Apply for the Vacancy for Senior Risk Officer at the UN in the USA. The deadline for the application is 17th July 2020.

Department: United Nations Joint Staff Pension Fund – Office of Investment Management

This position is located in Risk and Compliance. The incumbent reports to the Deputy Director of Risk and Compliance.

Responsibilities

Within delegated authority, the Senior Risk Officer will be responsible for the following duties:

• Provide guidance on Asset-Liability management within a pension fund context and strategic asset allocation exercises.
  
• Provide significant inputs of market risk for for Global Equities and Global Fixed Income). Monitor and identify risk, prepare and interpret reports and formulate risk reduction and performance-enhancing options.
  
• Ensures integrity of the processes for operational/risk related due diligence and monitoring of external asset managers in public asset classes, with significant participation in the due diligence process.
  
• Prepare and finalize modelling and integration of risk statistics by conducting research on macroeconomic factors, risk metrics reports to provide quantitative inputs on various investment proposals and existing portfolio of investments.
  
• In addition to that, he/she will lead quantitative analysis on Fund’s assets for the effectiveness and use of indexed tools and derivatives instruments for hedging equity, currency, duration, interest rate, and other risks.
  
• Likewise, the incumbent will provide substantive inputs on market risk management and conduct independent risk calculations and so on…

Qualifications

Education

Advanced university degree (Master’s or equivalent) in Business Administration (MBA), Finance, Financial Engineering, Mathematics, Computer Science or related field is required. Additionally, a first-level university degree in combination with academic qualifications and experience may be accepted in lieu of the advanced degree. Also, a Chartered Financial Analyst (CFA), Financial Risk Manager (FRM) or equivalent professional certification is desirable.

Work Experience

A minimum of ten years of progressively responsible experience working in global multi-asset class investment institutions.
Additionally, a minimum of seven years of experience with portfolio risk analytics and global multi-asset class market risk management.
Also, experience in implementing advanced risk systems.
Likewise, experience in coding with Python or Octave or other programming language is desirable.
Furthermore, experience in market risk management (equities or fixed income) is desirable.

Languages

English and French are the working languages of the UN Secretariat. Additionally, for this position, fluency in English is required. Furthermore, knowledge of another UN official language is an advantage.

Assessment

Evaluation of qualified candidates may include an assessment exercise which may be followed by a competency-based interview.

Visit the official website for further details.

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