Investment Risk, SrAssc
Primary Duties and Responsibilities
- Produce the risk analytics and reports using data from various sources and deliver to various business groups and senior management in the areas of Fixed Income, Equities and Alternatives
- Proactively monitor and communicate risk exposures and changes in the risk profiles of the investment funds
- Work on standardizing risk reports and procedures as well as respond to ad-hoc requests from various business groups and senior management
- Analyse and/or Escalate on characteristics that are above tolerance like highlighting exceeded performance over risk budget.
- Maintain and improve liquidity/investment risk management framework and processes
- Collaborate with colleagues within the global organization to develop and implement policies and procedures for the investment risk program
- Build a collaborative working relationships with investment professionals and promote a shared vision of the benefits of risk-aware decision making
- Maintain the highest standards of conduct and integrity and ensure compliance with accepted industry practice company policies statute and regulatory requirements
- Front end the knowledge transition between global teams and ensure documentation of that same
Qualifications, Skills and Experience
- 5+ years of post-qualification experience in investment/market/liquidity risk analysis and reporting
- Working experience in liquidity risk management with good understanding of metrics such as LCR, market impact etc. and investment risk metrics such as VaR, Tracking Error and other risk measures is a must.
- Working experience and deeper understanding of at least one popular liquidity risk models like Bloomberg LQA or ITG etc.
- The individual should have a demonstrated ability to lead projects and have experience building risk processes within an asset management firm
- Dynamic and self-driven professionals with MBA - Finance or equivalent academic background
- Certifications like CFA and FRM are highly recommended for this role
- Strong communication and analytical skills with the ability to work with all levels of personnel across the organization, including senior executives.
- Demonstrated ability to meet deadlines and possess strong problem solving and resolution skills.
- Programming skills in R or data visualization tools like Tableau will be an added advantage. Working experience on SQL will be preferred.
- Must demonstrate knowledge of data consolidation, mining, formatting and populating the requisite outcomes /solutions.
- Knowledge of financial industry data, products and valuation concepts will be preferred