An investment management firm in Washington, DC is seeking a Multi-Asset Portfolio Risk Manager to join the Investment risk team.Responsibilities:Join a team that will assess and analyze risk and performance across the firm's full range of multi-asset investments including equity, fixed income, and alternative assets [derivatives and convertibles included].Use Multi-Factor Models to identify and measure investment risk across multi-asset portfoliosProvide insights into the risk exposures, risk concentration and tail risk using MSCI Barra risk applicationsPerform in depth analysis to better understand portfolio performanceWork directly with Multi-Asset Portfolio Managers to provide risk analysis that will improve portfolio constructionWork with IT to develop real time risk dashboards that can be used by PM's and senior managementMonitor, analyze and communicate daily changes in the risk profile of the firm's portfoliosProvide accurate and timely risk information to both internal managers and external clientsRequirements:Candidates will have an advanced quantitative degree (P.hD. preferred)5+ years of relevant multi-asset risk management experience with a long only asset managerDeep knowledge of multi-factor risk modelsExperience with vendor systems, [MSCI Risk Manager, Barra One]Programming skills, [Matlab, Python, R, Shiny]Proven quantitative experience assessing multi-asset investment riskSuperior communication skills required to work directly with PM'sAbility to work in a time-sensitive trading room environmentKeywords: Quantitative Risk Manager, Multi-Asset, Multi-Factor Models, MSCI, Barra, Risk Monitoring, Tail Risk, Quantitative Research, Risk Exposure, Risk ConcentrationT