Investment Risk Manager

Key Responsibilities:

• Develop, implement, and maintain the Investment Risk Framework, including oversight of systems, processes, and the investment risk function.
• Perform risk modeling and analysis on an asset-only basis as well as relative to liabilities, at both aggregate portfolio and individual scheme levels.
• Influence strategic asset allocation, manager selection, and scheme-level investment decisions.
• Act as the in-house expert on MSCI BarraOne risk model and Charles River Investment Management Solution (CRIMS).
• Enhance reporting processes, particularly regarding regulatory and climate-related risks.
• Develop knowledge of asset classes and their risk characteristics, understanding the interaction with pension liabilities.
• Engage with third parties to improve service and analytics, manage data flows, and implement best practice investment risk management techniques.

Desired Qualifications and Skills:

• Experience in a multi-asset investment manager or in-house investment function of a large asset owner.
• Expertise with BarraOne or similar risk systems, and familiarity with Charles River Investment Management Solution or similar software.
• Strong quantitative background, ideally with a degree in a relevant discipline.
• Proficient in risk model interpretation and its implications on investment decisions.
• Knowledge of UK DB pension liabilities, portfolio risk metrics, and associated modelling challenges.
• Strong project management skills and the ability to build effective relationships.