Old Mutual
Job Description
Senior Risk Officer –(Asset Management) for Old Mutual Investments Limited. The incumbent will report directly to the Chief Risk Officer.
Duties & Responsibilities
The key responsibilities for the position shall include, but not limited to:
Daily risk management and oversight of investments and portfolios Providing risk oversight in alternative investments and credit origination Contributing to long term, strategic projects and enhancements to risk and portfolio management processes Partnering with investment teams and the business to confirm that risks are fully understood, consistent with client objectives, and appropriately mitigated Explaining complex ideas in simple but impactful terms in order to influence portfolio construction decisions Applying quantitative techniques to real-world problems including analyzing portfolio risk taking and understanding financial markets Reviewing asset investment memos to ensure that the risks of potential investments are fully communicated and understood by the investment committee and articulated properly in investment committee memos Helping portfolio managers develop and apply proprietary techniques for asset allocation and portfolio construction, effectively communicating with portfolio managers to ensure the risks are fully understood and are consistent with client objectives Evaluating incremental risk contributions of proposed investments to client accounts and ensuring that portfolio risk profile is consistent with our client’s objectives and risk constraints Measuring a portfolio’s ability to withstand market and economic stress by conducting scenario analysis and stress tests to shock valuations. Monitoring of investment strategies and performance and developing reporting appropriate to the nature, scale and complexity of the portfolios Providing risk oversight in the implementation of the financial management framework in the areas of credit, liquidity and market risk