Position Description:
To perform the risk assessment of portfolio investments while ensuring compliance with NBFC Rules and Regulations.
Job Responsibilities:
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Ensuring that all the risk management activities are performed in accordance with the Risk Management Framework.
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Monitoring of credit/ market risk parameters against the assigned limits
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Prepare reports / presentation on weekly and quarterly basis for the Board level sub-committees includes all risk parameters and its limits set internally for all funds.
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Provide periodic reports on interest rate sensitivity analysis and stress testing of collective investment scheme(s).
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Prepare returns for Fund Manager Report.
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Daily monitoring and reporting of stop loss price triggers for equity funds.
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Prepare and monitor interest rate stress testing report of money market funds.
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Maintain input or data quality of risk management systems or Bloomberg.
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All the deviation and associated risks are reported to, supervisor or Concerned Departmental Heads.
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Setting tools for Risk Adjusted Performance measured for all funds.
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Using Risk findings and making contingency plans for market emergencies.
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Perform other portfolio performance and risk activities or tasks which are assigned by supervisor or department head from time to time.
Required Competencies:
To perform the job successfully, an individual should demonstrate the following competencies:
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Independent judgment with strong analytical and risk assessment skills.
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Sound knowledge of capital and fixed income markets.
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Advanced skills required in Microsoft Excel with basic competency in VBA / Macros, knowledge of Bloomberg.
Required Education & Experience:
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Bachelor / Master’s Degree in Business Administration or Actuarial Sciences with background of Investment and Portfolio Risk Management.
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Minimum 2 to 3 years of experience in Risk Management & Investment Management Department of any financial institution or AMC.