Investment Risk Manager

  • Negotiable plus bonus
  • Madison, WI, USA
  • Permanent, Full time
  • American Family Insurance
  • 14 Nov 17 2017-11-14

This position requires a strong working knowledge of investment risk and understanding of performance measurement across a wide array of asset types and products such as bonds, stocks, derivatives, private markets, including commercial mortgage loans, private equity, real assets, and private debt. This position will oversee both risk and performance-related activities/reporting for American Family Insurance portfolio of investments. This position will work closely with the Chief Investment Officer, Portfolio Managers, and the corporate enterprise risk group to evaluate and report on risk in the American Family Insurance portfolio of investments.

~~Primary Accountabilities

Strategic

•Responsible for assessing investment risk needs at the portfolio and strategy level for newly proposed security instruments including but not limited to; credit derivatives, commodities, real assets, private investments, and alternative investments.
•Review and analyze existing investment risk policies and procedures and recommend/develop new policies and procedures as required.
•Communicate and work with investment management and compliance on educating them on investment risk results and provide oversight in ensuring that risk limits are monitored and escalation processes exist.
•Provide thought leadership on industry best practices as it relates to risk analysis and reporting.
•Development of portfolio risk budgets and investment guidelines.
•Build risk management as resource into portfolio management and asset allocation decisions / strategies.


Operational

•Manages Investment Risk processing by producing risk reports and handling exceptions and performing risk analysis.
•Oversee Aladdin Green Package risk and performance attribution system, working with BlackRock Solutions on enhancements, issues, and American Family Investments requests.
•Calibrate risk measures within context of market developments.
•Provide ad hoc support to investment managers and internal clients on investment risk requests.
•Oversee investment performance reporting and analysis, including day-to-day oversight and mentoring of performance analysts.


Strategies Linked to the Division's Business Goals/Results

•Establishes, communicates, and implements departmental plans, objectives, and strategies.
•Participates as a member of the Management Team.
•Maintains an active awareness of American Family's business environments, corporate culture, and structure to support key decision-making.

Management/Leadership for Department or Unit

•Manages direct reports, systems, and projects to achieve department/unit goals in accordance with Company policies and practices.
•Prepares and analyzes department/unit plans and reports.
•Provides leadership by exhibiting influence and expertise, thus affecting the results of the operating area.
•Creates an effective work environment by developing a common vision, setting clear objectives, expecting teamwork, recognizing outstanding performance, and maintaining open communications.
•Develops staff through coaching, providing performance feedback, providing effective performance assessments, and establishing performance & development plans.