This is a challenging and rewarding role that requires a strong background in investment analytics and risk management. As a Senior Analyst, you will be responsible for delivering insights on asset-liability aware strategies and multi-asset portfolios, with a focus on fixed income.
Key Responsibilities:
* Prepare and provide oversight for key investment reports for asset & liability committees, investment manager committee, and asset allocation committee
* Implement investment risk metrics covering interest rate risk, credit risk, inflation risk, currency risk, equity risk, and counterparty risk
* SME in fixed income attribution and risk factor models
You will work closely with senior executives on investment P/L reporting, capital forecasting, and investment budget/forecasting processes. In addition, you will be responsible for investigating and monitoring portfolio movements using stress tests, scenario, and sensitivity risk analysis.
Requirements:
* 5+ years' experience in Investment Analytics role within Funds Management, Asset owner, or Custody environment
* Familiarity with investment performance and risk analytic platforms, e.g., Statpro, Bloomberg, FactSet