Head of Portfolio Construction & Risk

Mashreq
United Arab Emirates
Workplace: OnsiteFull timeFunction: Construction, Civil & Site EngineeringExperience: 10+ yearsEducation: mastersSkills: ["Analytical skills","Communication","Cross-functional collaboration"]

Lead portfolio construction and risk oversight across active, quantitative, passive, and outcome-based strategies. Own comprehensive portfolio risk frameworks, risk model selection and validation, and scalable risk reporting, monitoring, and escalation. Guide product development through backtesting and alignment to investment objectives, develop machine learning/AI tooling for portfolio design and risk assessment, and participate in the Investment Committee to embed disciplined risk methodologies firm-wide.

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FursaFursa
Mashreq
Mashreq
1 day ago

Head of Portfolio Construction & Risk

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Source: Company careers pageValidated by: Fursa AI
Last checked: 18 hours agoStatus: Live

Job Summary

Lead portfolio construction and risk oversight across active, quantitative, passive, and outcome-based strategies. Own comprehensive portfolio risk frameworks, risk model selection and validation, and scalable risk reporting, monitoring, and escalation. Guide product development through backtesting and alignment to investment objectives, develop machine learning/AI tooling for portfolio design and risk assessment, and participate in the Investment Committee to embed disciplined risk methodologies firm-wide.
Location: United Arab Emirates
Workplace: Onsite
Employment Type: Full time
Job Function: Construction, Civil & Site Engineering
Seniority: Sr. Director level

Key Responsibilities

  • •Design and implement comprehensive portfolio risk frameworks across active, quantitative, passive, and outcome-based strategies.
  • •Guide risk model selection and validation, using tools such as Barra, Axioma, Bloomberg, and FactSet.
  • •Support product development by contributing portfolio construction insight, including backtesting and alignment to investment objectives.
  • •Lead development and integration of machine learning and AI tools to support portfolio design and risk assessment.
  • •Create and maintain portfolio risk reporting, monitoring, and escalation protocols, including developing quasi-active, factor-based strategies.

Key Requirements

  • •10+ years’ experience in investment risk, quantitative research, or portfolio construction within asset management.
  • •Strong quantitative background in risk modelling, portfolio optimisation, and performance analysis.
  • •Expertise with major risk systems/tools such as Barra, Axioma, Bloomberg PORT, and FactSet.
  • •Proven experience integrating machine learning or algorithmic methods into portfolio design or risk functions.
  • •Finance/quantitative-related Bachelor’s or Master’s degree; CFA or equivalent preferred.
Experience:10+ yearsAsset managementInvestment riskQuantitative researchPortfolio construction
Education:Master's in Finance / quantitative-related
Skills:Analytical skillsCommunicationCross-functional collaboration
Certifications:CFA
Tech Stack:BarraAxiomaBloomberg PORTBloombergFactSet

Company Brief

Mashreq
Mashreq Bank is a UAE-headquartered full-service bank offering retail, corporate, Islamic and digital banking, treasury, and capital markets services across the Middle East and internationally.
Industry: Banking
Company Size: Enterprise (1,001+ employees)
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: Dubai, United Arab Emirates
Founded: 1967
Glassdoor
Glassdoor: 3.3
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