Investment Risk Specialist
Purpose of the role:
- Ensure a robust control framework for investment risk oversight of AMG Equity products
- Ensure sufficiency of quantitative systems for modeling equity risk analytics, and sufficiency of global processes for the analysis, reporting, and evaluation of equity portfolios
- Retain responsibility for global coordination of governance and standards for equity risk oversight
Responsibilities:
- The Equity Risk Specialist will be responsible for directing equity risk activities across all AMG sites.
- The responsibilities of this role will cover risk methodology and standards as applied to all AMG investment products
- Ensure equity risk systems meet the standards required to satisfy expectation for reportable metrics, data coverage and quality
- Ensure regional risk teams retain consistency of equity risk methodology, standardisation of risk processes, and commonality of application of global standards and governance. Confirm that global risk resources meet core training and competency requirements
- Ensure the investment risk function observes recurring engagement (globally) with front office product teams to review and challenge portfolio risk profiles and exposures
- Manage the requirements of key stakeholders through regular reporting of risk metrics and the active assessment of evolving risk exposures
- Effectively manage equity risk activities across regional teams and global functions. Oversee engagement with internal and external clients
Experience required:
- Strong knowledge of equity risk methodology and instrument pricing mechanisms
- Experience within equity investment principles with the ability to challenge front office approach and application of investment philosophy as may be appropriate
- The role holder should be sufficiently qualified to the understand quantitative techniques underlying risk methodology and risk application (e.g. a quantitative first degree and/or post-graduate degree, and/or an industry standard risk qualification)
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