Risk Manager
Core
Monitor and ensure investment portfolios conform to risk policies, perform risk analysis on portfolios and benchmarks, and deliver written memos and presentations to committees and fund boards.
Role type
Senior IC risk manager (fixed income)
Builds
Proprietary risk measurement approaches and mitigation strategies
Domain
Fixed income investment management
Deliverable
production ML models | dashboards & analysis
Required skills
Risk analysis, statistical programming, quantitative analysis, Python, R, SQL, fixed income instruments knowledge, regulatory environment knowledge
Preferred skills
CFA or FRM designation, BlackRock Aladdin, MSCI RiskMetrics, MSCI BarraOne, Bloomberg PORT, Power BI, Tableau
Technologies
Python, R, SQL, BlackRock Aladdin, MSCI RiskMetrics, MSCI BarraOne, Bloomberg PORT, Power BI, Tableau
Responsibilities
Monitor portfolio compliance with risk policies, perform risk analysis on portfolios and benchmarks, deliver written memos and presentations to committees, develop new risk measurement approaches, collaborate with investment teams on portfolio risk, contribute to new product development
Seniority
Senior, hands-on IC