Salary description: Market Rate
- $100-150k AUD Equivalent
- 3 to 7 years of experience
Our client is one of Asia’s largest asset managers, providing high-conviction, active fund management across a range of Equity, Fixed Income and Multi-Asset strategies seeking an experienced Senior Investment Risk Analyst to join their team.
Working in a highly skilled, professional environment you will be hired at AVP level responsible for the following duties:
- Identify, assess, monitor and report the investment risks in portfolios managed by the Investment teams, and ensure that critical issues are escalated and resolved in a timely manner.
- Maintain and manage data required for risk reporting requirements.
- Evaluate investment risks under normal and stressed market conditions by applying multi-factor risk models, stress testing/scenario analysis, and tail risk measures.
- Provide analytics and advice on risk budgeting, risk decomposition, liquidity, stress testing and performance attribution, including peer positioning.
- Respond to internal and external information requests, and contribute to RFP/RFI efforts and development of new products and investment solutions by providing risk-related inputs.
In order to be successful in applying for this role you will have:
- Strong foundation of investment knowledge, including a proficient understanding of capital markets, market indices, and various investment security analytics including derivatives.
- Ability to recognize broad trends in the financial markets and investment themes to determine risk implications.
- Strong understanding of risk measures and methodologies, and continuous awareness of advances in risk management theory and practice.
- Strong working knowledge of the asset classes risk analysis gained from meaningful experience in institutional investment management and risk management.
- Experience in the use of risk analytical tools including Bloomberg PORT, MSCI BarraOne, FactSet and other leading risk systems.
- Experience with Excel/VBA, Python or comparable programming languages to enable the implementation of risk models/platforms/solutions, particularly when combining risk concepts with data analysis and visualization tools.
The ideal candidate with have at least 4-8 years’ relevant work experience in portfolio analysis, data analysis, and/or risk management in Equities, Fixed Income and/or Multi Asset.
EA licence number: 15S7735.Apply for this Job →