Senior Risk Analyst II
The Maryland State Retirement Agency is the administrator of the Maryland State Retirement and Pension System. The System is a multi-employer, public employees’ benefit retirement system composed of twelve (12) separate retirement and pension systems with additional plan components, covering approximately 245,000 active members and more than 160,000 retires and beneficiaries.
The Agency is seeking a committed professional to serve as Senior Risk Analyst on the Risk team within the Investment Division. The Senior Risk Analyst will report to the Senior Risk Manager, and will be an active member of the Investment Division. This individual will work collaboratively with the Senior Risk Manager to support the overall investment program. The Agency’s Investment team is both results driven and creative problem solvers who work together to manage a global multi-asset portfolio and to provide a secure base of assets to pay the current and future benefits for the System's retirees and beneficiaries. The Investment Division is committed to providing a comprehensive work environment that will provide investment team members a complete understanding of the institutional investment process and promoting a diverse and inclusive workplace that embraces both analytical and creative thinkers.
The risk team is responsible for measuring and monitoring investment risk for the total System portfolio. The team contributes to various facets of the System’s investment process including strategic asset allocation, tactical asset allocation, portfolio construction, and performance attribution. While primarily focused on supporting the investment initiatives of the Chief Investment Officer from a total plan perspective, the risk team also provides specific asset class risk assessments to the various asset class teams. The risk team collaborates with members of the investment team to generate important content to be used in reports to the Board of Trustees and other stakeholders.
This position serves at the pleasure of the Appointing Authority.