Job Description:

• Supports the Chief Risk Officer and the Chief Investment Officer in developing and executing the risk management processes, modeling analytics and risk reporting for $10 billion of the Universityâ™s investment assets.
• Conducts detailed investment performance and risk analysis.
• Continually improves complex risk and liquidity models in a database environment with VBA and other languages.
• Meets and evaluates investment managers, develops business judgment to lead to better support investment decision making in the office, and provides written meeting summaries for CRS system.
• Develops research ideas and conducts ad hoc investment research studies.
• Independently creates board-level risk reports and presentations.
• Develops new solutions to a variety of investment business problems.
• Uses market knowledge and in-depth quantitative research to inform the investment decision-making process.
• Undertakes special projects as requested by the CRO, operating as an independent business project lead.
• Works closely with the Investment Operations, Strategy, and asset class teams to improve investment data process and analytics.
• 'Issue-spots' interesting investment developments by staying on top of key industry analyst reports.
• Participates in and attends industry conferences/events to stay current with industry developments.
• Depending on experience, may also eventually co-manage the $200 million strategic protection portfolio with the Risk Manager.
• Interacts with multiple constituencies across the University as well as external partners and audiences. Represents the University at meetings with managers, peers, and at industry events.
• Prepares exhibits for use in presentations to the management team and Investment Committee.
• Supports many facets of the investment process, including the selection and monitoring of external investment specialists across asset classes.
• While the focus will be a on primary asset class, the job will also process information on CRSP indexes, alternative investments, long-term equity, joint venture investments, or administer loans and tracking the performance of them.
• Performs other related work as needed.

Preferred Qualifications

Education:

• MS or MBA.
• Progress toward either FRM, CIPM or CFA.

Experience:

• Minimum 4 years of professional experience.
• Building complex quantitative models.
• Direct financial markets and products experience, with fluency across all relevant asset classes, including public and private equities, fixed income, hedge funds, real assets, and derivatives.

Technical Skills or Knowledge:

• Proficient in Excel and Powerpoint.
• Proficient with software programs such as Bloomberg.
• Substantial work experience in a database environment and/or using math/statistics programming languages is strongly preferred.
• Some experience using math/statistics packages (such as MATLAB, R) to create solutions to business or scientific problems; experience with visualization software (such as Tableau).
• Direct work experience with investment performance analytics.
• Previous work experience in risk management or asset management analytical functions.
• Substantial experience in Microsoft Excel and PowerPoint, including experience with analysis and solution-building using VBA programming.
• Experience with any object-oriented programming language a plus (Java, C+, C#).
• Understanding of risk management, and related methodologies and metrics, with the ability to make qualitative risk assessments.
• Understanding of and experience with derivatives.

Preferred Competencies

• Superb skills in quantitative analysis and effectively synthesizing the results of analysis.
• Outstanding creativity, intelligence and problem-solving ability.
• Strong skills in modeling.
• Strong oral and written communication skills, organizational skills, and presentation skills.
• Excellent technical skills in portfolio techniques and risk management.
• Demonstrated ability to push complex projects through to completion, both independently and in a team setting.
• Demonstrated aptitude and desire to be part of a collaborative, problem-solving investment team.

Working Conditions

• Office setting.
• Remote work schedule.

Application Documents

• Resume/CV (required)
• Cover Letter (required)

The University of Chicago is an Affirmative Action/Equal Opportunity/Disabled/Veterans Employer and does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity, national or ethnic origin, age, status as an individual with a disability, protected veteran status, genetic information, or other protected classes under the law. For additional information please see the University's Notice of Nondiscrimination.

Staff Job seekers in need of a reasonable accommodation to complete the application process should call 773-702-5800 or submit a request via the Applicant Inquiry Form.

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