Manager - Risk Management - Insurance

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