The Senior Equity Risk Manager is a pivotal member of T. Rowe Price’s Investment Risk team within the Enterprise Risk Group and reports directly to the Director of Equity Risk. This role oversees risk oversight for the equity investment division, delivers actionable risk insights to support investment decisions, and advances risk analytics and modeling tools for equity strategies.
The manager collaborates with investment and risk leadership, portfolio managers, and external stakeholders. Responsibilities include providing deep-dive risk analyses, stress testing, and tail‑risk analysis, while ensuring clear communication of complex risk concepts.
PRINCIPAL RESPONSIBILITIES
- Day-to-day Risk Management: Review and interpret equity risk analytics and dashboards; identify, measure, monitor, and communicate key portfolio risks; analyze tail risks and conduct stress tests based on hypothetical and historical scenarios; collaborate with equity investment staff to understand strategies and risk taking.
- Risk Reporting & Tool Development: Prototype and develop risk reporting and interactive tools, extending vendor platforms such as MSCI BarraOne and RiskManager; specify data requirements for dashboards, reports, and proprietary systems; research and develop new methodologies; partner with Technology associates to define requirements and support testing; present analytical results effectively to drive stakeholder adoption.
- Stakeholder Communication: Engage with a diverse range of stakeholders, including investment teams, client‑facing professionals, management, clients, consultants, and prospects; demonstrate technical expertise and up‑to‑date knowledge of investment strategies and markets; communicate complex topics clearly, both verbally and in writing; contribute to timely written responses for client, prospect, regulator, and internal requests.
- Ad-hoc Analysis & Projects: Perform quantitative analyses in response to requests from investment management, portfolio managers, and risk team members; collaborate with Investment Risk team members to ensure sound methodologies and best practices; reconcile results with other in‑house findings before sharing with investment teams.
QUALIFICATIONS
- Passion for risk management and demonstrated interest in financial markets through academic background, work experience, or outside activities.
- Bachelor’s degree in a quantitative or scientific field such as quantitative finance/economics, statistics, applied mathematics, operations research, engineering, computer science, or physics.
- Experience with quantitative risk evaluation methods such as volatility, tracking error, and Value-at-Risk.
- Equity and risk management experience in asset management.
- Programming skills in common languages and statistical analysis packages.
- Experience using industry‑standard risk modeling and performance attribution systems such as MSCI BarraOne and RiskManager.
- Strong data analysis, interpersonal, and communication skills.
- High standards of integrity, work quality, and organizational skills.
- Self‑starter with high motivation and collaborative spirit.
- Intellectual curiosity and commitment to continuous learning.
- Preferred: Over 5 years of direct experience in equity risk management at a buy‑side asset manager.
- Preferred: Master’s or PhD degree in a quantitative or scientific discipline.
- Preferred: Advanced programming skills (Python or R).
- Preferred: Completion or progress toward professional risk or finance accreditations such as CFA, FRM, and PRM.
- Preferred: Experience with a global asset manager and key personnel across multiple regions.
Work Flexibility: This is a hybrid role with one day a week available to work from home.
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