Portfolio Risk & Performance Analyst

  • Competitive Salary
  • Singapore
  • Permanent, Full time
  • Lion Global Investors Ltd
  • 12 Feb 18 2018-02-12

We are looking for a dynamic and self-motivated individual who has a strong interest and commitment to develop a career in portfolio risk and performance management in an asset management firm. You will be a member of the Portfolio Risk & Performance team. This team is responsible for the production, reporting and analysis of portfolio risk and performance results.

Job Responsibilities:

• Carry out operations on performance systems such as uploading of good quality data
• Maintain and ensure the integrity of performance portfolio and index data for use in risk and performance measurement systems
• Generate performance and attribution reports for firm-wide use
• Analyze/interpret performance attribution reports
• Provide support to portfolio managers and business development in answering clients’ queries and RFIs/RFPs on performance related issues
• Liaise with external service provider on all risk and performance related issues
• Develop/document a robust process and procedure for risk and performance measurement and attribution
• Perform quantitative and qualitative assessment on overall portfolio risk exposures  and highlight exceptions for further action
• Monitor investment portfolios to ensure compliance with approved risk parameters/limits
• Evaluate calculations to ensure accuracy in reports
• Develop and improve processes to allow timely quantification of performance
• Maintain the firm’s compliance with GIPS® (Global Investment Performance Standards)


Pre-Requisites:

• You should possess at least a university degree in a quantitative discipline such as engineering or IT-related disciplines and with at least 3 years of working experience preferably in a financial services organization.
• Highly proficient and strong in SQL, Advanced Access and Excel and programming/ macro-writing skills
• Highly proficient in database management/structure with regard to portfolio valuation in an asset management firm.
• Quantitatively inclined, analytical and highly organized and methodological in handing voluminous amount of data
• Project management skills to handle a variety of assignments concurrently and meet reporting deadline
• Knowledge of return attribution techniques and methodologies for equities, fixed income and their derivatives is an added advantage and experience with portfolio performance and portfolio accounting system is desirable.