Investment Risk Manager

Job description

The Team The Equity Investment Risk team within the Investment Management and Finance Risk (IMFR) department at Vanguard is responsible for providing independent investment risk oversight of the firm’s internally managed funds. IMFR is organizationally positioned within the second line of defense, though co-located on the trade floor with our Portfolio Managers and integral to the first line. The team identifies portfolio and market risks, quantifies our portfolio’s exposures to these risks, and communicates this information effectively to the portfolio management team and senior management. The team also performs ad-hoc research and develops risk analytics to enhance the business’s understanding of the risk and how to manage it through risk-aware portfolio construction. In this role you will: Provide investment risk management oversight across Vanguards’ UCITS line-up of equity funds and ETFs through detailed analysis, surveillance and engagement with our Portfolio Management and Trading team. This role will also support Vanguard’s suite of LifeStrategy and Target Retirement multi-asset funds. We’re looking for a self-directed candidate with excellent quantitative (applied statist...