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Job Descriptions:

• Responsible for production/review of accurate Customized Investment Risk & Attribution reports for EQ, FI, Balanced and multi-currency (Institutional) Portfolios within specified timescales.
• Responsible for calculation & reporting of Daily Exposure for Trading Reporting of various funds and asset class for the global clients.

• Preparing Returns, Attribution / Contribution analysis, Risk characteristics report of multi asset (Derivatives, Equity, Fixed Income) multi manager funds while creating and maintaining ad-hoc customized reports (eg. ESG, multi-factor related).

• Identify, highlight and rectify the anomalies in Attribution, Risk numbers and provide the proper justification.
• Communication with other business areas necessary to improve accuracy and reliability of Risk reporting. Returns & Risk numbers reconciliation for EQ, FI and Derivative products on daily/monthly Basis.
• Proactive research and provide insight on investment Risk, deviations from benchmark; asset allocation targets and portfolio movements to clients.
• Coordinate with data providers, colleagues and clients on issues relating to the quality and timeliness of data and the content of the reports.
• Data maintenance of various derivatives (eg Bond forward/ Equity index option/ IRS/ CCS etc) and Fixed Income in application on monthly and daily basis.
• Ensuring documentation of policies, procedures and work processes and ensuring compliance with set procedures, any other assignments given by the management from time to time.
• Work with other teams and team members working for the same projects and identify business operational areas of improvements and propose appropriate action plans.
• Following up with Business Analysts for planning a process of new data acquisitions, providing the desired Risk Reporting solutions
• Ensuring documentation of policies, procedures and work processes and ensuring compliance with set procedures, any other assignments given by the management from time to time.

KNOWLEDGE/SKILLS & EXPERIENCE:

To be considered, you will need 5years+ experience that includes:

• In-depth knowledge and understanding of EQ, FI and multi Asset class portfolio Risk & Attribution reporting.
• Product knowledge of derivatives (eg Bond forward/ Equity index option/ IRS/ CCS etc) and Fixed Income
• Knowledge on Collateral/Liquidity management – e.g. Liquidity at risk (LAR), Collateral Ratios a big plus to the role.
• Proficiency in Bloomberg, Eagle IBOR, Microsoft Office applications particularly advanced Excel skills.
• Strong knowledge and exposure to financial markets and various financial products (including performance analytics).
• Intermediate working experience of databases, systems design and proficiency in using VBA Macros, SQL for managing large volumes of data & Performance Reports.
• Degree or equivalent in a Finance, Technical, Mathematical Discipline (FRM, CIPM, CFA would be an added advantage).

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