Position Duties
  • Establish, revise, implement and monitor the processes that measure and evaluate the risk-adjusted performance of the investment portfolio. Complete performance attribution of portfolios and classes vs corresponding benchmarks.
  • Establish, revise, implement and monitor the processes that measure and evaluate the risk factor exposures of individual managers and the aggregate investment portfolio. Assess manager-, class-, and total portfolio-specific risks and report findings to management.
  • Develop and supervise an integrated and comprehensive risk management framework that aggregates risk across all asset classes and strategies and performs stress testing and counterparty monitoring, as necessary.
  • Maintain and ensure accuracy and consistency of the Blackrock Aladdin risk system by reviewing and analyzing reports. Utilize other industry standard risk tools as complementary analyses.
  • Responsible for developing and supervising processes to ensure compliance with applicable statutes, investment policies and vendor contracts, including consulting contracts, investment manager agreements, and industry best practices.

 

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POSITION DETAILS