Chartered Accountant / MBA (Finance)
CFA / FRM qualification or any certification in Investment Risk Management is preferable
Must Have Skills:
Total Experience - 7 Years ( Non CA ) ; CA ( 5 Years ) - Post
Candidates from life insurance will be preferred.
Also from Mutual funds industry will do but need to ensure that candidate should have equity and debt exp.
Looking for candidates with predominantly Investment Mid Office related work within the overall treasury function.
5 years must have in relevant field - Investment Performance & risk Monitoring.
Should have experience in Portfolio attribution, Risk ratio's , peer performance monitoring.
Good presentation skills & Reporting experience
The position requires advanced knowledge of sophisticated software's relating to attribution like MSCI Barra, Fact set,bloomberg attribution model ( either 1 is must ) etc. and also working knowledge of M-Fund ( Must)
Role Purpose :
Investment Risk / Performance Monitoring
Responsible for Performance attribution of Investment Portfolios
Computing various portfolio returns used to measure the risk associated with the portfolio and the return, such as Sharpe ratio, Treynor ratio, Jensens Alpha, Information Ratio, Stress testing, Back testing.
Credit appraisal of proposals related to Corporate Debt/ Bonds, IPO/ FPO Analysis.
Reporting on movement of prices.
Responsible for validation of Fund Performance v/s the Benchmark and Peers
Review of Investment news letter sent to Policyholders
Responsible for monitoring of assets supporting Liabilities and ensuring that adequate assets are maintained to support the reserves.