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Risk Officer (Total Portfolio Risk)

Job Opening
Job Opening ID: 249341
Job Network : Economic, Social and Development
Job Family : Programme Management
Category and Level : Professional and Higher Categories, P-3
Duty Station : NEW YORK
Department/Office : United Nations Joint Staff Pension Fund – Office of Investment Management
Date Posted : Dec 12, 2024
Deadline : Jan 25, 2025
Org. Setting and Reporting
The United Nations Secretary-General is responsible for the investment of the assets of the United Nations Joint Staff Pension Fund (UNJSPF). The Secretary-General has delegated this responsibility to the Representative of the Secretary-General for the investment of the assets of the UNJSPF (RSG). The RSG heads the Office of Investment Management (OIM), which manages a $95+ billion multi-asset class, global investment portfolio, about 85% of which is actively managed in-house. Asset classes under management comprise global equities, fixed income, foreign exchange, private equity, real estate, infrastructure, timber, and commodities. OIM’s staff are all based in New York but come from over 40 countries. For more information, please visit OIM's website at https://oim.unjspf.org/. The Risk Officer reports to a Team Lead. The Risk Officer will be responsible for quantitative risk analysis covering the Total portfolio. This position with cover assisting in the ongoing assessment and monitoring of fund sustainability risk via the Asset Liability and benchmark studies, help develop and monitor the total portfolio factor risk profile, and assist with quantitative risk analysis of the various investment strategies in support of risk budgeting. This position will also liaise with Investment Officers to communicate the risk's independent view of investment strategies risk profiles.