Are you looking for a challenging role in investment analytics?
We have an exciting opportunity for a Senior Analyst to join our team.
About the Role
This is a senior level position responsible for delivering insights on asset-liability aware strategies and multi-asset portfolios, with a focus on fixed income.
* Coordinate, prepare and provide oversight for key investment reports for asset & liability committees, investment manager committee and asset allocation committee.
* Monitor, analyse and implement investment risk metrics covering interest rate risk, credit risk, inflation risk, currency risk, equity risk, and counterparty risk.
* Be SME in fixed income attribution and risk factor models.
* Provide analysis relating to asset & liability management, including quantifying risks relating to yield curve risk, mismatch risk and hedging activities.
* Investigate and monitor portfolio movements using stress tests, scenario and sensitivity risk analysis.
* Analyse portfolio performance using ex-post, ex-ante and risk-adjusted return metrics.
* Support mandate compliance and pre-trade risk analysis.
* Calculate & deliver regulatory capital credit risk charge and asset risk charge requirements.
* Support analysis and reporting of responsible investment policies and net zero initiatives.
* Oversee and maintain custody reports.
* Investigate risk-adjusted performance and articulate any deviations both verbally and in writing.
* Liaise with senior executives on investment P/L reporting, capital forecasting and investment budget/forecasting processes.
* Prepare investment analyst pack, investment commentary and communications.
* Maintain, develop and enhance investment analytics reporting processes.