• Assisting the Chief Risk Officer (CRO) and other senior risk managers in the development and execution of policies and procedures that mitigate various types of risk;
• Adhering to investment objectives and guidelines, including: segment/exposure risk; pricing and valuation risk (particularly as it relates to non-marketable and thinly traded securities and derivatives); credit & counterparty risk and execution & trading risk;
• Supporting and acting in coordination with the CRO and senior risk managers to provide counsel to CIO, portfolio management, asset management, research, finance, compliance staff and members of corporate risk organization on risk management issues; and
• Modeling (creation and maintenance) of securities and benchmarks as needed to support the risk management / data integrity reporting processes.
• Perform quantitative analysis on portfolios and strategies as required by senior risk management staff.
• Interface with/support firm's major proprietary and vendor related systems/applications as needed.
• Interface across departments to resolve any issues pertaining to risk analytics.
• Supporting the CRO and senior risk managers in the preparation of information to risk management committee.

• Analyzing and providing recommendations related to broad and specialized risk management areas (e.g., market risk, credit risk);
• Supporting, and potentially help leading, the development, implementation and communication of risk-related policies and procedures;
• Assisting in the design and/or development of quantitative/analytic models to help monitor and manage risk;
• Monitoring and analyzing the organization's risk exposure individually, in the aggregate and against established limits, on an intraday, day-to-day and long-term basis;
• Collaborating with Research and Analytics and Investment Finance to influence reporting on investment performance;

• Learning the organization, culture and processes; gaining the respect of the business' leadership team;
• Establishing credibility with and earning the trust of the business unit management team, to whom this executive will have a high level of visibility;
• Improving financial results for the business unit
• Effectively developing and mentoring the team to build broad and deep bench strength in the financial function.
• Further integrating the functions of Research and Analytics and Finance with Risk, and improving the effectiveness of organizational research and analysis efforts to support strategic objectives.

Qualification

• Thorough knowledge of trading strategies and market characteristics (e.g., liquidity, volatility); and
• Ability to clearly communicate, interview and constructively challenge senior level management and other investment professionals on investment related topics.
• Demonstrated knowledge of domestic fixed income portfolio strategies, benchmarks and instruments.
• Strong technological acumen; advanced working knowledge of Excel/VBA and SQL, and Bloomberg API
• Knowledge of risk and mathematical/statistical systems such as Matlab, R, SAS, Yiedbook a plus
• Experience developing quantitative and qualitative models across a wide array of assets: equities, rates, credit, commodities and currencies, etc.
• Detailed understanding of global macroeconomic dynamics including the key determinates of growth, inflation and unemployment.
• Ability to assess the potential economic implications of major political and market events
• Very strong quantitative skills including time series analysis and econometrics.
• Ability to quickly analyze the relevant literature and come up with creative solutions to unique quantitative problems

• Comprehensive health care plans, dental coverage, vision coverage, and flexible spending accounts;
• Group legal, AD&D, group and dependent life insurance, as well as long-term and short-term disability;
• Retirement program and 401k;
• Tuition reimbursements for further education opportunities;
• Paid time off days.