VP - Portfolio Risk
S$160000 - 180000 / annum
4 September 2018
Banking and financial services
Reputable and forward looking sovereign wealth fund organisation is urgently looking for an Portfolio Risk person.
The Portfolio Risk team is responsible to identify, assess and communicate risks and performance drivers across multiple asset classes to our senior management and clients.
- Conduct portfolio risk analysis, providing independent assessments of asset allocation and other portfolio-level investment strategies.
- Develop a deep understanding of the organisation's portfolio and the areas it is exposed to both systematic and idiosyncratic risks.
- Develop relevant frameworks and metrics for portfolio risk analysis.
- Conduct scenario analysis, and stress tests for the organisation's portfolio.
- Proactively highlight risk issues to the senior management.
- At least 5-7 years of relevant experience in a large financial or fund management institution, e.g. in portfolio management, trading, investments, portfolio risk analysis, quantitative research, or portfolio construction.
- Experience in multi-asset class portfolios, scenario analysis and stress testing.
- Quantitative and modelling skills, and experience working with modelling software (e.g. R, Matlab).
- Coding/programming skills is highly advantageous.
- Good Masters qualifications in a finance or related discipline.
- Able to work both independently and collaboratively in a team setting.
Please send your resume, in WORD format only and quote KH10613522, by clicking the apply button. Please note that only short-listed candidates will be contacted.
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