Team Member - Investment Risk

1. Managing and strengthening various risk management practices related to the investment risk of mutual funds and alternate business.

2. Build/ Adopt industry best risk management frameworks.

3. Remain compliant with relevant regulations pertaining to risk management.

Job Role:

Market Risk Monitoring:

- Assist in monitoring market risk through performance metrics and ratio analysis using tools like Facts or Bloomberg.

- Computing of ratios such as VaR, Sharpe, Treynor, Information, etc.

Credit Risk Analysis:

- Track credit ratings, monitor downgrades, and support the internal credit limit approval process.

Liquidity Risk Assessment:

- Computing liquidity ratio requirements as per SEBI requirements

- Analyze portfolio maturity profiles and investor behavior to help ensure adequate liquidity.

Policy Support:

- Assist in the review and implementation of investment-related policies (e.g., Investment, Valuation, Liquidity Contingency).

Peer Group Analysis:

- Conduct periodic benchmarking and peer group comparisons for mutual fund schemes.

Performance Attribution:

- Monitoring of Scheme performance and risk attribution analysis reports of MF schemes

- Quartile analysis for all categories across mutual funds

- Fixed income portfolio contribution analysis.

Alternate Investment Oversight:

- Support risk reviews and reporting for alternate investment products, including due diligence and early warning signal tracking.

Operational Risk Management:

- Help in monitoring operational risk and review of risk registers including RCSA

Reporting & Documentation:

- Prepare risk reports and dashboards for internal stakeholders and board meetings.

Audit & Compliance:

- Assist in responding to audit queries and ensure timely resolution of audit observations.

Regulatory Awareness:

- Stay updated on SEBI and other regulatory developments impacting investment risk.