What are the responsibilities and job description for the VP of Risk @ Investment Management Group position at Coda Search│Staffing?
Coda Search is partnering with a leading investment management group with offices located in Midtown, NY. The firm is seeking a highly skilled Vice President of Risk Management to oversee valuation risk, portfolio analytics, stress testing, and the governance of risk models used across the investment lifecycle.
The VP of Risk Management will play a central role in evaluating portfolio risks, assessing valuation methodologies, developing and enhancing risk analytics, and managing firmwide model governance. This individual will work closely with investment teams, finance, operations, and senior leadership to ensure the firm’s risk practices align with best-in-class institutional standards.
This is a high-visibility, high-impact role designed for someone with deep analytical capabilities and experience in risk, valuations, or portfolio analytics within a sophisticated asset management environment.
Key Responsibilities
- Oversee valuation risk across MBS, RMBS, and CMBS products
- Identify and challenge key assumptions driving fair value measurements and portfolio marks.
- Partner with valuation committees, finance, and investment teams to review quarterly valuations and ensure transparency and accuracy.
- Develop and maintain portfolio risk analytics including exposures, concentrations, beta/volatility metrics, scenario sensitivity, and factor-based risk.
- Build dashboards and reporting tools to monitor risk across funds and portfolios in real time.
- Communicate risk trends, exceptions, and portfolio observations to CIO, PMs, and senior leadership.
- Deliver monthly/quarterly portfolio risk reporting for internal stakeholders, risk committees, and regulators.
- Lead the creation and execution of comprehensive stress testing frameworks at the asset, strategy, and enterprise levels.
- Oversee governance of quantitative, valuation, and credit models used across the firm.
Qualifications
- Bachelor’s degree required in Finance, Economics, Engineering, Math, or related field; MBA, CFA or FRM
- 7 years of experience within risk management, valuations, portfolio analytics, or quantitative research with a background in RMBS, MBS or CMBS products
- Hands-on experience with stress testing, scenario modeling, and portfolio risk systems
- Demonstrated experience in model risk governance, model development, validation, or oversight.
- Strong quantitative background with working knowledge of SQL, Python, R, or other analytics tools preferred.
Salary : $200,000 - $350,000
