Investmt Risk Mgr, Nat Res

  • Competitive
  • Charlotte, NC, USA
  • Permanent, Full time
  • Nuveen Investments
  • 22 Nov 17 2017-11-22

Investmt Risk Mgr, Nat Res

Lead Investment Risk Management activities covering Nuveen's Natural Resource area (NNR).

  • Lead the proactive identification, measurement, assessment, monitoring and management of investment risk within Nuveen Natural Resources (Farmland, Timberland, Ag Value Add).
  • Design and implement Investment Risk governance activities, roles and responsibilities within NNR in accordance with industry-recognized three-lines-of-defense philosophy.
  • Actively participate in Asset Management's investment process, with a risk perspective, including strategy formulation, product design, portfolio construction, active monitoring and disposition.
  • Oversee and advise on the development of risk models, guideline frameworks, risk reporting and value-added services such as benchmark research, product and portfolio construction, market analysis, etc...
  • Develop and produce various risk and performance attribution reports on investment mandates.
  • Responsible for designing and maintaining internal investment risk policies, and developing portfolio guidelines and disclosure language for complex investment strategies.
  • Present Investment Risk Management activities to various internal committees, clients and regulators.
  • Assist in the development of new data systems, quantitative methods and reporting of various asset classes.
  • Ensure the capture of appropriate risk-related data to support the measurement and management of risk.
  • Manage investment risk process, data and systems as well as development and production of var8ious reports.
  • Responsible person for NNR Investment Risk and SME for covered asset classes with interaction with all functions within Nuveen, Affiliated and 3rd party clients, and regulators.
  • BA/BS Required
  • Masters Preferred
  • Portfolio Management Valuations, asset classes , Underwriting Research, Risk Management experience
  • Experience working with trading desks
  • Detailed knowledge of performance measures (IRR, TWR, PME, etc... ), attribution analysis as well as various investment risk measures, (VAR, CVAR, TE, PD, LGD, EL, etc... ).
  • Detailed knowledge of covered asset classes (Farmland, Timberland, Ag Value Add).
  • CFA,FRM required
  • Strong Excel. Modeling and database skills.
  • Detailed knowledge of the various asset classes and the investment process.