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Arootah

Executive Coaching and Business Consulting

Fractional Chief Risk Officer – Investments

Financial Planning and AnalysisFinancial Planning and AnalysisContractRemoteLeadTeam 11-50H1B No SponsorCompany SiteLinkedIn

Location

United States

Posted

1 day ago

Salary

$250 - $500 / hour

Seniority

Lead

Bachelor Degree8 yrs expEnglishPythonSQLVBA

Job Description

Fractional Chief Risk Officer – Investments

Arootah

• Provide advice and guidance to Arootah clients who seek help with their investment and portfolio management risk needs. This will involve consulting to some of the leading Hedge Funds and Family Offices in the world and sharing your experience as a Chief Risk Officer, Investments in helping clients to: • Develop realistic and effective monthly action plans. • Identify internal and contextual roadblocks.  • Break apart goals into actionable steps.  • Devise a plan of action for each goal. • Provide the client with resources associated with implementing their action plan. • Implement policies, procedures, and control measures.  • Review, analyze and report on client tools and resources to ensure industry best practices. • Evaluate each client’s advancement toward goal actualization through key performance indicators (KPIs) and scoring matrices.  • Maintain and share detailed and accurate records of consulting results (challenges, breakthroughs, etc.).  • Analyze portfolio and investment risk using various quantitative models/techniques and review the implications of potential investment decisions on total portfolio risk. • Develop, maintain, and update investment risk framework tools to analyze individual investments and portfolios. • Identify and evaluate risks, as well as run stress tests, across various asset classes, strategies, portfolios, and managers. • Perform market and credit risk reporting and analysis of all investment activity, including VaR, stress loss, operational guidelines, transactional reviews, and liquidity risk. • Perform day-to-day monitoring of exposures, and utilization against limits, as well as monitoring of P&L arising from market moves, and additional ad-hoc analysis. • Assist in enhancing methodology for calculating, monitoring, and managing risk in investment portfolios. • Create and run optimization models to serve as a guide to Portfolio Managers in allocation decisions. • Design and generate periodic risk reports for senior management and portfolio stakeholders. • Perform ad-hoc analysis requiring independent research and facility with various programming languages. • Participate in the identification and evaluation of new risk strategies and technology. • Measure, monitor, and independently assess risks in investment activities and escalate issues/concerns to Portfolio Managers.  • Monitor stress, performance, counterparty, and liquidity metrics against the thresholds and perform risk analysis on accounts that trigger risk thresholds. • Help develop ESG metrics monitoring.  • Ensure compliance with risk oversight processes, policies, and procedures for investment risk.

Job Requirements

  • BS/BA degree in a quantitative discipline such as Finance, Mathematics, Engineering, Computer Science, or a closely related field from an accredited university.
  • Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), or similar professional designation is desired.
  • MBA or other relevant graduate degrees in a quantitative discipline is a plus.
  • 8+ years of relevant experience at a hedge fund, family office, or investment management firm serving in the role of Chief Risk Officer.
  • Additional experience of between 3-5 years of working in risk management, trading, portfolio management, or data science role at an asset management firm, hedge fund, or family office.
  • Familiarity with the use of a risk analysis application such as MSCI’s BarraOne, Blackrock Aladdin, FactSet, or similar. Strong quantitative/statistical knowledge with an ability to work on systems and databases (SQL, Access).
  • Proven programming skills (R, MATLAB, Python, VBA, C#, etc.).
  • Product knowledge and quantitative skills with a broad range of asset classes and investment strategies.
  • Knowledge of market risk methodologies such as VaR, stress, and sensitivity analysis.
  • Strong familiarity with asset/liability management.
  • Ability to manage multiple projects simultaneously.

Benefits

  • Alt-industry-only engagements with hedge funds, private equity firms, and family offices
  • Project-based work that fits around existing commitments
  • Client origination and engagement management handled by Arootah; advisors focus on delivery

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