Portfolio Risk Manager

An Asset Manager is seeking a Portfolio Risk Manager.

An exciting opportunity exists within Portfolio Risk Management for a risk analyst to model, quantify, analyze, monitor, and / or report investment risks, with a primary focus on derivatives.  You will assist in developing effective risk management measures, common methodologies, and reporting/communication tools in support of derivative activity for general account, insurance-linked, and third-party clients. You will interact in a dynamic environment, working closely with others in Portfolio Risk Management, Portfolio Management, Derivatives Management, Asset Specialists, and Product Development, among other areas.  Typical projects and deliverables include but are not limited to: risk policy development and oversight, derivative program construction and monitoring, development and analysis of quantitative risk metrics, and delivery of risk reporting for internal and external constituents. 

RESPONSIBILITIES:

• Developing and implementing effective risk management measures, common methodologies, reporting and other communication tools.
• Researching, modeling, quantifying, analyzing, and monitoring current and potential risks including collateral, interest rate, and name/counterparty exposure.
• Risk policy development, maintenance, and oversight.
• Investment mandate and derivative program construction, monitoring, and reporting.