Risk Management Director

2 weeks ago


Austin, Texas, United States UTIMCO Full time
Job Title: Risk Management Director

UTIMCO is seeking a highly skilled Risk Management Director to join our team. As a key member of our investment team, you will be responsible for analyzing and mitigating risks across all asset classes and investment types.

Key Responsibilities:
  • Provide risk management oversight through quantitative assessment of market exposures
  • Apply knowledge of portfolio risk, especially regarding market developments, economic forecasts, industry trends, and investment
  • Design and build automated programs for data aggregation, data cleansing, and data transformation as a feed into any risk system as well as for enhanced analytics and formatting for Investment Teams
  • Develop analytical frameworks for specific asset classes to better quantify the underlying risks in this asset class as well as to enhance overall Endowment and portfolio construction process
  • Negotiate contracts on behalf of UTIMCO as well as UTIMCO's Managers: NDAs, Trading Documents, Customized Data and Service Agreements
  • Research current industry trends in risk management, asset allocation and portfolio strategy and advise of ways to improve overall portfolio
  • Prepare and present in-depth analyses of various asset classes, their role in the Endowment, and the associated risk profile/diversification effect on the Endowment portfolio to Investment Committee
  • Participate in due diligence of investment managers
  • Network with other Endowment risk managers to stay up to date with industry/state-of-the-art Risk Management practices
  • Monitor and ensure overall portfolio's risk and underlying exposures are consistent with policy and advise investment team of risk associated with derivatives
  • Design and implement standardized internal risk
  • Develop and implement models to evaluate and manage investments and derivatives
Requirements:
  • 10-15 years of investment/market related experience that results in understanding of market infrastructure and practical insights into potential market behavior
  • Master's degree or PhD in finance, economics, sciences, math or engineering from a reputable institution
  • Well-versed in analytical and financial applications (e.g. Matlab, Python, R, SQL, or similar tools)
  • Prior knowledge and/or experience with probabilities, statistics, and empirical analysis
  • Experience managing risk in the context of an investment portfolio with multi-asset classes and using external holdings-based risk management systems
  • Familiarity with financial markets/investment management
  • Extensive knowledge of investment derivatives and derivative modeling
  • Unquestioned honesty, integrity, and transparency
  • Temperament appropriate for a respectful, collegial, and collaborative environment
  • A track record of success, sound judgement, and intellectual curiosity
  • Strong analytical, problem solving, communication, writing, presentation and organizational skills
  • Ability to complete assignments independently and on a timely basis
  • Ability to act as a team member to accomplish broader goals/objectives
  • Ability to speak in front of large groups on a number of Risk Management topics
  • Constructive and team-oriented attitude committed to consistently doing what is best for the organization


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