Associate Director, Portfolio Risk (RS)
Core
Provides technical investment risk analysis, modelling, reporting, and decision support for the Fund's Investment Options and Building Blocks.
Role type
Associate Director, Portfolio Risk
Builds
Risk insights, analytics, and reports for investment committees and senior stakeholders.
Domain
Institutional asset management / Portfolio risk
Deliverable
production ML models
Required skills
Portfolio risk analysis, multi-asset portfolio management, stress testing, scenario analysis, risk decomposition, quantitative modelling, data governance, regulatory interpretation
Preferred skills
CFA/FRM, Risk Management accreditation (RMIA/GIA), experience with BlackRock Aladdin or MSCI Barra
Technologies
BlackRock Aladdin, MSCI Barra
Responsibilities
Undertake detailed risk analysis for risk settings and constraints; prepare risk analysis for annual strategy reviews; test Building Block aggregation; operate and improve investment risk models; maintain risk data and documentation; identify model limitations; collaborate with asset class and strategy teams; contribute to cross-Fund initiatives.
Seniority
Senior, hands-on IC