\\nABOUT THE ORGANISATION

My client is a philanthropic foundation which manages a diversified portfolio of investments across public, private, and real asset classes using a Total Portfolio approach, looking to produce superior risk-adjusted returns.

The organisation believes that positive returns and sustainability go hand in hand. So they invest in accordance with their responsible investment policy and look for companies and funds to take their environmental, social and governance responsibilities seriously.

The organisation has a collaborative and high performing team, and offers a place where you can thrive and excel. They are proud to contribute to the philanthropic mission of the organisation and they do so through generating high quality returns, in a mission-aligned manner.

By joining the team you will become part of this remarkable journey. You will work in a fun and highly dynamic environment and have the opportunity to collaborate with, and learn from expert colleagues. Part of your role will be contributing to the best outcomes for the charitable entities\\xe2\\x80\\x99 investment strategies and their portfolios - and enhancing its responsible investing activities, in support of the overall mission.

ABOUT THE ROLE

In this role you will contribute your skills and knowledge to the build out of the Investment Risk Management Function within the Investment Office. You will support the Head of Investment Risk in advising the Investment Committee and Investment Office on the level and composition of investment risk of the total portfolio versus a representation of liabilities.

The organsiation is looking for someone with a well-balanced and in depth understanding of global financial markets. Excellent knowledge in relation to risk budgeting and risk factor allocation, quantitative investment risk management discipline and risk models, (for example Bloomberg MARS, Axioma, MSCI Barra and Risk Manager), is essential for the role. To succeed in this role you will need to have an advanced knowledge of a wide range of asset classes and some coding skills.

The role offers the opportunity to work within a relatively small team of up to 30 people within the Investment Office and will additionally facilitate exposure across multiple asset classes. The successful candidate will work closely with internal investment and operations professionals.

KEY RESPONSIBILITIES

• Provide ex ante risk advise on portfolio construction, asset allocation, hedging and tilting decisions across public and private markets
• Advise on investment guidelines and set goals (KPI / KRI) for risk monitoring
• Proactively identify and monitor investment risks (market-, liquidity- and counterparty risk) versus guidelines and escalate where necessary
• Perform stress tests and scenario analyses to determine the robustness of investment implementation
• Build on-desk risk systems and models to aid day to day management and attribution of risk and performance
• Be a key contributor to the evaluation, selection and implementation of third party risk models (such as MSCI Barra, Risk Manager, Axioma, Bloomberg MARS)
• Lead the development of risk frameworks for market risk, liquidity risk and counterparty risk. Ensure the frameworks provide appropriate and calibrated risk statistics suitable for the investment approach
• Manage model risk and perform back testing
• Provide reporting design requirements to our reporting and data engineering specialists

REQUIRED QUALIFICATIONS

• 7-10 years of professional work experience in investment risk management or investment management role
• A strong academic background and pedigree with a master\\xe2\\x80\\x99s degree in quantitative finance, econometrics, mathematics, or natural sciences. Preferably supplemented with a designation such as FRM, CQF, CFA
• Preference given to those with strong programming abilities (in particular Python and SQL)
• A proactive, enthusiastic and hands-on approach
• Intellectual curiosity and a proactive nature
• The ability to work collaboratively in a high performing team
• Desire to be based in Zug and willingness to travel

KEY COMPETENCIES

• Proven analytical and problem-solving skills, with the ability to analyse and synthesize information to convey key points and communicate these in a concise manner
• Excellent organizational and self-management skills evidenced by an ability to take initiative and ownership of projects
• Ability to quickly grasp new concepts, sound judgement and work in a high-performing culture, under pressure and with time-sensitive deadlines
• Be an effective team player, demonstrate selflessness, have a willingness to collaborate with others and a strong personal drive for success
• Have great communication, interpersonal and relationship building skills

ADDITIONAL INFORMATION

• No direct reports
• To apply; please upload your CV
• Salary range: Remuneration level and employment conditions are competitive.
• Reference checks are part of the final hiring procedure

DIVERSITY, EQUITY AND INCLUSION

We stand for equal opportunities and are committed to recruiting and retaining a diverse team in an equitable and inclusive environment. We strongly encourage applications of people with lived experience, as well as from candidates coming from any minority or underrepresented groups.

Please note that all preselected applications will be forwarded to Accurity AG, our Swiss partner, and will be processed by Accurity according to Swiss law.\\n \\n \\n \\n \\n \\n

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