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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 is, in turn, assisted in this function by the Office of Investment Management (OIM). OIM manages a $86+ 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 30 countries. For more information, please visit OIM's website at https://oim.unjspf.org/.

This position is located in the Risk and Compliance Team of OIM. The incumbent reports to the Chief, Risk and Compliance.

Responsabilidades de Trabalho

Under the overall supervision of the Chief, Risk and Compliance, the incumbent will perform the following duties:
1) Analysis of investment performance for all asset classes (fixed income, equities, private equity, real estate, infrastructure, timber, commodities, including co-investments and currencies).
2) Assisting with performance measurement issues on review tactical asset allocation and risk allocation.
3) Create, prepare and review performance related reports on a regular basis.
4) Contributing to Asset-Liability studies within a pension fund context and strategic asset allocation exercises regarding benchmark assessment and implementation.
5) Focal point for the Custodian on performance measurement issues.
6) Determine and maintain control processes and propose action plans to address any vulnerabilities or weaknesses of the performance function.
7) Review and implement new performance measurement methodologies in order for the Fund to meet industry standards and best practices.
8) Perform due diligence on the Master record keeper regarding performance issues.
9) Contribute to the implementation of risk and performance systems by writing the requirements related to performance measurement
10) Maintain performance manual updated and present new methodologies and results to the Risk Committee.
11) Participate in projects where performance measurement expertise is required.
12) Model and integrate risk and performance statistics by conducting research on macroeconomic factors, risk metrics reports to provide quantitative inputs on various investment proposals and existing portfolio Investments.
13) Conduct 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.
14) Functional owner of the Data management database and conduct independent performance calculations.
15) Develop and deliver assessment of portfolio performance of both internally and externally managed investments.
16) Represent the Fund at inter-agency meetings, seminars, etc; on substantive relative issues as instructed by the Chief Risk and Compliance Officer.
17) Participate in international, regional or national meetings and provide programmatic/substantive expertise on Portfolio Risk Analysis and Performance Attribution or holds programmatic/substantive and organizational discussions with representatives of other institutions.
18) Carries out other tasks as may be assigned by Chief Risk and Compliance Officer.

Qualificações

Competencies

• Professionalism: Knowledge and experience of investment performance measurement for all asset classes (fixed income, equities, private equity and real estate) and derivatives. Knowledge and understanding of theories, concepts and approaches relevant to performance measurement. Knowledge and experience with benchmark analysis. Ability conduct research to identify best practices and to identify issues, analyze and participate in the resolution of issues/problems. Ability to conduct data collection using various methods. Conceptual analytical and evaluative skills to conduct independent research and analysis, including familiarity with and experience in the use of various research sources, including electronic sources on the internet, intranet and other databases. Ability to apply judgment in the context of assignments given, plan own work and manage conflicting priorities. Shows pride in work and in achievements; demonstrates professional competence and mastery of subject matter; is conscientious and efficient in meeting commitments, observing deadlines and achieving results; is motivated by professional rather than personal concerns; shows persistence when faced with difficult problems or challenges; remains calm in stressful situations. Takes responsibility for incorporating gender perspectives and ensuring the equal participation of women and men in all areas of work.

• Accountability: Takes ownership of all responsibilities and honors commitments; Delivers outputs for which one has responsibility within prescribed time, cost and quality standards; Operates in compliance with organizational regulations and rules; Supports subordinates, provides oversight and takes responsibility for delegated assignments; Takes personal responsibility for his/her own shortcomings and those of the work unit, where applicable.

• Teamwork: Works collaboratively with colleagues to achieve organizational goals; solicits input by genuinely valuing others’ ideas and expertise; is willing to learn from others; places team agenda before personal agenda; supports and acts in accordance with final group decision, even when such decisions may not entirely reflect own position; shares credit for team accomplishments and accepts joint responsibility for team shortcomings.

Education

Advanced university degree (Master's or equivalent) in Business Administration (MBA), Finance, Economics, Mathematics, Physics or related field is required. A first level university degree in combination with two additional year of qualifying work experience and with academic qualifications and experience in performance measurement may be accepted in lieu of the advanced degree. CFA certification is desirable. CIPM certification is desirable.

Work Experience

• A minimum of seven years of progressively responsible experience working in investment management institutions is required.

• A minimum of seven years of direct experience with performance measurement is required.

• Experience with computer languages such as Python, R or Risk Management/Investment platforms such as Bloomberg, RiskMetrics or Burgiss is desirable.

• Experience with Custodian/Master Record Keeper is desirable.

Languages

English and French are the working languages of the UN Secretariat. For this position, fluency in English is required. Knowledge of another UN official language is desirable.

Contato

https://careers.un.org/lbw/jobdetail.aspx?id=168841&Lang=en-US