Key Outcomes / Responsibilities
Liaise with colleagues in Investment Governance, Asset Class Managers and Client Directors to define exposure and risk controls for fund mandates and house limits.
Perform portfolio stress and scenario tests and set trigger points for risk reduction.
Independently monitor the risks of investment strategies to ensure consistency with fund objectives and regulations
Timely, accurate and relevant monitoring and analysis of the portfolio analytics: risk (market, liquidity, and counterparty), return and risk-adjusted return; against limits. This is done to ensure that our portfolios are being managed with an appropriate level of risk, in line with client, regulatory and in-house expectations.
Help set up the governance structure through the tripartite process
Provide insight into the operation of key investment processes, including the effectiveness of asset allocation, portfolio construction and portfolio outcomes for the local Equity asset class.
Role Specific Skills and Knowledge
Good knowledge of Equities
Work experience within a risk or quantitative role
Strong analytical skills and attention to detail
Financial market interest.
Knowledge of financial instruments and analytics and solid technical skills.
Good knowledge of risk factors, models and systems as well as performance and attribution metrics
Understanding of portfolio and financial theory
MBA, and professional qualifications that match the optimum standards to be successful in this role.
7-10years+ risk management expertise in a reputable company
Leadership capabilities, such as required in a challenging and vigorous role as this