Investment Risk Senior Analyst

Role summary

The role will report to Investment Risk Senior Manager.

Key duties and responsibilities

• Support investment risk management activities, with a focus on market and liquidity risks, to facilitate effective portfolio management and new business initiatives.:

a. Set up and maintain risk guidelines in Simcorp Dimension to ensure that the guidelines are correctly coded

b. Monitor internal risk guidelines to ensure that relevant portfolios comply with stipulated investment risk limits, independently analyze the root causes of breaches and escalate any issues appropriately.

c. Analyze and review portfolio risk exposure and performance, taking into consideration market movements, portfolio positioning, investment strategies and risk appetite

d. Support investment risk activities such as risk modelling, what if analysis, scenario analysis, stress testing, risk optimization, limits review e...