Senior Investment Risk Manager
About the position
The Senior Investment Risk Manager is responsible for conducting investment risk management activities for Natixis Investment Managers (NIM), primarily within US investment activities. Investment risk management activities include traditional ex-ante risk measurement and interpretation, performance analysis, investment risk data management and analysis, coordination with NIM affiliates, communication and presentation of investment risk management topics, as well as quantitative analysis to support global initiatives. Investment risk measurement will involve market, credit, valuation, concentration, ESG, reputational, liquidity, capacity, and other relevant risks. This individual will also assist with independent reviews of affiliate investment processes, model validation, seed capital risk, and new product/activity review. This is a hybrid position located in Boston.
Responsibilities
• Using position-level data and various quantitative models and tools to estimate industry-standard investment risk metrics for equity, fixed-income, multi-asset, and alternative portfolios
• Developing and using scalable, programmatic solutions to build investment risk dashboards and data visualization
• Performing historical and forward-looking portfolio scenario analysis
• Quantifying systematic (factor-based) and idiosyncratic sources of investment performance
• Providing independent and objective assessment of the risk-return profile of investment strategies and products
• Estimating portfolio liquidity metrics and assessing whether asset liquidity is sufficient for portfolio obligations during normal and stressed market conditions
• Analyzing market data and providing estimated impact of contemporaneous developments to team leadership
• Monitoring and ensuring quality of investment risk data across multiple repositories
• Participating in regular meetings and portfolio reviews with NIM affiliate investment teams
• Assisting the NIM Chief Risk Officer maintain affiliate adherence to the NIM Global Risk Policy, NIM Investment Risk Policy for Public Assets, and NIM Investment Risk Policy for Private and Real Assets, as well as regular assessments of affiliate risk management functions
• Collaborating with global colleagues to support team and firm-wide strategic risk management initiatives
Requirements
• 8+ years of experience in investment risk management for equity, fixed income, alternative and multi-asset investment strategies across global markets with either buy- or sell-side financial firms; additional risk management experience with private and real assets is a plus
• Broad, demonstrable understanding of capital markets, asset classes, industry-standard risk estimation techniques, investment risk factor sensitivities, performance attribution, and key market trends
• Extensive prior experience measuring and interpreting industry-standard quantitative estimates of portfolio investment risk (e.g., VaR, Stress Testing, Scenario Analysis, liquidity, and factor risk decomposition)
• Proficiency with commercial and regulatory considerations relevant to risk managing a range of commingled and dedicated investment vehicles (e.g., US mutual funds, ETFs, SMAs, UCITS, AIFM, etc.)
• Excellent oral and written communication skills with experience authoring documents and delivering presentations that summarize quantitative risk and performance information to audiences of varying technical fluency; French language skills a plus
• Extensive experience using computer programming language (e.g., SQL, Python, R) to manage large data and generate production-ready visualization of investment risk analysis
• Educational background in a quantitative subject area, such as applied math, statistics, financial engineering, or economics; advanced degree(s) preferred
• Agility in collaborating with global teams
Benefits
• comprehensive medical, dental and vision insurance
• paid time off
• 401k plan
• tuition reimbursement
• student loan repayment program
• wellness benefits
• volunteer programs
Apply tot his job
Apply To this Job
The Senior Investment Risk Manager is responsible for conducting investment risk management activities for Natixis Investment Managers (NIM), primarily within US investment activities. Investment risk management activities include traditional ex-ante risk measurement and interpretation, performance analysis, investment risk data management and analysis, coordination with NIM affiliates, communication and presentation of investment risk management topics, as well as quantitative analysis to support global initiatives. Investment risk measurement will involve market, credit, valuation, concentration, ESG, reputational, liquidity, capacity, and other relevant risks. This individual will also assist with independent reviews of affiliate investment processes, model validation, seed capital risk, and new product/activity review. This is a hybrid position located in Boston.
Responsibilities
• Using position-level data and various quantitative models and tools to estimate industry-standard investment risk metrics for equity, fixed-income, multi-asset, and alternative portfolios
• Developing and using scalable, programmatic solutions to build investment risk dashboards and data visualization
• Performing historical and forward-looking portfolio scenario analysis
• Quantifying systematic (factor-based) and idiosyncratic sources of investment performance
• Providing independent and objective assessment of the risk-return profile of investment strategies and products
• Estimating portfolio liquidity metrics and assessing whether asset liquidity is sufficient for portfolio obligations during normal and stressed market conditions
• Analyzing market data and providing estimated impact of contemporaneous developments to team leadership
• Monitoring and ensuring quality of investment risk data across multiple repositories
• Participating in regular meetings and portfolio reviews with NIM affiliate investment teams
• Assisting the NIM Chief Risk Officer maintain affiliate adherence to the NIM Global Risk Policy, NIM Investment Risk Policy for Public Assets, and NIM Investment Risk Policy for Private and Real Assets, as well as regular assessments of affiliate risk management functions
• Collaborating with global colleagues to support team and firm-wide strategic risk management initiatives
Requirements
• 8+ years of experience in investment risk management for equity, fixed income, alternative and multi-asset investment strategies across global markets with either buy- or sell-side financial firms; additional risk management experience with private and real assets is a plus
• Broad, demonstrable understanding of capital markets, asset classes, industry-standard risk estimation techniques, investment risk factor sensitivities, performance attribution, and key market trends
• Extensive prior experience measuring and interpreting industry-standard quantitative estimates of portfolio investment risk (e.g., VaR, Stress Testing, Scenario Analysis, liquidity, and factor risk decomposition)
• Proficiency with commercial and regulatory considerations relevant to risk managing a range of commingled and dedicated investment vehicles (e.g., US mutual funds, ETFs, SMAs, UCITS, AIFM, etc.)
• Excellent oral and written communication skills with experience authoring documents and delivering presentations that summarize quantitative risk and performance information to audiences of varying technical fluency; French language skills a plus
• Extensive experience using computer programming language (e.g., SQL, Python, R) to manage large data and generate production-ready visualization of investment risk analysis
• Educational background in a quantitative subject area, such as applied math, statistics, financial engineering, or economics; advanced degree(s) preferred
• Agility in collaborating with global teams
Benefits
• comprehensive medical, dental and vision insurance
• paid time off
• 401k plan
• tuition reimbursement
• student loan repayment program
• wellness benefits
• volunteer programs
Apply tot his job
Apply To this Job