The Department

The task of the investment risk department is to provide a second line of defence in portfolio management of the club’s investment portfolio. This not only undertakes management of portfolio for downside risk but also to ensure the optimality of the portfolio in light of the club’s objectives.

The work of the risk analyst has a heavy quantitative influence but has to be complemented with subjective nuances/ insights into investment/ portfolio risks. Further, this is achieved in the context of the larger team and hence collaboration with investment/ Ops/external managers and data vendors is paramount.

About the Job

You will:

• Ensure an agreed-upon reporting/MIS that is comprehensive and is managed continually and with assured data quality. Gain insights from those reports to feedback into the investment process.
• The candidate should be the lead on Risk and Operations related due diligences for new and existing managers with an objective to gain insights/selection of existing/ new managers.
• Be a strong user of the risk & ESG systems and own processes relating to the areas of focus (e.g., private equity and high yield).
• Assist other team members to ensure that there is a back-up for key areas of BAU (for all asset classes) so as to ensure continuity in delivery.
• Drive collaboration with the Investment team to give insights and provide support in generation, interpretation and discussions on portfolio/ risk related matters.
• The candidate should be willing to mentor and guide the junior members of the team. To assist them with the tools, understanding and the objective of their projects or tasks. 
• To understand and assist in profiling the particular risks of the portfolio other than market risk (e.g., liquidity/ counterparty/ operational). To ensure complete understanding of the existing process and explore ways to improvise on the same.

About You

QUALIFICATIONS / EXPERIENCE (minimum requirements)

• Undergraduate in a quantitative disciplines (e.g., finance, maths) with keen interest in financial markets. Masters (Finance or MBA) is preferred.
• 5 years of experience in risk/ quantitative analysis in an investment set-up/ banks.
• CFA is preferred
• CAIA/FRM is a plus

Technical Skills (minimum requirements)

• Data management  & Quantitative analysis
• Ability to work with/write codes (scripts) in SQL/ Python/ VBA
• Good understanding of undergraduate linear algebra (matrices) and statistics.
• Optimization is a plus.