Head of Risk & Performance Analytics – Investment Mgmt
They hope to find a leader for risk to identify and develop the analytical and reporting infrastructure necessary for the CIO, Investment Strategy and Manager Relations teams to address the investment risks within a cross-asset, multi-strategy portfolio.
Working closely with the CIO, Asset Allocation, Portfolio Construction, Research and other internal or external groups you will enhance and further develop the risk management framework and methodologies. You will need to act as a consultant to the investment team by advising on individual positions as well as portfolio-wide issues and be able to engage and debate on investment ideas or formal recommendations from a risk management perspective. Another responsibility will be to meet with clients to explain risk infrastructure and philosophy as and when required.
Functional description:
- Develop informative performance analytics and reporting output, including ever more robust, granular and timely forms of performance attribution that isolate the drivers of position- (both internally and externally-managed) and portfolio-level return
- Lead the design, implementation and deployment of risk systems and tools to analyze and report effectively on portfolio exposures and risks; Streamline cycle time on data throughput, processing and reporting
- Provide oversight of defined investment parameters that ensure the strategies or positions conform to predetermined thresholds, e.g exposure, size, duration, liquidity, tracking error
- Monitor emerging investment risks and advise the Investment Group regarding potential general controls and specific mitigants
- Work with technology and operations to find the best solutions to optimize the delivery of the data and performance processes
- Produce risk reports or dedicated white papers for internal and external stakeholders
Professional requirements:
- Rigorous education highlighted by a quantitative or financial emphasis; Ph.D preferred
- Proven track record as risk management practitioner, preferably on the buy side.
- Keen investment mindset as demonstrated by prior PM position or a risk role with close proximity to the investment process
- Deep understanding of tactical asset allocation and cross asset class exposure
- Practical experience with equities, credit, currencies, derivatives or fund structures
- Able to manage large data sets and collaborate with IT professionals to specify best-in-class functionality and technology solutions
- Able to communicate effectively with both internal and external stakeholders by translating complex ideas into simple concepts
- Independent thinker that balances conviction and objectivity in their views.
If you are interested, please upload your resume for the attention of Ruth Steel and her team at Huxley Associates.
To find out more about Huxley Associates please visit
www.huxley.com
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