Senior Multi-Asset Investment Risk Manager – Model Portfolios

Vanguard•Malvern, PA

3d•Hybrid

About The Position

Global Risk and Security (GR&S) at Vanguard enables business strategy, protects client and Vanguard interests (e.g., assets and data), and stewards a strong risk culture. Our teams leverage enterprise-wide insights, deep expertise, and trusted advice so that across Vanguard leaders and crew drive faster, stronger, risk-informed decisions. Within GR&S, the Enterprise Security and Fraud (ES&F) sub-division is responsible for the global protection of Vanguard crew, property, data, and client assets. We are the trusted advisors that protect the pride of Vanguard with state-of-the-art security and fraud capabilities. We are a world-class destination of highly engaged, passionate, and diverse talent expected to continuously learn and develop in an ever-changing security landscape. Our crew are our greatest resource – by joining our team you will build collaborative long-term relationships and enjoy a suite of benefits that includes comprehensive health and wellness care, work-life balance, and an investment in your future at its core. About Vanguard At Vanguard, we don't just have a mission—we're on a mission. To work for the long-term financial wellbeing of our clients. To lead through product and services that transform our clients' lives. To learn and develop our skills as individuals and as a team. From Malvern to Melbourne, our mission drives us forward and inspires us to be our best. How We Work Vanguard has implemented a hybrid working model for the majority of our crew members, designed to capture the benefits of enhanced flexibility while enabling in-person learning, collaboration, and connection. We believe our mission-driven and highly collaborative culture is a critical enabler to support long-term client outcomes and enrich the employee experience. Vanguard, one of the world's largest investment management companies, serves individual investors, institutions, employer-sponsored retirement plans, and financial professionals. We have a diverse and talented crew with a culture that promotes teamwork, along with an unwavering focus on serving our clients' best interests. This website uses "cookies" to distinguish you from other users. A cookie is a small file of letters and numbers placed on your computer or device. This helps us to provide you with a good experience when you browse our website and also allows us to improve our site and services. The cookies are stored locally on your computer or mobile device. To accept cookies you can continue browsing as normal. Or you can go to our Privacy Policy to read more information and learn how to change your preferences.

Requirements

Minimum of eight years related work experience.
Undergraduate degree or equivalent combination of training and experience.

Nice To Haves

Graduate degree preferred.
Professional certification (CFA, FRM) preferred.

Responsibilities

Develops and implements an effective and efficient risk management infrastructure to manage, measure, monitor, and report aggregate multi-asset model portfolio investment risk exposures. Provides thought leadership to improve the investment process and publishes value added research and insights.
Develops and implements best practices for multi-asset model portfolio investment and business activities to control various risks. Provides guidance on investment risk management policies and procedures, limits, and guidelines. Uses a variety of analytical resources to develop and enhance existing risk-return analysis, including performance attribution, multifactor risk models, scenario analysis, and stress testing.
Uses expertise and judgement to manage a broad range of potential investment risks for both existing multi-asset model portfolio and new model portfolio assessments. Develops clear, actionable insights to influence the investment management process and enhance risk-adjusted returns. Presents thorough, clear, and insightful analysis to senior leaders, portfolio managers, and traders.
Develops and implements increasingly complex processes, tools, and techniques to evaluate and validate equity and/or fixed income multi-asset investment models and advance risk management capabilities.
Maintains deep understanding of financial markets, quantitative drivers, and general investment themes in order to bring an informed perspective to the risk management processes. Develops a deep understanding of Vanguard's model portfolio investment management functional areas. Keeps abreast of current issues in business operations and incorporates changing business needs into risk analysis.
Represents the investment management group at internal and external meetings and conferences.
Participates in special projects and performs other duties as assigned.