As a key member of our team, you will be responsible for delivering insights on asset-liability aware strategies and multi-asset portfolios, with a focus on fixed income.
Key Responsibilities:
* Coordinate, prepare, and provide oversight for key investment reports for asset & liability committees, investment manager committee, and asset allocation committee
* Monitor, analyze, and implement investment risk metrics covering interest rate risk, credit risk, inflation risk, currency risk, equity risk, and counterparty risk
* Provide analysis relating to asset & liability management, including quantifying risks relating to yield curve risk, mismatch risk, and hedging activities
In this role, you will have the opportunity to work closely with senior executives on investment P/L reporting, capital forecasting, and investment budget/forecasting processes. You will also be responsible for investigating and monitoring portfolio movements using stress tests, scenario, and sensitivity risk analysis.
Required Skills and Qualifications:
* 5+ years' experience in Investment Analytics role within Funds Management, Asset owner, or Custody environment
* Understanding of investment strategies and role of diversified asset exposures as they relate to general insurers
* Fixed income analysis and attribution expertise
What You'll Bring:
* A deep understanding of all financial instruments and risk modelling, including all fixed income securities and derivatives
* An excellent understanding of investment markets and the impact of key economic indicators on investment portfolios