Investment Performance Operations Analyst (Risk)
We are looking for an experienced Investment Performance Operations Analyst – with specialisation in risk – to join our well established managed service team in Cyberjaya, Malaysia. You must be an expert in performance attribution and risk reporting for multi-asset institutional portfolios. CIPM or CFA qualifications are preferred.
The candidate must be based in Malaysia
- Responsible for the production/review of accurate customised investment risk & attribution reports for EQ, FI, balanced, and multi-currency (institutional) portfolios within specified timescales.
- Responsible for the calculation & reporting of daily exposures for trading reporting of various funds and asset classes for global clients.
- Preparing returns, attribution/contribution analysis, risk characteristics report of multi-asset (derivatives, equity, fixed income) multi-manager funds while creating and maintaining ad-hoc customised reports.
- Identify, highlight, and rectify the anomalies in attribution, risk numbers, and provide proper justification.
- Communication with other business areas to improve the accuracy and reliability of risk reporting.
- Returns & risk numbers reconciliation for EQ, FI, and derivative products on a daily/monthly basis.
- Proactive research and provide insight on investment risk, deviations from benchmark; asset allocation targets, and portfolio movements to clients.
- Coordinate with data providers, colleagues, and clients on issues relating to the quality and timeliness of data and the content of reports.
- Data maintenance of various derivatives (eg bond forward/equity index option/IRS/CCS etc) and fixed income in applications on a daily and monthly basis.
- Work with other teams and team members to identify improvements to business operational areas and propose appropriate action plans.
- Follow up with Business Analysts to plan a process of new data acquisition, providing the desired risk reporting solutions
- Ensuring documentation of policies, procedures, and work processes and ensuring compliance with set procedures.
- Any other assignments given by the management from time to time.
Knowledge, skills, and experience requirements
- In-depth knowledge and understanding of EQ, FI, and multi-asset class risk and attribution reporting.
- Derivatives product knowledge (eg bond forwards/ equity index options/ IRS/ CCS etc) and fixed income.
- Collateral/liquidity management knowledge – e.g. liquidity at risk (LAR), collateral ratios is a big plus.
- Proficiency in Bloomberg, Eagle IBOR, MSTR and Microsoft Office applications, (advanced Excel).
- Strong knowledge and exposure to financial markets and various financial products (including performance analytics).
- Intermediate working experience in databases, systems design, and proficiency in using VBA Macros and SQL for managing large volumes of data and performance reports.
- Strong presentation, verbal, and written communication skills.
- Ability to identify opportunities to implement automation and develop VB macros and Access DB tools independently.
- Degree or equivalent in a finance, technical, or mathematical discipline (FRM, CIPM, CFA is an added advantage).
We are looking for applicants that meet the above requirements. If you think you have what it takes and you are looking to join a fast-growing, global business, we invite you to apply. Please send a a copy of your resume to email@example.com and use “Investment Performance Operations Analyst” in the subject.