Job Description
- Work with IV team to design and produce accurate and relevant investment risk and performance reports for all insurance funds and portfolios, across asset classes and strategies.
- Exhibit attention to detail when validating performance figures and be accountable for the timely delivery of reports to stakeholders.
- Provide meaningful analysis and explanations for performance and risk numbers in the reports, including risk and factor attributions, scenario analysis etc.
- Raise, investigate, and follow up on issues related to data quality and content of the reports.
- Work with the IT, custodian, and system vendors to implement and enhance risk modelling and performance attribution methodologies for insurance funds and portfolios, across asset classes and strategies.
- Manage data lake and transform the data for investment use
- Produce and maintain various reporting dashboards on investments
- Participate in initiatives to implement, enhance performance, and risk analytics and improve existing team processes and/or reporting capabilities.
- Managerial roles are required to guide on technical aspects necessary for deliverables
Qualifications/ Skills
- Around 5-10 years of experience in risk and performance analysis or reporting role in financial institution.
- A good degree in Finance, Financial Engineering, Engineering, Mathematics, Statistics, or quantitative inclined field is preferred.
- Experience in analysing risk factors, modelling risks such as volatility, tracking error and stress scenarios is preferred.
- Strong knowledge in risk and performance returns calculation methodologies, investment products and investment portfolio accounting.
- Proficiency in using FactSet, Bloomberg, SQL, Python is preferred.
- Familiarity with data visualization tools such as Tableau & PowerBI is a plus
- Familiarity with data lake technology and programming language is a plus
- Detail orientated, possess initiative and work well under pressure.
- Good team player and ability to interact effectively with stakeholders
- Technical skills e.g. coding and handling of analytical datasets are preferred
- Desire to constantly learn and upgrade your knowledge base and skillset
