The incumbent will support the Risk team in the design, configuration, testing, implementation and monitoring of risk parameters in our investment performance system. The incumbent also supports the monitoring of enterprise and operational risks, which includes reviewing of key processes, identify risk exposures and recommend interventions to minimise/eliminate actual/ potential/ associated risks.
Duties and Responsibilities
1. Investment Risk
- Assist in identifying risk and performance outliers, and validation of risk limit triggers.
- Test market risk and news sentiment indicators from Bloomberg, IMF and other relevant sources, and incorporate these indicators into a risk monitoring framework to engage the Investment team.
- Assist in documenting and prioritizing risk views both internal and externally.
- Assist in developing stress scenarios and conducting stress tests.
- Assist in model and factor validation.
- Assist in enhancing Investment Risk framework and SOP.
2. Enterprise and Operations Risk
- Assist in collating and updating risk registry.
- Assist in documenting Enterprise Risk Framework.
- Review key processes, identify gaps and follow-through to closure.
- Ensure that authority grid is updated and implemented.
- Monitor counterparty exposure.
3. Systems
- Assist in developing risk and performance dashboards in Risks systems.
- Test early warning market risk indicators and encode these indicators.
- Automate the production of periodic reports, and monitoring of risk limits and early warning indicators.
- Ensure that these dashboards capture market & portfolio risks in a timely and accurate manner, and that they are consistent with corporate identity and visually appealing.
Perform other tasks and duties as assigned.
Requirements
- Bachelor's degree in Business, Finance, Financial Engineering, Risk, Quantitative / Computational Finance or related field.
- Quantitative skills (empirical finance, risk and performance or portfolio optimization).
- Experience with generating reports from Factset, or alternative Risk management systems.
- Preferred Programming skills (Python, Machine Language, Robotic Process Automation - UiPath).
- Willingness to learn, inquisitive, self-motivating, designing flair and attention to details.
