Investment Risk Analyst

Role Summary

This role reports to the Director, Investment Risk.

Key Duties and Responsibilities

1. Support the fixed income risk manager in risk identification, monitoring and review of portfolio and firmwide risks (with a focus on fixed income and credit portfolios):
   1. Monitoring, analysis and reporting of portfolio and firmwide exposure to ensure that portfolios comply with the stipulated risk limits, analyze the reasons for any breaches, and escalate to higher authority if necessary.
   2. Set up and maintain risk guidelines in the enterprise system to ensure that the guidelines are correctly coded.
   3. Support the annual risk limits review and calibration.
   4. Support credit and counterparty risk management activities to facilitate new business initiatives and existing portfolios including onboarding of new instruments.
   5. Maintain and enhance existing investment risk related automated workflows and processes.
   6. Improve and maintain risk related data in risk systems and rectify any data quality issue in a timely manner.
2. Contribute to any ad hoc projects and business initiatives e.g. process/workflow enhancements, regulatory and audit requests, and enhancement of risk systems etc.

Education Qualification

1. Bachelor’s or master’s degree in a related discipline (e.g. Finance, Economics, Business, Risk Management, Financial Engineering, Computational Finance).
2. Professional certification e.g. FRM, PRM, CFA, CPA, CAIA or progress towards such qualifications will be well-regarded.

Experience and Skills

1. 2 years’ experience in risk management function in investment management firms or banks preferred. Fresh graduates with extremely strong credentials will be considered.
2. Excellent understanding of investment risk concepts, financial instruments (sovereign bonds, credits and equities) and derivatives.
3. Strong in Excel (e.g. pivot tables) and excel formulas (e.g. vlookups, array formulas, index/match, etc).
4. Technically proficient in at least 1 coding language (e.g. Python, VBA etc), SQL, and data analytics tools (e.g. Power BI, Tableau).
5. Experience with financial systems such as Bloomberg, Barraone, RiskMetrics, FactSet, or Simcorp would be a plus.
6. Meticulous, rigorous, and analytical.
7. Proactive, mature, independent, fast learner and ability to think outside the box.
8. Ability to multi-task and work under tight timeline.
9. Unafraid to challenge status quo in a constructive and collaborative manner.
10. Good interpersonal skills and collaborative team player.
11. Language proficiency in English.