Portfolio / Investment Risk Analyst

JOB TITLE: PORTFOLIO / INVESTMENT RISK ANALYST

Job Summary 

The Portfolio Risk Analyst is responsible formeasuring, analysing, monitoring and identifying market and financial risks as it pertains to the investment portfolio through the production of sensitivity, simulation, stress-testing, scenario analyses and optimization modelling. Additional focus areas
include trend analysis on various scopes, and the measurement and monitoring Of concentration risk and risk appetite.

Key Performance Areas

• Provide input into planning and designing portfolio performance measurement system.
• provide periormance and risk statistics, imluding reports for various investment portfolios of the Firm.
• Do accurate calculation of monthly porffolio returns and characteristics.
• Evaluate financial risk, prepare financial forecasts, financing scenarios and Other documents concerning capital management, and write reports and recommendations.
• Prepare a regular risk profile for investment portfolios.
• Familiarise himself/herself with policies, manuals and internal documentation, as well as management models pertaining to investment portfolio management.
• Introduce and maintain effective risk management model which must encompass governance and control mechanisms such as appropriate oversight, policies and procedures, controls and compliance.
• Implement an effective modeling environment to promote and control data quality, sound development, implementaton and use of models, as well as the validation and testing of such models.
• Ensure that the implemented models are functioning effectively and assess performance aver time as conditions and model applications change.
• produce clear and comprehensible reports and investment decision making, while outlining estimates, input-value scenarios and assumptions that provide indications of the model's accuracy, robustness, stability and limitations. The reports and documentation should also state compliance with policy and provide for the continuity of operations.
• Assist in the establishment of a sound, effective and independent model validation process which will evaluate model performance, degree Of complying with design objectives and business uses.
• Critically validate external, other third party data and parameter values and assess whether the data is representative of the situation.
• Ensure the follow-up of issues identified during the monitoring process.
• Analyse micro-and macro trends in both local and international financial markets by collecting, verifying, examining and interpreting economic data.
• Analyse the economy at both the micro and macro level on quarterly basis and evaluate their likely Portfolio effect.
• Perform anatysis of various sectors and industries within the economy and assess their effect on the Portfolio.
• Conductrelevant market research and generate comprehensive reports on conclusions of research activity
• Maintain an up-to-date database and provide a summary quarterly, half-year and annual economic trends and developments reports, and make appropriate recommendations aimed at enhancing overall investment portfolio performance input in analyse trends

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• provide input in designing risk management strategies, metrics and reporting in order to assist Management in the decision-making process on the various asset classes and execubonalternativesu
• Maintain current knowledge of proposed policy and legislative changes and how they affect the economy and investments.

Core Competencies

• Proficient analytical, statistical and mathematical knowledge and skills
• Accurate, effcient and good eye for detail;
• Good research skills;
• Excellent team and personal relationship skills;
• Proficient system and process skills;
• Ability to apply strategic objectives into meaningful analytical scenarios;
• Formulating strategies and concepts;
• Persuading and influencing; and
• Good verbal/written communication and presentation skills.

Experience/Knowledge & Skills

• Previous experience working in a quantitative role;
• At least 7 years of relevant Portfolio Risk Management experience or a role that require computational finance work within the asset management industry;
• Proficient in algorithms, mathematical theory and computational techniques;
• Comprehensive modelling capability;
• Financial markets knowledge;
• Applied financial modelling;
• Proficient Microsoft Office Applications and IT programming skills;
• Ability to identify weaknesses in the Investment Portfolio, as well as the causes of the identify weaknesses;
• Good decision-making and negotiating skills; and
• Ability to see the bigger picture. 

Qualification

• A minimum of a Bachelor's degree in Mathematics, Economics, Statistics, Risk Management Investment, Finance, and related field.
• five(5) years' post-qualification experience in Quantitative Analysis in a financial/investment environment
• Additionally, Financial Risk Manager (FRM), professional Risk Manager (PRM) or Financial Analyst (CFA) qualification is an advantage.