• Risk identification, assessment, monitoring/reporting and control from an economic, market and quantitative perspective for all risk disciplines with a particular focus on market risk. Experience from operational, credit and liquidity risk an added advantage.
• Risk budgeting and risk / asset allocation support.
• Operate within multiple asset classes: public and private investments in Equities, Fixed Income, Private Equity, Real Estate, Infrastructure and Hedge funds.
• Responsible for day-to-day portfolio risk assessment, monitoring and reporting of Asset Class Departments.
• Responsible for risk modeling, building, managing and updating databases.
• Reconciliation of investments as represented within risk systems with other internal records.
• Assess new investments for risk / return issues.
• Monitor existing investments and ensure accuracy of positions in Risk System.
• Integration & Modeling of non-listed investments into risk system.
• Participate actively in Council-wide projects / initiatives.
• Production of regular risk reports.
• Work closely with Fund Managers and Business Analysts. This will also involve liaising with staff at all levels and other areas of the business, i.e. Compliance, Performance, Front and Back Office.
• Assist in monitoring of market and credit risk using external risk systems. Cross examine risk analytics for consistency with market movements and credit activity.

• University Degree (Ivy League) in a technical subject (mathematics, physics, engineering or economics)
• In addition, PhD, CFA, FRM, PRM, CQF or MBA preferred.
• 3 to 8 years of investment experience with a global focus.
• Solid experience in public and private investments across all asset classes
• Good understanding of risk measures and analytics including VaR testing, scenario analysis, duration etc.  as well as benchmark risk analysis such as tracking error.
• Sound knowledge of and experience in a wide range of securities and derivatives incl. appreciation of their pricing drivers.
• Systems  / programming skills.
• Strong analytical skills coupled with high detail orientation.
• Ability to work under pressure and handle multiple assignments and tasks within tight timeframes.
• Excellent interpersonal and communication skills in English (spoken and written).
• Proactive “can do” attitude and willingness to wear multiple hats are essential.
   

Kindly note that only candidates who fully meet the above-mentioned selection criteria can be considered for this vacancy.