Location: RemotePRINCIPAL RESPONSIBILITIES:· Monthly and Daily Data maintenance - EQ and FI index, and derivatives (Bond forward/ Equity index option/ IRS/CCS)· Coordinate with various data providers and vendors to ensure timely receipts of month-end Daily data.· Coordinate with various local office ops Data Teams to ensure the smooth and correct flow of data in performance applications.· Data quality and Corp Actions Check – Ensure all the data fed by local are correct and corp actions are giving correct performance numbers.· Reconciliation – Perform daily and Monthly reconciliation at the various level and confirm the entries are matching at fund managers system and Performance systems.· Sign off monthly data – validate and sign off monthly data for the performance Analysis and Reporting.Performance and Risk Reporting - · Responsible for production/review of accurate Customized Investment Risk & Attribution reports for EQ, FI, Balanced and multi-currency (Institutional) Portfolios within specified timescales.· Responsible for calculation & reporting of Daily Exposure for Trading Reporting of various funds and asset class for the 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 customized reports.· Identify, highlight and rectify the anomalies in Attribution, Risk numbers and provide the proper justification.· Communication with other business areas necessary to improve accuracy and reliability of Risk reporting. Returns & Risk numbers reconciliation for EQ, FI and Derivative products on 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 the reports.· 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.· Work with other teams and team members working for the same projects and identify business operational areas of improvements and propose appropriate action plans.· Following up with Business Analysts for planning a process of new data acquisitions, providing the desired Risk Reporting solutionsKNOWLEDGE/SKILLS & EXPERIENCE: To be considered, you will need 2 to 7years+ experience that includes:Degree or equivalent in a Finance, Technical, Mathematical Discipline (FRM, CIPM, CFA would be an added advantage).In-depth knowledge and understanding of EQ, FI and multi-Asset class portfolio Risk & Attribution reporting.Product knowledge of derivatives (eg Bond forward/ Equity index option/ IRS/ CCS etc) and Fixed IncomeB-One experience will be an added advantage.· Knowledge on Collateral/Liquidity management – e.g. Liquidity at risk (LAR), Collateral Ratios a big plus to the role.· Proficiency in Bloomberg, Eagle IBOR, Microsoft Office applications particularly advanced Excel skills.· Strong knowledge and exposure to financial markets and various financial products (including performance analytics).· Intermediate working experience of databases, systems design and proficiency in using Power BI, VBA Macros, SQL for managing large volumes of data & Performance Reports.Strong Presentation, verbal and written communication skills. Identify the areas of automation and shall be able to develop the VB macros, Access DB tools independently.
Job Title
Invartis Consulting | Senior Analyst - Investment Performance Attribution and Risk