- Portfolio Risk and Performance Assessment: Providing CRO, Group CIO and the Strategy CIO with an assessment of the risk and performance drivers of the public equity strategies to support them in portfolio construction, capital allocation and ensuring that the risk of the strategy is appropriately managed. Such assessment includes:
- Developing portfolio analytics across a range of qualitative and quantitative performance and risk metrics, including stress testing and scenario analysis;
- Participate in discussions with the investment team regarding any investment risk issues;
- Monitoring and reviewing the strategy's investment activities;
- Monitoring developments in the market and assessing the potential implications of such developments on the strategy.
- Product Assessment: Evaluating the investment risk of new products that the strategy is contemplating. Such evaluation is provided to the CRO to ensure that the risk of such new products is properly identified, authorized to be undertaken by the investment team, and that GIC is sufficiently compensated for the risk to be undertaken.
- Risk Governance: Developing, implementing and reviewing frameworks and policies on the management of investment risk.
- Deal Evaluation: Providing an independent assessment of the risk-reward of large deals to the CRO, in support of the Group Executive Committee's evaluation of the deal.
What qualifications or skills should you possess in this role
- Minimum of 2-5 years of experience in an analytical or investment related role
- BSc or MSc in Economics, Finance, Financial Engineering, Engineering, Mathematics, Statistics, Accounting or a quantitatively inclined field
- Strong analytical background and genuine interest in problem solving. Broad interest in financial markets and investments
- Persuasive communicator with the ability to clearly articulate ideas, market views and technical topics
- Good team player in a fast-paced environment
- Desire to constantly learn and upgrade your knowledge base and skillset
