Team Member - Investment Risk - Mutual Fund Segment

Title: Team Member-Investment Risk

Reports to: Team Manager - Risk/Chief Risk Officer

Department: Risk Management Investment Risk

JOB PURPOSE:

Managing and strengthening various risk management practices related to the investment risk of mutual funds and alternate business. Build/ Adopt industry best risk management frameworks. 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.

JOB REQUIREMENTS:

- Deep knowledge of trading mechanisms across different financial instruments/markets and applicable market regulations.

- Product knowledge across the various asset class types: Equities, Fixed Income, Derivatives.

- Working knowledge of Bloomberg, Fact set or equivalent.

EDUCATIONAL QUALIFICATION & EXPERIENCE:

- 5+ year relevant experience.

- MBA Finance/CA/FRM

SKILLS AND QUALITIES:

- Proficiency in the use of MS Excel, Macro, Word, PowerPoint etc.

- Strong Analytical skills and attention to detail

- Ability to handle multiple activities and take on additional responsibilities.

- Should be strong in verbal & written communication.