Senior Manager - Investment & Market Risk - BFSI

Responsibilities:

- You will be responsible for formulation and review of various risk and investment related policies such as Investment risk policy, Investment policy, Valuation policy etc.

- Performance and attribution analysis for Mutual fund schemes, Specialized Investment Funds (SIF), PMS, Alternate Investment Fund (AIF) and offshore funds which includes measuring return performance vs Peers, Benchmark etc.

- Measure and analyze key risk metrics such as Relative VaR, Factor exposure, Tracking Error, Active share, Information ratio, Duration, and Scenario analysis.

- Monitor investment risk exposures across asset classes including equities, fixed income, credit, derivatives, commodities, and alternative investments.

- Monitor liquidity risk at scheme and portfolio level vis-a-vis internally defined and approved liquidity model.

- Support development and maintenance of the firm's investment risk framework and risk appetite statement.

- Define, implement, and monitor investment risk limits regulatory as well as internal through systemic controls.

- Liaising with investment team to resolve day-to-day queries related to investment restriction.

- Conduct stress testing on all equity, debt and hybrid schemes based on predefined parameters on a regular basis.

- Preparing agenda and minutes for various committees like Investment Committee, Risk Management Committee.

- Liaising with various internal stakeholders, auditors.

Knowledge, Skills, Competencies, and Certifications:

- Strong analytical skills, with experience in using risk models, quantitative analysis, and stress testing.

- Excellent communication skills with the ability to convey complex risk information clearly to non-technical stakeholders.

- Proficiency in risk management software and tools like Bloomberg, FACTSET, Barra etc.

- Presentation Skills.

- Report Writing & Documentation.

- Sound Knowledge on Key Regulations: SEBI, Brokers, Mutual Funds, Company Act etc.

- Proficiency in MS- Excel, Word and Power point etc.