Posted By
Posted in
Banking & Finance
Job Code
461352
Overall Purpose of the Job: To monitor risk associated with the Investments of the Company
Risk Analysis :
- To test and implement risk models
- To prepare Investment risk reports with the help of risk models and send it on monthly basis to Fund Managers
- Implementing the VaR, PV01 and other sensitivities. Analyzing the significant changes in assigned business lines based on sensitivities, volatilities, and correlations
- Perform analysis of Stress Testing calculations and scenario analysis
- Help in production of Daily / Weekly risk reports
- Review of Risk of Non-linked funds based on ALM requirements
- Daily/Monthly Portfolio & trade analysis
- To optimally manage risk in conjunction with the business
- Identifying and analyzing existing and potential risks in any instrument/ security
- Review the Investment Risk Policies on regular basis
- Designing credit risk scorecard
- Analysis of current liquidity position through the production of the daily Gap Analysis Report
Performance Attribution :
- Calculation of liquidity ratios to allow management to monitor changes in structural liquidity
- Attribution analysis of equity and debt portfolio
- Identify key areas (Sector, security) which have resulted in the funds out/under perform vis a vis the benchmark
- Duration based attribution analysis for debt portfolio
- Assistance in interpretation of the risk and performance reports as well as creating customized dashboards for management reporting & review
Others :
- Carrying out risk assessments/projects in the target domain areas
- Preparation of Reports / Presentation for Risk Management Committee and other Management Reporting
- Timely delivery of ad-hoc requirements/write ups for various departments
- Timely updating of Risk Management policies
- Identification & Ongoing monitoring of Top Group Risks
- Implementation and review of RCSA framework including KRI and Ops Loss
- Review and monitor the top functional risks
Personal Attributes :
Communication Skills, Analytical Skills, Decision Making, Team work, Presentations, etc. Hands on experience on MSCI Barra One would be added advantage
To know further, contact us at 91-8919643255
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Posted By
Posted in
Banking & Finance
Job Code
461352