The Objective of the role is to oversee risk oversight across diverse asset classes and regulatory environments, supporting the firm’s Mutual Fund, Alternative Investment Fund (AIF), National Pension System (NPS), and GIFT City-based businesses. The following are the key responsibilities:
- Investment Risk Oversight
- Monitor investment risk exposures across equity, fixed income, hybrid, and alternative portfolios.
- Design and implement portfolio risk dashboards and exception reports for CIOs, investment committees, risk committees, and trustees.
- Perform daily/weekly risk assessment basis the defined risk appetite and thresholds & conduct concentration risk assessments.
- Evaluate portfolio compliance with scheme investment objective, client guidelines, and internal risk limits.
- Conduct stress test or scenario analysis basis regulatory models, internal models or predefined scenarios i.e. macro, geopolitical and idiosyncratic stress viz. interest rate spikes, credit events, geopolitical shocks, etc.
- Hedge fund & Cross-Border Risk
- Evaluate investment risks related to Alternative funds & funds operating out of GIFT City including cross-currency exposures, offshore allocations, and derivative strategies.
- Design and implement portfolio risk dashboards and exception reports for the hedge funds and alternative funds
- Product & Regulatory Risk
- Ensure investment management adherence under SEBI (MF, AIF), PFRDA (NPS) and IFSCA regulations.
- Support various regulatory and internal risk filings & disclosures
- Review new product proposals from a risk perspective and contribute to Executive committee or Investment committee documentation.
- Represent the risk evaluation of various schemes to the investment committee, risk committees & trustees on periodical basis
- Tools, Analytics & Frameworks
- Enhance use of risk and performance attribution systems like Bloomberg PORT, FACTSET, etc.
- Enhance use of quantitative tools such as Python, R, Excel VBA, or Power BI for automated risk reporting.
- Collaborate with tech teams to integrate external risk engines and internal tools.
- Maintain risk models, monitor exceptions, and back test portfolio risk behavior.
Years Of Experience:
- 5 to 7 years with relevant experience in investment risk management
Qualifications:
- Postgraduate degree in Finance, Economics, Mathematics, or related field.
- CFA/FRM preferred.
- Strong command over fixed income and derivative risk analytics.