The role seeks to monitor, advise and report to Senior Management (and appropriate boards and committees) that risks are being effectively managed.
The role provides relevant and timely risk information for consideration within the business and advice on the same as necessary, and to ensure that risk systems and the data that is included in reports is relevant and accurate.
New initiatives in firm-wide risk technology will mean the individual will also assist in the design, development and testing of proprietary risk & performance software and associated datasets.
Investment Risk plays a significant role in providing portfolio managers with trade-quality portfolio analytics.
- Identification of portfolio risk concentrations and concerns
- Escalation of any matters to line management, fund managers, client directors, IT, operations or system support as appropriate
- Respond/investigate to enquiries/queries regarding above
- Providing support and assistance to the Head of US Investment Risk as well as to the Risk functionally globally
- Present to the Risk Committee on key risks, concerns and risk initiatives
- Ongoing validation of multi-asset analytics to "trade-level" quality
- Ex-ante volatility back-testing and identification and rectification of modelling weaknesses
- User Acceptance Testing for fixes/enhancement to risk systems
- Produce certain regular and ad-hoc client reports
- Support marketing efforts to improve and extend the investment complex for existing and prospective clients
- Support other business areas to achieve their goals and to help create efficiencies
- Mentoring and developing more junior members of the team
Knowledge, skills and behaviours required: Technical Skills / Specialist knowledge
Written & Communication Skills
- Experience within a market/investment risk role in an asset management company is preferable
- 7-10 years of experience in fixed income markets; a detailed understanding of the risk attributes of fixed income securities is essential
- An understanding of securitised credit and MBS modelling is desirable
- Good mathematical knowledge, obtained through undergraduate degree (or higher) in maths/science/engineering
- The incumbent should have a working knowledge of Microsoft Excel including VBA, SQL and any programming languages
- Good problem solving and analytic skills
- Experience with managing projects and stakeholder communications
- A working knowledge of MSCI's investment product suite would be beneficial (eg BarraOne, Riskmetrics, ESG)
- Needs to be able to explain complex concepts and data to multi-disciplinary audiences
- The individual should be confident, articulate and effectively balance the dual roles of enforcing oversight while collaborating with the front office
Insight Investment is an equal opportunities employer and makes employment decisions without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, protected veteran status, disability status, age, or any other status protected by law. Under New York City pay transparency law we are required to indicate the base salary range for this role of USD 150,000 to 200,000. Any offer of employment will be made based upon the specific skills and experience of the selected candidate and the base salary offered could be higher or lower than indicated.