Associate/Assistant Director, Investment Risk and Performance Management

Monetary Authority of Singapore (MAS); Singapore; Presencial; SGD 90.000 - 140.000; Jornada completa

Descripción de la vacante

The Monetary Authority of Singapore (MAS) is seeking a knowledgeable professional to join the team evaluating and reporting performance and risk of MAS' foreign reserves investment portfolio. You will analyze returns, attribute them to decisions and market drivers, and present insights to senior management.

You will help enhance processes, methodologies, and tools for performance reporting and analytics, adopting new technologies as needed.

Formación

• Bachelor's degree in finance, business, economics, quantitative finance, CS, engineering, or related discipline.
• Strong analytical and problem-solving skills.
• Excellent data accuracy and integrity.
• Ability to manage multiple priorities in a fast-paced environment.
• Strong written and verbal communication with stakeholders.
• Proactive and collaborative mindset.

Responsabilidades

• Oversee computation and validation of investment returns for internally and externally managed portfolios at asset class, portfolio, and total portfolio levels.
• Analyse portfolio performance, attribute returns to investment decisions and market drivers, and explain sources of absolute and relative returns.
• Prepare and present investment performance and risk reports to senior management and investment committees.
• Work with custodians, fund administrators, and portfolio managers to ensure returns are captured, reconciled and reported promptly.
• Review and recommend improvements in investment return calculation methodologies, benchmark construction, and data treatment.
• Enhance performance and risk analytics with new tools, dashboards, and processes.
• Identify opportunities to streamline performance analysis and reporting workflows using data analytics, AI, and emerging technologies.
• Contribute to tech initiatives and projects that enhance investment performance and risk management systems, including requirements gathering and testing.

Conocimientos

Analytical thinking

Data interpretation

Problem solving

Attention to detail

Communication

Educación

Bachelor's degree in finance, business, economics, quantitative finance, computer science, engineering, or related disciplines

Descripción del empleo

What the role is

You will be part of the team that is responsible for evaluating and reporting the performance and risk of MAS' foreign reserves investment portfolio.

What you will be working on

Your role will include reporting and analysing portfolio performance, attributing returns to investment decisions and market drivers, and presenting key findings and insights to senior management. You will also contribute to enhancing the existing processes, methodologies, and tools for investment performance reporting, attribution and analysis, as well as the adoption of new technologies and new approaches. You will work closely with the other risk managers, portfolio managers, finance and operations colleagues, and with external parties such as custodians, fund administrators, transition managers, and external fund managers.

Key Responsibilities

• Oversee the computation and validation of investment returns for the internally and externally managed portfolios, at the asset class, individual portfolio, and total portfolio levels.
• Analyse portfolio performance, attribute returns to investment decisions and market drivers, and explain the key sources of absolute and relative returns.
• Prepare and present investment performance and risk reports to senior management and investment committees.
• Work closely with internal stakeholders and external parties that include custodians, fund administrators, and portfolio managers, to ensure that investment returns are accurately captured, reconciled and reported in a timely manner.
• Review and recommend improvements in areas such as investment return calculation methodologies, benchmark construction, and data treatment, where appropriate.
• Enhance the existing suite of performance and risk analytics by developing and onboarding new tools, dashboards, and processes, where appropriate.
• Identify opportunities to streamline and automate performance analysis and reporting workflows, leveraging on data analytics tools, AI, and other emerging technologies to improve efficiency, accuracy, and timeliness.
• Contribute to technology initiatives and projects that enhances investment performance and risk management systems, including requirements gathering, system testing and implementation of new analytical and reporting capabilities.

What we are looking for

• A bachelor's degree in finance, business, economics, quantitative finance, computer science, engineering, or related disciplines.
• Strong analytical and problem-solving skills, with the ability to interpret complex investment data and draw meaningful insights.
• Meticulous, with excellent attention to detail and a strong commitment to data accuracy and integrity.
• Well organised, with the ability to manage multiple priorities and perform effectively in a dynamic, fast-paced environment.
• Strong written and verbal communication skills, with the ability to convey complex analysis clearly and concisely to senior stakeholders.
• Good interpersonal and stakeholder management skills, with the ability to work independently and collaboratively across teams.
• Proactive and resourceful, with a continuous improvement mindset, and a willingness to embrace new technologies and new ways of working.
• Singapore citizenship is required for this role due to the sensitivity to the nature of work involved for this role.

You will be working in a fast-paced environment that would require the ability to manage multiple priorities and needs of stakeholders, as well as the agility to respond to changes and developments..