Senior Analyst, Investment Risk Management, Quantitative Equity Group
The Investment Risk Management Group (IRMG) is responsible for providing independent oversight of the firm’s internally-managed assets. The group identifies portfolio & market risks, quantifies our portfolios’ exposures to these risks, & communicates this information effectively to the portfolio management team and senior management. The IRMG also performs ad-hoc research and develops risk-related analytics to enhance the business’ understanding of risk & how to manage it through risk-aware portfolio construction. QEG (Quantitative Equity Group) manages approximately $29 billion of Vanguard’s active equity & alternative products across a variety of strategies, including long-only, long-short, smart beta, & alternatives.
What we’re looking for:
We’re looking for a self-directed candidate with excellent quantitative and communication skills, a passion for markets, buy-side risk management experience, and the ability to thrive in a dynamic environment. Solid working knowledge of equity risk models is a requirement for this position. Ability to contribute to the development of robust risk management framework & analytics. The role provides the successful candidate with opportunities to develop & quickly assume more responsibility within a rapidly changing & growing department.
- Identify, quantify & communicate portfolios’ key risks to the portfolio management team & senior leaders.
- Assume key role in risk management discussions with portfolio management team.
- Play key role in the development, implementation, & interpretation of risk & performance attribution analytics based on equity risk models.
- Develop & support implementation of risk-related analytics to aid the PM team’s understanding of portfolio risks & construction.
- Contribute to development of a robust risk management framework specific to the firm’s products & clients.
- Conduct ad-hoc analysis to support QEG’s understanding of portfolio & market risks.
- Support & contribute to development of risk analytics & reporting to meet firm’s regulatory requirements.
- Provide insights around drivers of risk & return in global equity markets.
- Minimum 5 years’ experience in an equity analytics, quantitative, or investment risk management role.
- Excellent quantitative skills, with education in quantitative discipline preferred.
- Excellent communication & relationship management skills.
- Solid knowledge of & / or experience working with equity markets.
- Advanced proficiency with equity risk models, especially risk & performance attribution.
- Intellectually curious, self-directed, & possesses strong work ethic.
- Ability to lead development & implementation of new analytics; demonstrated time/project mgmt. skills.
- Familiarity with risk management theory.
- Programming: R, Matlab, SQL, VBA, or related programming languages highly desirable.
- Familiarity or experience with Alternatives risk management or analytics a plus.
- Advanced degree in quantitative discipline preferred. FRM or other risk-related designation a plus.
Vanguard is not offering visa sponsorship for this position.
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