Investment Risk and Perfomance Analyst
02 April 2018
Web Ref : 358
Job Purpose: Our client is seeking a skilled individual to develop and implement an investment risk and compliance framework across all our strategies, as well as drive the financial engineering, investment performance, data and risk analysis necessary to enable effective decision making related to the delivery on our investment strategies. The incumbent will work closely with the Chief Operations Officer as well as the Portfolio Managers in driving the development of quantitative models required by the portfolio management team to analyse valuation methodologies, investment risk, compliance as well as performance. This function will also have a dotted line to the Audit and Risk Committee. In addition, this role will work closely with the business development team to review and analyse composites, performance, survey data and provide recommendations to solve for clients’ needs as well as develop and embed ESG, GIPS principles and any other compliance related matters that may come up. The role will evolve and willingness to be nimble and change with growing organization is critical. Key responsibilities: Investment Risk Analysis • Develop, document and implement the investment risk framework that includes methodologies for the measurement of market, credit and liquidity risks • Assist the business in driving the development and implementation of financial engineering, data, risk analysis and reporting requirements well as quantitative models required by the investment teams • Support the requirements of other functions in respect of the measurement of key risk and compliance metrics and reporting thereon • Validate and audit instrument creation and valuation methodologies • Analyze, report on and resolve data, process and system operational issues in respect of instrument valuations and reconciliations • Produce investment performance, investment compliance, investment risk metrics and reports for investment teams, risk governance forums as well as for client reporting purposes • Engage with Portfolio and Fund Managers in ensuring that risks are appropriately managed and that mitigating actions to bring risks to within risk appetite and effective and appropriately monitored • Providing robust analysis and insight to fund managers on the management of investment risk and compliance • Alignment of investment views across the investment teams Investment performance analysis & attribution • Interrogating daily performance of portfolios • To ensure integrity of numbers • Correction of valuation errors • Communication in this regard (to fund managers and client relationship team) • Maintaining acceptable tolerance levels with input from fund managers • Business Development team requirements • Investment Team requirements • Management Reporting • Policy Documentation • Oversight of valuation processes • Implementation • Maintenance • Enhancement and maintenance of performance and attributions tools and systems incl. Marble Qualification: • Relevant Post Graduate Degree (Financial/Actuarial/Maths and or Advanced Mathematics/Statistics/BSc Engineering/Business Sciences) • CFA and/or FRM advantageous Experience: • Minimum of 3 years of investment risk and performance experience • Experience in Investment markets and financial instruments • Proven/strong mathematical competence critical
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