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 heads the Office of Investment Management (OIM), which manages approximately $90+ 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, and timber. OIM’s staff are all based in New York but come from over 40 countries. For more information, please visit OIM's website at https://oim.unjspf.org/. This position is located in the Risk and Compliance Section. The incumbent reports to the Head of the Investment and Performance Risk.

Within delegated authority, the Associate Risk Officer will be responsible for the following duties: • Participates in the development, implementation and evaluation of assigned programmes/projects/reports, etc.; monitors and analyzes specific aspects of programme/project development and implementation; runs and reviews relevant and reports; identifies problems and issues to be addressed and recommends corrective actions; liaises with relevant parties; identifies and tracks follow-up actions. • Produce investment performance reports on a regular basis for internal and external stakeholders and seek opportunities to enhance efficiency of the performance reporting process through standardization and automation. • Conduct attribution analysis to identify performance drivers and assess the performance of different portfolios against their respective benchmarks. • Collaborate in the evaluation of the potential impact of new SAAs, new accounts, and new instruments to investment hierarchy and performance reporting and implement changes in the working files when necessary. • Support in managing interactions with different data providers (Master Record Keeper, indexes providers, performance and risk management system) • Carries out research on selected aspects of programmes, operations and other activities, etc., to include collecting, cleaning, treating, rationalizing, analyzing, interpreting and presenting various portfolio, financial, market and statistical data coming from diverse sources. • Assists in policy development, including updating policy and procedure related to investment performance activity to ensure internal consistency with the current state. • Collaborates in the GIPS verification process. • Participates in survey initiatives; assists with design of data collection tools; issues data collection tools, reviews, analyzes and interprets responses, identifies problems/issues and prepares preliminary conclusions. Participates in the implementation of any Risk and Performance software. • Contributes to the preparation of various written outputs, e.g., draft background papers, analytical notes, sections of reports and studies, inputs to publications, etc. This includes the preparation, automation, verification of regular performance measurement and risk-related reports for various internal and external stakeholders as well as for controlling and regulatory entity bodies. • Provides administrative and substantive support to consultative and other meetings, conferences, etc., to include proposing agenda topics, identifying and proposed participants, preparation of background and presentations, handling logistics, etc. • Undertakes outreach activities; participates in the development of training workshops, seminars, etc.; participates in and makes presentations on assigned topics/activities. • Contributes to the collection and analysis of data as well as identification of trends or patterns and provides draft insights through graphs, charts, tables and reports using data visualization methods for data-driven planning, decision-making, presentation and reporting • Performs other duties as required.