- Analyze and prepare regular reviews of risk and performance reports versus objectives and guidelines using various metrics for Assets under Management (AUM).
- Assess portfolio risks (e.g., factor risk correlation, stress testing, back-testing) using risk models and analytics tools.
- Perform risk analysis on portfolios and benchmarks, reporting on market, liquidity, and concentration risks using measures such as forecast tracking error, downside risk, and VaR (including back-testing and stress-testing).
- Establish and monitor relevant compliance and governance policies, controls, and procedures, providing advice on related risks.
- Ensure adherence to regulatory and audit requirements, managing deadlines effectively.
- Communicate investment risk matters to Investment Teams and Senior Management, both in writing and verbally.
- Develop and prepare reports and presentations for senior management, regulators, and the Board related to the Investment Portfolio.
- Perform any other duties as assigned by the CRO
Preferred candidate profile
- Graduate or Postgraduate with at least 05 years experience in Investment related Risk Management/ Market Risk.