.

Key Responsibilities:
- Conduct comprehensive assessments of portfolio risk, sensitivity, and attribution metrics across a multi-asset class portfolio.
- Utilize quantitative expertise and market insights to refine asset allocation and portfolio strategy initiatives.
- Report directly to the Managing Director of Investment Risk Management and support other Managing Directors in their risk evaluations.

Additional Duties Include:
- Provide oversight in risk management through quantitative evaluations of market exposures.
- Leverage knowledge of portfolio risk, including market trends, economic forecasts, and industry developments.
- Design and implement automated systems for data aggregation, cleansing, and transformation to enhance risk analytics and reporting for investment teams.
- Develop analytical frameworks tailored to specific asset classes to better quantify associated risks and improve overall portfolio construction processes.
- Negotiate contracts on behalf of the organization, including NDAs and customized service agreements.
- Research and analyze current trends in risk management and portfolio strategy to recommend improvements.
- Prepare and deliver detailed analyses of various asset classes, highlighting their roles and risk profiles within the overall portfolio to the Investment Committee.
- Engage in due diligence processes for investment managers.
- Network with peers in the industry to stay informed on best practices in risk management.
- Monitor the overall portfolio's risk and exposures to ensure alignment with established policies and advise on risks related to derivatives.
- Design and implement standardized internal risk protocols.
- Develop models to assess and manage investments and derivatives.

Qualifications:
- 10-15 years of experience in investment or market-related roles, providing a deep understanding of market dynamics.
- Advanced degree (Master's or PhD) in finance, economics, mathematics, or engineering from a recognized institution.
- Proficient in analytical and financial software (e.g., Matlab, Python, R, SQL, etc.).
- Familiarity with probabilities, statistics, and empirical analysis.
- Experience in managing risk within multi-asset class investment portfolios and utilizing external risk management systems.
- Comprehensive knowledge of financial markets and investment management practices.
- Extensive understanding of investment derivatives and their modeling.
- Demonstrated integrity, transparency, and sound judgment.
- Strong analytical, problem-solving, communication, and organizational skills.
- Ability to work independently and collaboratively towards shared objectives.
- Comfortable presenting on various risk management topics to large audiences.
- A constructive, team-oriented mindset focused on the organization's best interests.



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