Chief Risk Officer, Investments

June 3

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Arootah

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Executive Coaching and Business Consulting

Coaching • Advisory • Personal Development • Professional Development • Hedge Fund

11 - 50

Description

• Analyze portfolio and investment risk using various quantitative models/techniques and review the implications of potential investment decisions on total portfolio risk • Develop, maintain, and update investment risk framework tools to analyze individual investments and portfolios • Identify and evaluate risks, as well as run stress tests, across various asset classes, strategies, portfolios, and managers • Perform market and credit risk reporting and analysis of all investment activity, including VaR, stress loss, operational guidelines, transactional reviews, and liquidity risk • Perform day-to-day monitoring of exposures, and utilization against limits, as well as monitoring of P&L arising from market moves, and additional ad-hoc analysis • Assist in enhancing methodology for calculating, monitoring, and managing risk in investment portfolios • Create and run optimization models to serve as a guide to Portfolio Managers in allocation decisions • Design and generate periodic risk reports for senior management and portfolio stakeholders • Perform ad-hoc analysis requiring independent research and facility with various programming languages • Participate in the identification and evaluation of new risk strategies and technology • Measure, monitor, and independently assess risks in investment activities and escalate issues/concerns to Portfolio Managers • Monitor stress, performance, counterparty, and liquidity metrics against the thresholds and perform risk analysis on accounts that trigger risk thresholds • Help develop ESG metrics monitoring • Ensure compliance with risk oversight processes, policies, and procedures for investment risk

Requirements

• BS/BA degree in a quantitative discipline such as Finance, Mathematics, Engineering, Computer Science, or a closely related field from an accredited university • Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), or similar professional designation is desired • MBA or other relevant graduate degrees in a quantitative discipline is a plus • 8+ years of relevant experience at a hedge fund, family office, or investment management firm serving in the role of Chief Risk Officer • Additional experience of between 3-5 years of working in risk management, trading, portfolio management, or data science role at an asset management firm, hedge fund, or family office • Familiarity with the use of a risk analysis application such as MSCI’s BarraOne, Blackrock Aladdin, FactSet, or similar • Strong quantitative/statistical knowledge with an ability to work on systems and databases (SQL, Access) • Proven programming skills (R, MATLAB, Python, VBA, C#, etc.) • Product knowledge and quantitative skills with a broad range of asset classes and investment strategies • Knowledge of market risk methodologies such as VaR, stress, and sensitivity analysis • Strong familiarity with asset/liability management • Ability to manage multiple projects simultaneously

Benefits

• Develop realistic and effective monthly action plans • Identify internal and contextual roadblocks • Break apart goals into actionable steps • Devise a plan of action for each goal • Provide the client with resources associated with implementing their action plan • Implement policies, procedures, and control measures • Review, analyze, and report on client tools and resources to ensure industry best practices • Evaluate each client’s advancement toward goal actualization through key performance indicators (KPIs) and scoring matrices • Maintain and share detailed and accurate records of consulting results (challenges, breakthroughs, etc.)