Risk Manager – Pension Investments
Serve as a key member of the team developing and implementing a multi-asset class risk management framework for the General Electric Pension Trust. The ideal candidate will demonstrate experience monitoring risk across public and private investments such as Fixed Income, Public Equities, Public and Private Credit, Private Equity, Hedge Funds, and Real Estate and will enjoy working in a collaborative, team-oriented environment.
Roles and Responsibilities
- Act as a key contributor to the design and implementation of the risk framework (risk budgeting and tolerances) for the multi-asset portfolio. Aggregate, measure, and report portfolio risk metrics (VaR-based metrics; factor-based risk analysis, sensitivities, betas) across the portfolio and asset class sub-portfolios.
- Take day-to-day ownership of the build out of analytics capabilities and risk systems (i.e. FactSet).
- Employ a broad understanding of capital markets, the macro environment, and a knowledge of investments to assess the risks involved in potential investment opportunities.
- Monitor risk in an asset-liability framework and the implementation of interest rate and overall portfolio hedging.
- Perform periodic analysis of the fund’s objectives and benchmarks. Analyze risk/return attribution, forward-looking liquidity profile, explicit and implicit leverage, and counterparty risks.
- Minimum five years in a multi-asset or market risk management role at a buy-side firm (asset manager, insurance company, hedge fund, pension, endowment, foundation), investment bank.
- Strong technical competency with risk management platforms (i.e. Factset, Aladdin, MSCI Barra, etc.)
- Ability to think critically and apply excellent quantitative modeling skills (i.e. Excel).
- Solid communication and presentation skills.
- Some understanding of the corporate pension industry and the ability to assess risks in an asset-liability context.
- Ability to travel as required (including outside the United States).
- Must be willing to work out of an office in Norwalk, CT
- Advanced Degree (Quantitative MS, PhD, MBA) and/or CFA and/or FRM preferred.