Risk Manager - Investments

Job Description :

Role & Responsibilities :

- Analyze and prepare regular reviews of risk and performance reports versus objectives and guidelines using various metrics for Assets under Management (AUM).

- Assess portfolio risks (e.g., factor risk correlation, stress testing, back-testing) using risk models and analytics tools.

- Perform risk analysis on portfolios and benchmarks, reporting on market, liquidity, and concentration risks using measures such as forecast tracking error, downside risk, and VaR (including back-testing and stress-testing).

- Establish and monitor relevant compliance and governance policies, controls, and procedures, providing advice on related risks.

- Ensure adherence to regulatory and audit requirements, managing deadlines effectively.

- Communicate investment risk matters to Investment Teams and Senior Management, both in writing and verbally.

- Develop and prepare reports and presentations for senior management, regulators, and the Board related to the Investment Portfolio.

- Perform any other duties as assigned by the CRO.