Overview
The Risk Officer will monitor and identify investment risks, prepare reports, and formulate risk reduction options. The role involves assisting with asset-liability management, policy development, and contributing to risk measurement for the Fund's market risk exposures.
Tasks Summary
- Monitor and identify Investment Risks, 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.
- Assists 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.
- Prepares various written outputs, e.g. weekly, monthly, quarterly and annual reporting on the Fund's Investment Risks, Performance, and Sustainability Risk among others. Runs Risk Dashboard reports and produce new risk reports as needed
- Participates in the development, implementation and evaluation of assigned programmes and /projects, etc.; 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.
- Performs assignments, in collaboration with the 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.
- Researches, analyzes and presents 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.
- Contribute to the preparation of periodic investment performance reports by coordinating data collection, validating information with relevant teams, and supporting the interpretation of performance results across asset classes.
- Supports performance and risk attribution analyses to help identify drivers of fund‑level or programme‑level results, providing quantitative insights to management when required.
- Participate in cross‑functional projects across Risk Management involving Enterprise Risk Management, Investment Risk, Performance, Sustainability Risk, programme evaluation, or reporting system improvements, including automation and workflow optimization.
- Undertakes survey initiatives; designs data collection tools; reviews, analyzes and interprets responses, identifies problems/issues and prepares conclusions.
- Collect, analyze, and present quantitative information from diverse sources to support programme‑related decision‑making, including identification of key trends, risks, and patterns.
- Provides substantive support to consultative and other meetings, conferences, etc., to include proposing agenda topics, identifying participants, preparation of documents and presentations, etc.
- Undertakes outreach activities; conducts training workshops, seminars, etc.; makes presentations on assigned topics/activities.
- Coordinates activities related to budget and funding (programme/project preparation and submissions, progress reports, financial statements, etc.) and prepares related documents/reports (pledging, work programme, programme budget, etc.).
- Performs other duties that may be assigned by the Senior Risk officer or the Chief Risk and Compliance officer.
Experience Requirements
- A minimum of five years of progressively responsible experience in investment risk management, investment performance or similar technical function for an asset manager or asset owner is required.
- Experience in coding with Python or other equivalent programming languages is required
- Experience of at least 2 years in managing risk for investment portfolios is desirable.
- Experience in implementing risk systems is desirable.
- Experience in the integration of sustainable finance or ESG considerations into programme or analytical work, including reviewing ESG‑related data, metrics, or frameworks to inform planning, reporting, or decision‑making, is desirable.
Qualification Requirements
Advanced university degree (Master’s degree or equivalent) in business administration, finance, economics, engineering, computer science or a related field. A first-level university degree in combination with qualifying experience may be accepted in lieu of the advanced university degree.
