The related functions of risk measurement and portfolio oversight are the responsibility of our Investment Risk Manager. Reporting directly to the Chief Operating Officer, our Investment Risk Manager operates entirely independently of the fund management personnel, closely monitoring all aspects of investment risk.
Each day, our Investment Risk Manager collates data from prime brokers, administrators, auditors, custodians and compliance consultants to build a comprehensive picture of risk across the full range of investment portfolios. A proprietary Risk Oversight Systems (ROS) tracks daily movements in leverage, directional exposure, position concentration, derivative exposure, volatility and VaR for all underlying funds as well as for aggregate funds.
In addition to providing unprecedented levels of transparency, the ROS performs the additional role of mandate verification. For each investment held by the aggregate funds, the pre-specified mandate limits are loaded and continuously monitored for breach. Should a matter of concern arise, the Chief Operating Officer is immediately notified by the Investment Risk Manager. The former has the discretion to directly intervene or remedy any mandate breach.
For further information please contact Investment Risk Manager – Justin James on firstname.lastname@example.org