Director - Risk Management

The Risk Management team is responsible for analyzing and mitigating multiple types of risks across all asset classes and investment types and works closely with all investment teams at UTIMCO. This team is also responsible for developing tools, metrics, and processes to understand, monitor and manage the risks in “plain vanilla” as well as alternative investment strategies.Primary duties will include measuring and analyzing portfolio risk, sensitivity and attribution metrics across a multi-asset class portfolio. The individual will also be responsible for applying quantitative skills and market judgment to enhance UTIMCO’s asset allocation and portfolio strategy functions. Individual will report directly to the Managing Director of Investment Risk Management and assist other Managing Directors in their risk analysis.Broad responsibilities include:Provide risk management oversight through quantitative assessment of market exposuresApply knowledge of portfolio risk, especially regarding market developments, economic forecasts, industry trends, and investmentDesign and build automated programs for data aggregation, data cleansing, and data transformation as a feed into any risk system as well as for enhanced analytics and formatting for Investment TeamsDevelop analytical frameworks for specific asset classes to better quantify the underlying risks in this asset class as well as to enhance overall Endowment and portfolio construction processNegotiate contracts on behalf of UTIMCO as well as UTIMCO’s Managers: NDAs, Trading Documents, Customized Data and Service AgreementsResearch current industry trends in risk management, asset allocation and portfolio strategy and advise of ways to improve overall portfolioPrepare and present in-depth analyses of various asset classes, their role in the Endowment, and the associated risk profile/diversification effect on the Endowment portfolio to Investment CommitteeParticipate in due diligence of investment managersNetwork with other Endowment risk managers to stay up to date with industry/state-of-the-art Risk Management practicesMonitor and ensure overall portfolio’s risk and underlying exposures are consistent with policy and advise investment team of risk associated with derivativesDesign and implement standardized internal riskDevelop and implement models to evaluate and manage investments and derivativesRequirements:10-15 years of investment/market related experience that results in understanding of market infrastructure and practical insights into potential market behaviorMaster's degree or PhD in finance, economics, sciences, math or engineering from a reputable institutionWell-versed in analytical and financial applications (e.g. Matlab, Python, R, SQL, or similar tools)Prior knowledge and/or experience with probabilities, statistics, and empirical analysisExperience managing risk in the context of an investment portfolio with multi-asset classes and using external holdings-based risk management systemsFamiliarity with financial markets/investment managementExtensive knowledge of investment derivatives and derivative modelingUnquestioned honesty, integrity, and transparencyTemperament appropriate for a respectful, collegial, and collaborative environmentA track record of success, sound judgement, and intellectual curiosityStrong analytical, problem solving, communication, writing, presentation and organizational skillsAbility to complete assignments independently and on a timely basisAbility to act as a team member to accomplish broader goals/objectivesAbility to speak in front of large groups on a number of Risk Management topicsConstructive and team-oriented attitude committed to consistently doing what is best for the organization

#J-18808-Ljbffr