Investment Risk Manager

2 weeks ago


London, United Kingdom McCabe & Barton Full time

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.

 


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