The purpose of this role is to work with local and regional stakeholders such as but not limited to portfolio managers, compliance and investment analysts to deliver high-quality analysis on portfolio construction inputs, risks, and outcomes across the local Equity asset class.

Key Outcomes / Responsibilities

• Liaise with colleagues in Investment Governance, Asset Class Managers and Client Directors to define exposure and risk controls for fund mandates and house limits.
• Perform portfolio stress and scenario tests and set trigger points for risk reduction.
• Independently monitor the risks of investment strategies to ensure consistency with fund objectives and regulations
• Timely, accurate and relevant monitoring and analysis of the portfolio analytics: risk (market, liquidity and counterparty), return and risk-adjusted return; against limits. This is done to ensure that our portfolios are being managed with an appropriate level of risk, in line with client, regulatory and in-house expectations.
• Help set up the governance structure through the tripartite process
• Provide insight into the operation of key investment processes, including the effectiveness of asset allocation, portfolio construction and portfolio outcomes for the local Equity asset class.

Role Specific Skills and Knowledge

Essential:

• Good knowledge of Equities
• Good undergraduate degree in a numerical discipline
• Work experience within a risk or quantitative role
• Strong analytical skills and attention to detail
• Financial markets interest.
• Knowledge of financial instruments and analytics and solid technical skills.
• Good knowledge of risk factors, models and systems (such as Bloomberg, Riskmetrics, APT, etc) and of performance and attribution metrics
• Understanding of portfolio and financial theory

Singapore Employment Agency Licence No: 16S8069

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