Senior Risk Analyst

About The Unit: Under oversight of the Investment Committee of the Board of Trustees, the Office of Investments is responsible for managing the investment assets of the University. Portfolio assets total more than $9 billion, with another $4.5 billion in DC plans. The endowment invests in diversified asset classes including global stocks and bonds, real estate, natural resources, private equity, and absolute return strategies. Six functional teams oversee the management of the portfolio:public markets and absolute return, private equity, real assets, risk, strategy, and operations.

Unit Job Summary: The Risk Management team supports all aspects of investment management, with the ultimate goal of improving the University's investment risk-return outcome, and embedding risk in the culture and governance of the investment process. The Risk team is responsible for risk modeling, measurement, analysis, reporting, monitoring, management, evaluation, and manages the complex strategic protection portfolio. Day-to-day, the team engages in an interesting variety of projects, and improves risk models and develops solutions, to answer the Investment Office's most pressing questions in an intellectually-challenging environment. The Senior Risk Analyst reports to the Senior Risk Manager and supports the Chief Risk Officer in developing and executing the risk management processes, modeling analytics and risk reporting for more than $9 billion of the University's investment assets. The role involves detailed investment performance and risk analysis, continually improving complex risk and liquidity models in VBA, conducts investment research studies, meets and evaluates investment managers, creates board-level risk reports and presentations, and develops new solutions to a variety of business problems. Depending on experience, the Senior Risk Analyst may also co-manage the $150M+ strategic protection portfolio, and use market knowledge and in-depth quantitative research to inform the investment decision-making process. Undertakes special projects as requested by the CRO. Works closely with the Operations and asset class teams to improve investment data process and analytics.

Unit Education: Bachelor's degree in a math-heavy discipline from a top-tier institution required; MS or PhD, strongly preferred.

Unit Experience: Minimum 4-6 years of work history in an analytical role is required; 7-10 years is preferred. Substantial experience and success developing proven solutions with VBA is required. Substantial work experience using math/statistics programming languages is strongly preferred. Previous work experience in risk management or asset management functions is a plus.

Unit Job Function Competencies: Superb skills in quantitative analysis and effectively synthesizing the results of analysis are required. Outstanding intelligence and problem-solving ability required. Strong skills in modeling and database functions required. Substantial experience in Microsoft Excel and PowerPoint required, including experience with significant analysis and solution-building using VBA. Excellent oral and written communication skills, organizational skills, and presentation skills required. Some experience using math/statistics packages (such as MATLAB, R) to create solutions to business or scientific problems, strongly preferred. Excellent technical skills in portfolio techniques and risk management preferred. Experience building complex quantitative models preferred. Understanding of risk management, and related methodologies and metrics, with the ability to make qualitative risk assessments, preferred. Fluency across all relevant asset classes, including public and private equities, fixed income, hedge funds, real assets, and derivatives preferred. Demonstrated ability to push complex projects through to completion, both independently and across groups, preferred. Direct financial markets and products experience preferred. Demonstrated aptitude and desire to be part of a collaborative, problem-solving investment team preferred.

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