Support client's risk management team in their risk reporting, compliance and valuation activities. Candidate should have a good understanding of financial risk concepts and be proficient in tools such as Excel/VBA and SQL.
Risk Reporting, Compliance and Valuations
Preparing risk reports and ensuring compliance with the governing policies are the primary responsibilities of our risk team in India. Following is a brief description of their daily functions:-
*Compile and validate data to issue reliable & timely reports which are tailored to the needs of individual fund managers
*Regular maintenance and upgrade of risk models viz. internal models as well as external services such as FactSet/Intex etc.
*Recommend and help in execution of various hedges pertaining to foreign exchange and interest rate risks of the client
*Development and maintenance of BI & risk monitoring tools using MS Excel/VBA and SQL
*Monitor and report risk policies, trading risk limits & other controls surrounding various funds and entities on regular basis
*Assist the valuation team in periodic valuation of private equity holdings and structured assets.
*Performance attribution and benchmarking against various indices and third-party investment vehicles
Risk team also works on several projects pertaining to the risk management of insurance subsidiaries of the client
Key Skills: *In-depth Understanding of the theory and practices of either Market Risk or Credit Risk is a must
*Expertise in MS Excel/ VBA and their application to risk reporting. Understanding of databases is a plus.
*Knowledge of valuations & modelling of major asset classes and financial products, especially the fixed income securities
*Understanding of the macroeconomic events and their impact on alternative investments and fund's performance is highly desirable
*Excellent verbal and written communication skills. Ability to communicate the results of analysis to portfolio managers is important