
Portfolio Risk Manager
2 days ago
Portfolio Risk Manager
">Job Description:
">We are seeking a highly skilled Portfolio Risk Manager to join our team. The successful candidate will be responsible for managing investment portfolios and ensuring compliance with relevant rules and regulations.
">Key Responsibilities:
">Portfolio Management:
">The Portfolio Risk Manager will manage investment portfolios, monitor credit/market risk parameters against assigned limits, and prepare reports/presentations on weekly and quarterly basis for board-level sub-committees. This includes covering all risk parameters and internal limits set for all funds.
">Monitoring and Reporting:
">The incumbent will also be responsible for daily monitoring and reporting of stop-loss price triggers for equity funds, maintaining input/data quality of risk management systems or Bloomberg, and reporting any deviations and associated risks to supervisors or departmental heads.
">Additional Responsibilities:
">The Portfolio Risk Manager will prepare interest rate stress testing reports for money market funds, set tools for risk-adjusted performance measurement for all funds, and develop contingency plans for market emergencies based on risk findings. Additionally, they will perform other portfolio performance and risk activities or tasks assigned by supervisors or department heads.
">Required Competencies:
">The ideal candidate will possess independent judgment, strong analytical and risk assessment skills, sound knowledge of capital and fixed income markets, advanced skills in Microsoft Excel with basic competency in VBA/Macros, and knowledge of Bloomberg.
">Education and Experience:
">Candidates should hold a Bachelor's or Master's degree in Business Administration or Actuarial Sciences with a background in investment and portfolio risk management. A minimum of 2-3 years of experience in risk management and investment management departments of financial institutions or asset management companies is required.
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