Associate Director, Investment Risk & Performance Analytics

Monetary Authority of Singapore (MAS); Singapore; On-site; SGD 90,000 - 140,000; Full time

Job summary

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.

Qualifications

• 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.

Responsibilities

• 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.

Skills

Analytical thinking

Data interpretation

Problem solving

Attention to detail

Communication

Education

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

Job description

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.