Investment Risk Manager (Asset Manager)

Role Overview

The Investment Risk Manager will be responsible for measuring, monitoring, and communicating investment risk across our equity funds. This role will partner closely with portfolio management, research, trading, and compliance to ensure risk is understood, quantified, and embedded into investment decisions.

Key Responsibilities

• Risk Measurement & Monitoring

  • Manage equity risk reporting and analytics, including factor, style, and security-level exposures.
  • Produce and maintain routine risk dashboards and commentary for portfolio managers and senior leadership.
  • Monitor concentration, liquidity/turnover risk, sector/industry exposures, factor breaches, and tracking-error drivers.

• Portfolio & Model-Based Risk

  • Use risk models and analytics to evaluate portfolio risk characteristics and potential downside across scenarios.
  • Support attribution and diagnostic analysis (e.g., factor contribution, active risk sources, multi-period risk views).

• Data, Systems, and Programming

  • Leverage FactSet and Barra (or equivalent) to source data, run analytics, and build repeatable workflows.
  • Develop and maintain automated risk processes (e.g., scheduled reports, data pipelines, standardized risk outputs).
  • Perform data validation, reconcile model outputs, and maintain model assumptions documentation.

• Risk Governance

  • Support risk policy development and review of risk limits (active risk, factor exposures, concentration, etc.).
  • Assist in enhancements to risk controls, escalation workflows, and exception management.
  • Coordinate with internal stakeholders to ensure timely delivery of risk reporting and issue remediation.

• Ad Hoc Analysis

  • Conduct special studies related to portfolio changes, index methodology, model updates, and market regimes.
  • Provide clear communication of complex risk drivers in plain language.

Required Qualifications

• 5+ years of experience in investment risk, portfolio analytics, or quantitative risk (buy-side preferred).
• Strong working knowledge of equity risk concepts, including factor models, tracking error, concentration risk, and scenario/risk attribution.
• Hands-on proficiency with FactSet and Barra (preferred).
• Demonstrated programming ability to support risk workflows (e.g., Python and/or SQL; additional tools a plus).
• Strong quantitative skills with advanced Excel proficiency and/or scripting for analytics and reporting.
• Excellent communication skills—able to translate risk metrics into actionable insights for investment teams.

Preferred Qualifications

• Experience with risk systems integration and/or building automated reporting.
• Familiarity with performance attribution and portfolio construction analytics.
• Financial markets knowledge across multiple market regimes.
• Relevant credentials (e.g., CFA, FRM) or progress toward.