Job description
Summary
responsible for the design and implementation of a robust framework and relevant tools and processes associated with the evaluation, surveillance, and management of all pertinent risks associated with highly complex, mulit-asset, institutional investment portfolios.
Works collaboratively with investment management and investment operations teams in managing all facets of investment risk and liquidity management related to external investment managers and at the portfolio level as well.
Plays instrumental role in the design of asset allocation strategies by leading the development and providing the ongoing management of a robust risk analysis process. This entails creating return, risk and correlation assumptions for all asset classes and portfolios and conducting stress tests and scenario analyses to influence decision making by key stakeholders.
Creates and delivers effective communication dashboards and presentations for th integral investment staff, executive leadership, the Investment Committee and the Board of Directors.
Performs in-depth research to design asset allocation models, enhance risk management techniques, and ensure efficient portfolio management.
Develops tools to facilitate performance attribution and factor analyses related to external investment managers and at the portfolio level as well.
Creates a comprehensive asset/liability model to be used in the management of a frozen defined benefit plan; may develop asset allocation glide paths used to more efficiently design defined contribution plan assets.
Builds an internal global asset allocation model to determine which asset classes are cheap, which are expensive, and be able to assess current asset prices versus estimated fair value.
Assess and control potential liquidity, credit, counterparty, and market risks as well as non-market related financial risks for the investment portfolios.
Other duties as assigned.
EDUCATION:
Bachelor's Degree in a related field required (Economics, Finance, Mathematics, or Statistics); MBA or Ph.D. is preferred.
LICENSURE/CERTIFICATION/REGISTRATION: Chartered Financial Analyst (CFA) or FRM designation or progress towards an investment industry group sponsored certification, having to do with risk management or asset allocation strategy and design is strongly desired.
REQUIRED EXPERIENCE:
A minimum of 10 years of investment management/investment advisory experience; experience with investigating investment management firms and strategies; plan sponsor or investment consulting background preferred. Experience working with R, MATLAB or other high-level languages and familiarity with Bloomberg, Factset and other types of risk management software is preferred.
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Saturday, September 19, 2015
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