Chief Risk Officer, Investments

Arootah (Client); United States; Remote; USD 230,000 - 420,000; Full time

Job summary

Arootah is seeking a Chief Risk Officer to lead risk management for hedge fund and family office clients. You will guide investment and portfolio risk, develop actionable monthly plans, and implement robust risk controls.

Your role involves advanced quantitative analysis, VaR, stress testing, and generating senior-management risk reports. Ideal candidates have extensive CRO experience in investment management, strong programming skills in R/Python/MATLAB or C#, and proficiency with

Qualifications

• BS/BA degree in a quantitative discipline (Finance, Mathematics, Engineering, Computer Science, etc.).
• 8+ years as a Chief Risk Officer at a hedge fund, family office, or investment management firm.
• 3-5 years in risk management, trading, portfolio management, or data science.
• Proficiency with risk analysis applications such as MSCI BarraOne, BlackRock Aladdin, or FactSet.
• Strong quantitative/statistical knowledge and ability to work with SQL or Access.
• Programming skills in R, MATLAB, Python, VBA, or C#.
• Deep knowledge of market risk methodologies including VaR, stress, and sensitivity analysis.

Responsibilities

• Advise Hedge Fund and Family Office clients on investment and portfolio risk.
• Develop monthly action plans and translate goals into steps.
• Implement risk management policies, procedures, and controls.
• Analyze portfolio risk with quantitative models and stress tests.
• Prepare market, credit, liquidity risk reports (VaR, stress loss).
• Monitor exposures, limits usage, and P&L from market moves.
• Create optimization models to guide allocation decisions.
• Generate periodic risk reports for senior management.

Skills

Risk management

Quantitative analysis

VaR & stress testing

SQL

Access

R / Python / MATLAB

Programming in C# / VBA

Project management

Education

BS/BA in a quantitative discipline

Tools

MSCI BarraOne

BlackRock Aladdin

FactSet

Job description

Responsibilities

• Provide expert advice and guidance to Hedge Fund and Family Office clients regarding investment and portfolio management risk
• Develop realistic monthly action plans and break goals into actionable steps
• Implement policies, procedures, and control measures for risk management
• Analyze portfolio and investment risk using quantitative models and stress tests across various asset classes
• Perform market and credit risk reporting, including VaR, stress loss, and liquidity risk
• Monitor exposures, utilization against limits, and P&L arising from market moves
• Create and run optimization models to guide Portfolio Managers in allocation decisions
• Design and generate periodic risk reports for senior management and stakeholders
• Measure, monitor, and independently assess risks in investment activities and elevate concerns
• Help develop ESG metrics monitoring

Requirements

• BS/BA degree in a quantitative discipline (Finance, Mathematics, Engineering, Computer Science, etc.)
• 8+ years of experience as a Chief Risk Officer at a hedge fund, family office, or investment management firm
• 3-5 years of additional experience in risk management, trading, portfolio management, or data science
• Proficiency with risk analysis applications such as MSCI BarraOne, Blackrock Aladdin, or FactSet
• Strong quantitative/statistical knowledge and ability to work with SQL or Access
• Proven programming skills in R, MATLAB, Python, VBA, or C#
• Deep knowledge of market risk methodologies including VaR, stress, and sensitivity analysis
• Ability to manage multiple projects simultaneously

Preferred Qualifications

• Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM) designation
• MBA or other relevant graduate degrees in a quantitative discipline

About the Company

Arootah is a talent solutions firm purpose-built for the alternative investment industry, providing services across Talent Acquisition, Fractional Leadership, Talent Development, Retention & Compensation, and Transition.