Risk Management Director
2 weeks ago
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
- 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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