Investment Risk Senior Analyst

Role summary

The role will report to Investment Risk Senior Manager.

Key duties and responsibilities

• Support investment risk management activities, with a focus on market and liquidity risks, to facilitate effective portfolio management and new business initiatives.:

a. Set up and maintain risk guidelines in Simcorp Dimension to ensure that the guidelines are correctly coded

b. Monitor internal risk guidelines to ensure that relevant portfolios comply with stipulated investment risk limits, independently analyze the root causes of breaches and escalate any issues appropriately.

c. Analyze and review portfolio risk exposure and performance, taking into consideration market movements, portfolio positioning, investment strategies and risk appetite

d. Support investment risk activities such as risk modelling, what if analysis, scenario analysis, stress testing, risk optimization, limits review etc.

e. Prepare materials to support regular and ad hoc risk reporting for executive and board meetings

f. Maintain procedural documentation for key processes, controls and system configurations, ensuring they remain current and auditable.

• Contribute to routine and ad-hoc projects and business activities:

a. Review, support risk related automated workflows, processes and risk data in risk systems and rectify any data quality issue in a timely manner

b. Maintain and enhance internally built risk data warehouse (Snowflake) and dashboard (Power BI), including improvements to data operations workflows (ETL pipelines on AWS) to feed various data points into risk systems, and rectify any data quality issues in a timely manner.

c. Support regulatory and audit requests

Education Qualification

• Bachelor or Master degree in a related discipline (e.g. Finance, Economics, Risk Management, Financial Engineering, Computational Finance).
• Professional certification e.g. FRM, PRM, CFA, CQF will be well-regarded

Technical Competency

• Minimum 4 years of relevant experience in Investment/Market Risk within the investment management or banking industry.
• Excellent understanding of investment/market risk concepts, financial instruments (equities, and fixed income), and derivatives.
• Demonstrated proficiency in employing generative AI to support risk analysis and reporting, with strong critical judgement to validate, challenge, and refine AI-generated outputs.
• Technically proficient in at least 1 coding language (e.g. Python, VBA etc), SQL, and data analytics tools (e.g. Power BI, Tableau).
• Experience with at least one of the systems such as Barraone, RiskMetrics, FactSet, Simcorp, or Bloomberg.
• Proactive, mature, independent, fast learner and ability to think outside the box; Unafraid to challenge status quo in a constructive and collaborative manner.
• Strong communication and interpersonal skills, and collaborative team player. Ability to multi-task and work under tight timeline.