Investment Risk Lead

Madison, Wisconsin
Jul 21, 2017
Aug 20, 2017
Industry Sector
Employment Type
Full Time

The position requires a strong working knowledge of investment risk and understanding of performance measurement across a wide array of asset types and products such as bonds, stocks, derivatives, and private markets, including commercial mortgage loans, private equity, real assets, and private debt. This position will oversee both the risk and performance-related activities/reporting for American Family Insurance portfolio of investments. This position will work closely with the Chief Investment Officer, Portfolio Managers, and the corporate enterprise risk group to evaluate and report on risk in the American Family Insurance portfolio of investments. This position also requires interaction with other investment division asset class departments and other divisions including Enterprise Risk Management.

• Prefer candidates with investment risk experience.

• Offer to selected candidate will be made contingent on the results of applicable background checks.
• Offer to selected candidate is contingent on signing a non-disclosure agreement for proprietary information, trade secrets, and inventions.
• Based on candidate qualifications we are open to hiring at all levels.
• Relocation assistance is available.  

Primary Accountabilities

Strategic (50%)

  • Responsible for assessing investment risk needs at the portfolio and strategy level for newly proposed security instruments including but not limited to; credit derivatives, commodities, real assets, private investments, and alternative investments.
  • Review and analyze existing investment risk policies and procedures and recommend/develop new policies and procedures as required.
  • Communicate and work with investment management and compliance on educating them on investment risk results and provide oversight in ensuring that risk limits are monitored and escalation processes exist.
  • Provide thought leadership on industry best practices as it relates to risk analysis and reporting.
  • Development of portfolio risk budgets and investment guidelines.
  • Build risk management as resource into portfolio management and asset allocation decisions / strategies.

Operational (50%)

  • Manages Investment Risk processing by producing risk reports and handling exceptions and performing risk analysis.
  • Oversee Aladdin Green Package risk and performance attribution system, working with BlackRock Solutions on enhancements, issues, and American Family Investments requests.
  • Calibrate risk measures within context of market developments.
  • Provide ad hoc support to investment managers and internal clients on investment risk requests.
  • Oversee investment performance reporting and analysis, including day-to-day oversight and mentoring of performance analysts.