Investment Risk & Data Analytics
01 March 2018
Web Ref : 308
Job Specification • Provide efficient and effective investment risk management and performance attribution services to , in particular to the investment team • Provide investment data/information, quantitative analyses, and other related support services to all areas within • Provide meaningful risk analysis and input, and sound data analyses/tics, to support and add value to portfolio managers and investment analysts • Ensure effective investment compliance and controls • Effective management, development, training and mentoring of investment risk analyst(s) • Maintain sound relations with all third-party service providers related to the role • Keep abreast of developments in the Investment Risk Management, Data Analytics and related spaces to enable continuing enhancements to risk and performance analyses and processes • Play a key role in ensuring automation of investment risk and performance attribution processes and reports Duties/Functions Include • Investment risk analysis and reporting • Performance measurement, attribution analysis and reporting • Investment and mandate compliance and monitoring • Ensure effective investment risk controls and limits are in place and monitoring these • Quantitative analysis relevant to function and as requested by Director of Investments, Portfolio Managers and others • Regular review and enhancement of all Investment Risk Policies • Prepare and coordinate relevant reports, presentations, etc. for the weekly Investment Risk and Portfolio Review Committee Meetings • Maintenance and efficient use of risk and performance support systems (e.g. StatPro, Bloomberg, etc.) and relevant data and investment administration and control systems • Effective management and development of risk analyst • Management and control of Personal Account trading • Play key role in annual GIPS preparations and audit, ensuring a smooth process • Effective compilation and maintenance of composite portfolios for performance, survey and GIPS purposes • Ensure GIPS composites are implemented in line with the intended business requirements • Support with measurement and evaluation of fund manager performance • Review as relevant new Client investment mandates, esp. aspects relating to risk and other limits, performance benchmarks and targets, regulations applicable, etc. • Provide input toward finalising these. Monitor and ensure compliance with all mandates • Effectively liaise and respond with requests from internal clients and third parties for relevant risk and performance information requests etc. • Monitoring of portfolio alignment to proactively raise consistency issues and avoid performance dispersion • Monitor portfolio exposures, risk and liquidity limits, concentration risks, etc. and be proactive in flagging/raising issues/breaches and ensuring remedy of these • Support other areas requiring risk and performance measurement and monitoring services • Assist with client report-backs and new business pitches (slides, graphs, charts, etc.) • Keep abreast of market index and benchmark changes, assessing and reviewing likely impact • Monitor broker allocation • Take initiative to new ideas, methodologies and analytics related to investment risk, performance and portfolio analysis to remain at the cutting edge • Ensure with the CIO (Listed Investment) an effective trading control environment • Review post-trade compliance reports to ensure no breaches Qualifications • A relevant degree, preferably a post-graduate qualification in the fields of quants, math, stats, risk management, actuarial and investments/financial markets, etc. Experience • Ideally someone with the requisite and relevant experience (ideally at least five years) in the same or similar environment • Have functioned and operated at a senior/managerial/professional level in similar capacity • A good understanding and working knowledge of local and global financial markets, major asset classes (equities, bonds, cash/money market, property, commodities), securities/instruments (incl. derivatives), the relevant regulatory regime and market participants/players in the industry (including third party service providers) Computer Skills • StatPro • Bloomberg • Excel based, etc. • Full use and maintenance of support systems and tools • Research and suggest on-going system development and automation Key Skills and Competencies • Thrives in an investment environment, especially to the quants and risk management aspects • Analytical and numerate • Grasps concepts and methodologies easily • Lateral and forward thinker • Reliable and honest; a person of integrity • Dedicated/committed • Conscientious/diligent • Management skills (work, output, planning, negotiating, resources) • Dynamic yet disciplined • Assertive but a team player (cooperative and supportive) • Takes initiative (self-starter) yet operates effectively within the investment framework and to the processes • Enjoys an entrepreneurial and transparent work environment • Embrace challenges and resolving these • Professional • Good command of languages (English in particular); writing and speaking
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