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The CRO is the senior executive responsible for leading and executing a robust investment risk framework. This includes identifying, quantifying, and managing risks tied to investment portfolios—market, credit, liquidity, concentration, model, geopolitical, and operational. The CRO ensures that all risk measures support the firm’s strategic goals and comply with regulations, delivering resilience and value.
Key Responsibilities
* Design and maintain an enterprise investment risk management framework aligned with firm's objectives and risk appetite.
* Implement metrics, limits, and controls for market, credit, liquidity, and concentration risk across asset classes.
* Oversee advanced risk analytics: VAR, stress testing, scenario and reverse stress testing, factor analysis, tail risk, and drawdown metrics.
* Ensure back‑testing and validation of risk models and models governance.
* Regularly monitor portfolios to flag exposures, breaches, and adverse concentrations.
* Prepare insightful reports for C-suite, Investment Committees, and Board Risk Committees—highlighting trends, early signals, and actions.
* Design and execute stress tests (macro, extreme events) to assess resilience.
* Lead ad hoc scenario analysis on geopolitical and macro-financial shocks.
Governance & Risk Appetite
* Define and update risk appetite thresholds in collaboration with executive leadership and the Board.
* Enforce risk limits and escalate breaches; ensure Group-wide enforcement and exceptions governance.
* Maintain oversight of model risk: validation, documentation, approval, and periodic review.
* Support teams implementing quantitative tools and enhance risk infrastructure.
* Partner with CIO, portfolio managers, quantitative teams, compliance, finance, operations, and IT.
* Provide consultative risk insights to investment decisions to optimize risk-adjusted returns.
Regulatory Compliance & Emerging Risks
* Ensure alignment with regulations (Basel, SEC, MiFID II), standards, and best practices.
* Identify emerging risks—cyber, ESG/climate, geopolitical—and incorporate them into risk processes.
Leadership & Culture
* Build and lead a high-performing investment risk team: analysts, quants, modelers.
* Champion a proactive risk-aware culture and enhance risk processes.
Qualifications
Education & Certifications:
* Professional designations: CFA, FRM, CIIA, or equivalent.
Experience:
* At least 15+ years covering portfolio risk, trading desk oversight, or investment analysis in asset management, hedge funds, or similar.
* Proven experience in VAR, stress testing, portfolio analytics, and model governance.
Technical Skills:
* Mastery of risk systems (Barra, Axioma), programming (Python, R, SQL), and data analytics.
Soft Skills:
* Strategic thinker with strong influence at the C-level and Board.
* Excellent communicator—able to translate complex risk analytics into business decisions.
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