(1781) Associate Risk Analyst - FMD

Detailed description

The successful candidate will be responsible for, but not limited to, the following key performance areas:

• Measure, analyse and attribute the investment performance of portfolios.

• Provide insights into global markets, asset class performance and macroeconomic trends.

• Generate appropriate analysis to ensure that the drivers of portfolio performance are understood.

• Accurately price and value various financial instruments.

• Report on the performance of portfolios and risk-adjusted ratios and provide management information for escalation to senior management.

• Assist with the preparation of data inputs for the investment performance measurement and attribution tools.

• Provide input into the formulation and implementation of the strategic asset allocation and risk budgeting processes.

• Develop and maintain procedure manuals for operational purposes.

• Manage ad hoc internal and external client queries as well as reporting and administrative matters.

Job requirements

To be considered for this position, candidates must have:

• an Honours’s degree in Mathematics, Statistics, Finance, Actuarial Science, Financial Engineering, Investment Management, Risk Management, Econometrics or a similar field, with majors in Mathematics, Statistics or Risk Management; and

• two to five years’ relevant work experience in the asset management industry or another financial field, with at least two years’ experience in investment risk management and various aspects of financial markets.

The following would be an added advantage:

• a Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), Certificate in Investment Performance Measurement (CIPM), Chartered Alternative Investment Analyst (CAIA) or a Professional Risk Management (PRM) qualification;

• knowledge of portfolio administration systems; and

• knowledge of Visual Basic for Applications (VBA), Matlab, Python, R or any programming language.