Position Description

To perform the risk assessment of portfolio investments while ensuring compliance with NBFC Rules and Regulations.

Job Responsibilities

• Ensuring that all the risk management activities are performed in accordance with the Risk Management Framework.
• Monitoring of credit/ market risk parameters against the assigned limits
• 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.
• Provide periodic reports on interest rate sensitivity analysis and stress testing of collective investment scheme(s).
• Prepare returns for Fund Manager Report.
• Daily monitoring and reporting of stop loss price triggers for equity funds.
• Prepare and monitor interest rate stress testing report of money market funds
• Maintain input or data quality of risk management systems or Bloomberg.
• All the deviation and associated risks are reported to, supervisor or Concerned Departmental Heads.
• Setting tools for Risk Adjusted Performance measured for all funds.
• Using Risk findings and making contingency plans for market emergencies.
• Perform other portfolio performance and risk activities or tasks which are assigned by supervisor or department head from time to time.

Required Competencies

• Independent judgment with strong analytical and risk assessment skills.
• Sound knowledge of capital and fixed income markets.
• Advanced skills required in Microsoft Excel with basic competency in VBA / Macros, knowledge of Bloomberg

Required Education & Experience

• Bachelor / Master’s Degree in Business Administration or Actuarial Sciences with background of Investment and Portfolio Risk Management.
• Minimum 2 to 3 years of experience in Risk Management & Investment Management Department of any financial institution or AMC.