An international asset manager with US based operations in Boston is seeking an Investment Risk Manager. They are among the top 20 largest asset managers worldwide with ~$1 trillion in AUM. Established in the late 2000s, they use a multi-affiliate business model and have about 15 investment managers working under their umbrella. This is a Multi-Asset investment management arm of a major international investment bank.
Location:
- Boston
Compensation:
- $125-$180K base, $35-$50K target bonus, sign-on bonus potential
Responsibilities:
- Set risk limits and thresholds for investment portfolios, create firmwide risk policy and establish risk framework.
- Establish a sound risk governance function
- Work with affiliate asset managers, investment funds, and portfolio managers to manage risk and analyze performance measurement
- Perform cross asset quantitative risk, analysis, and reporting.
- Review and monitor valuation processes for firm's assets.
- Work with parent company to present key risks for the asset management business.
Qualifications:
- 5 years buy side risk quant modeling experience (VaR) model development, risk analytics.
- Python (must), Java. C/C++, data science
- Financial risk modeling, valuation experience
- Master's degree in quant area: math, statistics, financial engineering, economics
