Overview
The Risk Officer will monitor and identify market risk for public equities and fixed income securities, and contribute to the development and enhancement of risk measurement tools.
Tasks Summary
- Monitor and identify market risk for public equities and fixed income securities, prepare and interpret reports, and formulate risk reduction and performance enhancing options.
- Provide assistance to Asset-Liability management and benchmark studies within a pension fund context and strategic asset allocation exercises.
- Assist in policy development, including conducting quantitative analysis on Fund's assets for the effectiveness and use of indexed tools and derivatives instruments for hedging equity, currency, duration, interest rate, and other risks.
- Contribute to the ongoing development, enhancement and day to day operations of risk budget, value at risk, stress testing and other market risk measurements for the Fund's market risk exposures.
- Prepare various written outputs, e.g. weekly, monthly, quarterly and annual reporting on the Fund's market risk for Global Public Equities and Global Fixed Income and running Risk dashboard reports and produce new market risk report as needed.
- Participate in the development, implementation and evaluation of assigned programmes/projects, monitors and analyzes programme/project development and implementation, reviews relevant documents and reports, identifies problems and issues to be addressed and proposes corrective actions, liaises with relevant parties, identifies and tracks follow-up actions.
- Perform assignments, in collaboration with colleagues, by planning facilitating workshops, through other interactive sessions and assisting in developing the action plan the risk team will use to manage the change.
- Research, analyze and present information gathered from diverse sources, such as assisting with preparing and finalizing modelling and integration of risk statistics by conducting research on risk metrics reports to provide quantitative inputs on various investment proposals and existing portfolio of investments.
- Undertake survey initiatives; design data collection tools; review, analyze and interpret responses, identify problems/issues and prepare conclusions.
- Provide substantive support to consultative and other meetings, conferences, etc., to include proposing agenda topics, identifying participants, preparation of documents and presentations, etc.
- Undertake outreach activities; conduct training workshops, seminars, etc.; make presentations on assigned topics/activities.
- Coordinate activities related to budget and funding (programme/project preparation and submissions, progress reports, financial statements, etc.) and prepare related documents/reports (pledging, work programme, programme budget, etc.).
- Perform other duties that may be assigned by the Risk Officer, Senior Risk officer or the Chief Risk and Compliance officer.
Experience Requirements
- Knowledge and understanding of theories, concepts and approaches relevant to market risk management (Equities and Fixed Income).
- Ability to conduct data collection using various methods.
- Familiarity with and experience in the use of various research sources, including electronic sources on the internet, intranet and other databases.
Qualification Requirements