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Pacific Investment Management Company LLC (PIMCO) seeks a VP, Portfolio Risk Manager for its New York, NY location. Job ID 16880.
Duties : In accordance with PIMCO's strict internal guidelines, review portfolio composition and concentrations, and manage associated risk by analyzing and identifying risk issues in the form of market risk (including counterparty risk) and initiating change where necessary through dialogue with other portfolio managers. Review and improve upon the current risk reporting with feedback from other members of the risk team and portfolio managers. Evaluate systems and business practices with special focus on the 'alternatives' complex. Build reports necessary for the proper performance of the risk function, including reporting of first or second order risk and modeling of the scenario analysis to identify tail risk in the portfolio. Recognize general risks and impediments to performance of the portfolios in addition to analyzing and improving the processes for tracking, predicting, and explaining alpha in the portfolios. Develop analysis/reporting tools in Excel, VBA and by accessing databases (SQL). Conduct reviews of historical and current performance and dispersion in the portfolios to identify market trends and perform detailed portfolio reviews, including reviews of trade types, layering, and analysis of line items. Support client facing account and product managers on risk-related questions and attend client meetings to present PIMCO's approach to risk management. Partner with the analytics department to provide the portfolio management team with analysis on risk factor exposures and portfolio construction. Collaborate closely and partner with the portfolio management team to understand risk and performance drivers in detail and highlight areas of concern proactively.
Requirements : Must have a Master's degree in Business Administration, Finance, Financial Engineering or related quantitative field, and three (3) years of experience in the position offered or a closely related position in the financial services sector. Three (3) years of experience must include applying global macroeconomics, financial analysis, and risk modeling to forecast and evaluate risk; evaluating liquidity, leverage and risks for derivatives products; and developing analysis/reporting tools in Excel and VBA. One (1) year of experience must involve utilizing SQL databases; and identifying, assessing, and evaluating portfolio risk using a range of quantitative tools and financial risk management techniques, including stress testing and calculating performance attribution, market risk, liquidity risk, counterparty risk, operational risk, and concentration risk. Background check and drug screening required prior to employment.
Pacific Investment Management Company LLC is an EEO/AA Employer. This position is eligible for incentives pursuant to Pacific Investment Management Company LLC's Employee Referral Program.
We are an Equal Opportunity Employer and do not discriminate against any employee or applicant for employment because of race, color, sex, age, national origin, religion, sexual orientation, gender identity, status as a veteran, and basis of disability or any other federal, state or local protected class.