The Role We are seeking an exceptionally talented individual to join our Risk Management team as a senior risk manager for our North American fundamental equity strategies, with primary responsibility for both portfolio oversight and PM-facing risk coverage.
This individual will be the point person for all risk-related matters for fundamental equity portfolio managers in the region, including researching ad hoc requests from investment professionals and senior management. They will work to identify forward-looking risks or sources of stress in portfolios and to set appropriate risk budgets for them, as well as engaging with PMs to understand risk/reward dynamics.
What you'll doThe Director of Risk & Portfolio Advisory will be primarily responsible for daily oversight of the North American discretionary equity portfolios, including monitoring portfolios for style drift, identifying and remediating outsized concentration risks or stress exposures, and researching risk and portfolio construction inquiries from investment teams and firm management. You will be responsible for analyzing performance attribution to quickly diagnose problems and enable risk takers to react opportunistically to adverse events and to leverage those insights towards capital allocation recommendations.
A successful candidate will utilize interactions with and feedback from investment professionals to help direct enhancements to our proprietary analytics, as well as assist with ongoing education efforts around the various outputs from our monitoring tools to ensure they are effectively incorporated into the investment process. You will regularly engage with risk takers around the active management of drawdowns and sub-optimal portfolio construction decisions.
This individual will also be responsible for formulating appropriate forward-looking views for escalation to firm management as well as staying abreast of ongoing market dynamics that may impact our strategies.
What you'll bringWhat you need:
- A degree in statistics/econometrics, mathematics or financial engineering
- 5-10 years of experience in a similar role on the buyside
- Prior experience with discretionary equity strategies
- Exceptional problem solving and analytical skills
- In-depth knowledge of equity multi-factor equity models and applications
- Proficiency with procedural programming (R/Python)
- Strong communication skills and the ability to explain technical concepts to non-technical audiences
The base pay for this role is expected to be between $225,000 and $275,000. The expected base pay range is based on information at the time this post was generated. This role may also be eligible for other forms of compensation such as a performance bonus and a competitive benefits package. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications, and experience.
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