Australia Head of Investment Risk, Director

  • Base plus discretionary bonus
  • Sydney, New South Wales, Australien
  • Festanstellung, Vollzeit
  • BlackRock
  • 16 Nov 17 2017-11-16

Risk & Quantitative Analysis (RQA) group performs the risk management activities and quantitative analysis functions at BlackRock. RQA’s principal responsibility is to ensure that the risks in the portfolios managed by BlackRock are fully understood by our portfolio managers and consistent with our client’s objectives;

Risk & Quantitative Analysis (RQA) group performs the risk management activities and quantitative analysis functions at BlackRock. RQA’s principal responsibility is to ensure that the risks in the portfolios managed by BlackRock are fully understood by our portfolio managers and consistent with our client’s objectives; and to know the risks by thoroughly understanding the investments and providing the best analytics and tools. The group helps portfolio managers apply proprietary techniques for portfolio construction. RQA also partners with BlackRock Solutions to create “state-of-the-practice” risk analytics that are practical to use. As well as investment risk, RQA assists BlackRock in identifying and managing operational, regulatory and counterparty risk throughout the firm. RQA team members will be charged with solving real world problems in the investment management process working under the direction of senior risk managers.
 
Job Purpose/Background:
We are looking for a candidate with very solid quantitative and communication skills to join RQA’s Investment Risk Management team to manage Investment risk covering Equity, Fixed Income and Multi-Asset in Australia. Responsibilities include but are not limited to taking a lead role in facilitating discussions with portfolio managers on all aspects of the portfolio construction process, working with portfolio managers and others in RQA to understand different risks in the market and exposures to them, leading research projects and presenting analyses to the Australia portfolio management teams. RQA is also responsible for risk oversight and helping the firm manage risk by ensuring that senior management is apprised of risks across the Equity, Fixed Income and Multi-Asset book of business.
The purpose of this role is also to ensure that all locally managed Australia portfolios, both retail and institutional funds, are adequately managed, to assist portfolio managers in improving the portfolio construction process and to help them navigate the risks in the market environment.
 
Key Responsibilities:
The principal responsibilities of the Investment Risk Manager:


  • Working with senior risk managers to help ensure that the risks are fully understood by portfolio managers and are consistent with our clients’ objectives


  • Taking an active role and being accountable for identifying, measuring and communicating to senior management the market and non-market risks that BlackRock and our clients are exposed to


  • Helping portfolio managers develop their ability to construct risk-aware portfolios


  • Supporting the creation, production and delivery of analytics pertaining to risk management


  • Partnering with BlackRock Solutions to deliver state-of-the-practice risk analytics and risk models to BlackRock through the Aladdin platform


  • Helping define the analytical and risk management needs for adequately monitoring risks


  • Performing quantitative analysis across fixed income and equity asset classes to help advance the investment process


  • Working with other RQA team members on a global basis to conduct quantitative research on global investment markets


  • Provide investment risk management support for Australia governance committee and Board


  • Partnering with internal stakeholders to ensure that relevant guidelines and regulations from ASIC & APRA are implemented in a timely and comprehensive manner


  • Attending client meetings as the key Investment Risk representative in Australia
     
     
    Key Skills & Experience:


  • Minimum 7 years’ experience working in Risk Management or Quantitative finance role


  • Working knowledge of financial markets, with familiarity in equities, fixed income, FX and commodities


  • Advanced degree in a quantitative discipline is strongly preferred


  • Chartered Financial Analyst (CFA), FRM, PRMIA, or GARP designation is a plus


  • Programming (Matlab, S-Plus, SAS, Excel VBA, R) and database (SQL) skills are highly desirable


  • Excellent verbal and written communication and presentation skills


  • Excellent quantitative and analytical skills


  • Highly organized and able to adhere to tight deadlines


  • Comfortable working under pressure


  • Ability to work effectively in a collaborative environment


  • Experience managing a specialized quant team a plus