Reporting to the Assistant Treasurer, the Director of Portfolio and Risk Management, you will develop portfolio investment strategies, risk management practices to protect and ensure the resiliency of balance sheets and financial assets from risks arising from global financial markets.
Functions and responsibilities include the development of strategic asset allocation, fixed income investment strategies, scenario and risk analysis, attribution and reporting for investment portfolios. Core responsibilities also include developing a holistic risk management framework. You will provide intelligent insight to management and recommend appropriate adjustments to the company’s risk profile. With your leadership, you'll help inspire a culture of risk management across treasury and the broader organization.
Design and maintain optimal investment portfolio strategies, interest rate and other market risk strategies that are consistent with the company’s liquidity, counterparty and market risk objectives.
Develop a comprehensive framework for monitoring the investment portfolio, including management of external asset managers, performance attribution and reporting.
Develop and implement a holistic risk management framework for all known treasury risks; identify emerging risks and potential contagion; define risk appetite and limits.
Develop tools/metrics and dashboards to monitor risk, perform scenario planning and stress testing.
Partner with other Treasury investment and risk management professionals to assist in developing views on global markets, contingency plans and recommendations for adjustments to our risk-taking posture/profile. Advise senior management on special risk topics and investment projects.
Qualifications
Minimum qualifications:
MBA or Master's degree in Finance, Macroeconomics, Mathematics, Engineering, Statistics or a similar Quantitative field, or equivalent practical experience.
15 years of experience at a financial institution, with experience in financial risk management practices, market and economic risks.
Preferred qualifications:
Experience as a portfolio manager, handling a dynamic range of portfolio classes. Familiarity with fixed income asset classes, investment portfolio theory and design.
Experience in one or more areas of market risk (currency, interest rates, fixed income, credit) and familiarity with market and operational risks.
Experience in working autonomously and prioritizing multiple goals.
Excellent written and verbal communication skills and ability to influence others, with strong leadership skills and ability to manage.
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