Back to jobsPortfolio Risk & Performance Assessment: Providing CRO, Group CIO & the Strategy CIO with an assessment of the risk & performance drivers of multi-asset strategies to support them in portfolio construction, capital allocation and ensuring that the risk of the strategy is appropriately managed. Such assessment includes:
Deal Evaluation: Providing an independent assessment of the risk-reward of large deals to the CRO in support of the Group Executive Committee’s evaluation of the deal
Product Assessment: Evaluating the investment risk of new products that the strategy is contemplating. Such evaluation is provided to the CRO to ensure that the risk of such new products are Compensated, Identified & Authorised
Risk Governance: Developing, implementing and reviewing frameworks & policies on the management of investment risk
Job Description
- Developing portfolio analytics across a range of qualitative and quantitative performance & risk metrics, including stress testing and scenario analysis;
- Participate in discussions with the investment team regarding any investment risk issues;
- Monitoring & reviewing the strategy’s investment activities;
- Monitoring developments in the market and assessing the potential implications of such developments on the strategy