Senior Specialist, Risk and Data

Innocap is the world’s leading firm of managed account platform services. With over US$100 billion in assets under management, more than 500 employees in five countries, we shape the future of alternative investments for institutional owners and allocators. Our mission is to revolutionize the asset‑management industry by providing customized expert services and an exceptional client experience.About the RoleThe Senior Specialist, Risk & Data is responsible for ensuring the integrity, accuracy, and usability of hedge‑fund holdings data for performance and risk measurement within client reporting. Acting as a key escalation point for complex data issues, this role coordinates across internal and external stakeholders and drives process improvements to deliver high‑quality analytics to institutional clients and senior leadership.ResponsibilitiesAct as the escalation point for complex data inquiries and issues impacting holdings‑based performance and risk measurement in client reporting.Validate and reconcile hedge‑fund holdings, pricing, and security‑level data across multiple sources.Coordinate with hedge‑fund administrators, trading advisors, and counterparties to resolve discrepancies and breaks.Serve as a liaison between Risk & Data and internal teams (Investment, Platform Operations, Platform Accounting, and Technology) to ensure data alignment across functional groups.Design and enforce rigorous quality‑control procedures tailored to hedge‑fund strategies, asset classes, and performance/risk methodologies.Drive and maintain a data governance framework for hedge‑fund holdings, ensuring compliance with internal standards.Ensure performance and risk analytics are accurate, robust, and suitable for consumption by sophisticated institutional investors and senior stakeholders.Maintain a tracking system for client inquiries and data issues to monitor trends and resolution timelines.Identify and lead workflow enhancements, automation initiatives, and system improvements to increase efficiency and streamline reconciliation and anomaly resolution.Define and implement tailored ETL processes for various hedge‑fund holding data feeds.Qualifications7+ years of experience in investment risk management, data governance, or quantitative analytics within alternative investments or institutional asset management.Bachelor’s degree in Finance, Economics, Data Science, or a related quantitative field; CFA or FRM designation strongly preferred.Demonstrated ability to manage complex holdings‑based data workflows, including reconciliation, validation, and issue resolution for performance and risk reporting.Proven experience in implementing and optimizing data governance frameworks and quality‑control processes for multi‑asset hedge‑fund strategies.Strong hands‑on expertise with risk and analytics platforms (e.g., Axioma, BlackRock Aladdin, RiskMetrics, Barra, FactSet) and advanced proficiency with Bloomberg and Refinitiv Eikon.Advanced working knowledge of risk analytics methodologies, including Value at Risk, Stress Testing, Sensitivity Analysis, and Greeks.In‑depth knowledge of financial instruments and pricing mechanics across equities, fixed income, derivatives, and structured products.Solid understanding of hedge‑fund strategies (e.g., equity long/short, global macro, credit, relative value, multi‑strategy) and their risk characteristics.Ability to translate complex data and analytics into actionable insights for internal stakeholders and client‑facing teams.Highly detail‑oriented, proactive, and capable of driving process improvements and automation initiatives to enhance scalability and efficiency. #J-18808-Ljbffr