Senior Manager Investment & Market Risk based at Mumbai

Talent Leads HR; Mumbai; Presencial; INR 1.200.000 - 2.000.000; Jornada completa

Descripción de la vacante

Talent Leads HR in Mumbai seeks an experienced risk and investment analytics professional to formulate and review risk policies and conduct performance analysis for funds and FIs.

You will monitor risk metrics across asset classes, support the risk framework, implement risk limits, and prepare briefs for Investment and Risk Committees, collaborating with auditors and the investment team.

Formación

• Experience in risk models, quantitative analysis and stress testing.
• Ability to communicate risk information to non-technical stakeholders.
• Proficiency with risk software such as Bloomberg, FACTSET, Barra.

Responsabilidades

• Formulate and review risk and investment policies.
• Perform performance and attribution analysis for funds and FIs.
• Measure key risk metrics like VaR, tracking error, information ratio.
• Monitor liquidity risk across funds and portfolios.
• Support development of risk framework and appetite statements.
• Define and monitor investment risk limits and controls.
• Liaise with investment team to resolve risk queries.
• Conduct stress testing on equity, debt and hybrid schemes.
• Prepare agendas and minutes for Investment and Risk committees.
• Coordinate with internal stakeholders and auditors.

Conocimientos

Risk management & analytics

Quantitative analysis

Communication skills

Presentation skills

Report writing

Herramientas

Bloomberg

FACTSET

Barra

Descripción del empleo

You will be responsible for:

• Formulation and review of various risk and investment related policies such as Investment riskpolicy, Investment policy, Valuation policy etc.
• Performance and attribution analysis for Mutual fund schemes, Specialized Investment Funds(SIF), PMS, Alternate Investment Fund (AIF) and offshore funds which includes measuring returnperformance vs Peers, Benchmark etc.
• Measure and analyze key risk metrics such as Relative VaR, Factor exposure, TrackingError, Active share, Information ratio, Duration, and Scenario analysis.
• Monitor investment risk exposures across asset classes including equities, fixed income,credit, derivatives, commodities, and alternative investments.
• Monitor liquidity risk at scheme and portfolio level vis-a-vis internally defined and approvedliquidity model.
• Support development and maintenance of the firms investment risk framework and riskappetite statement
• Define, implement, and monitor investment risk limits regulatory as well as internal throughsystemic controls.
• Liaising with investment team to resolve day-to-day queries related to investment restriction
• Conduct stress testing on all equity, debt and hybrid schemes based on predefined parameterson a regular basis.
• Preparing agenda and minutes for various committees like Investment Committee, RiskManagement Committee
• Liaising with various internal stakeholders, auditors

Knowledge, Skills, Competencies, and Certifications:

• Strong analytical skills, with experience in using risk models, quantitative analysis, and stresstesting.
• Excellent communication skills with the ability to convey complex risk information clearly tonon-technical stakeholders.
• Proficiency in risk management software and tools like Bloomberg, FACTSET, Barra etc.
• Presentation Skills
• Report Writing & Documentation
• Sound Knowledge on Key Regulations: SEBI, Brokers, Mutual Funds, Company Act etc.
• Proficiency in MS- Excel, Word and Power point etc.