Investment Risk Specialist


Gauteng, South Africa


Sep 2

Support risk management within the investment process through the production of meaningful performance and risk analysis. Perform this role with limited technical direction from CIO. Conduct Performance and Risk Analysis and prepare reports for EPPF- Independently (minimal oversight and supervision) verify investment data to confirm data integrity and check there are no outliers in terms of: fund data, market data, benchmark data, liability data- Compare data across performance and risk systems to ensure uniformity of data. - Run analysis on the various performance and risk systems. - Carry out investigations on any identified outliers, drill down into the data and engage with Investment Administration and Portfolio Managers both internally and externally.- Conduct performance and risk analysis per portfolio, per asset class, providing interpretations and resolutions of investment issues and flagging points of concern.- Produce monthly, quarterly and annual reports on investment and performance risk, inclusive of:- Performance metrics- Risk analysis- Exposure analysis- Contribution analysis- Risk attribution- Optimisation- Compile timely and accurate performance and risk analysis reports per portfolio.- Create and populate a template of risk profiles of the internal funds according to exposures/holdings.- Distribute reports to the relevant internal Portfolio Managers, the Multi-management team, the Deputy CIO, the CIO and other users.- Feed information into the data warehouse to ensure data integrity and Business Intelligence tool / application is updated in a timely and accurate manner.Manage and monitor the Funds asset managers in terms of their portfolio mandates- Monitor and evaluate effectiveness of investment decisions, optimising investment returns.- Develop and maintain relationships with investment and banking communities, enabling access to market research, trends and statistics.- Perform performance / risk-return analysis and provide recommendations to C.I.O. as and when required.- Assess and monitor investment portfolio risks and performance attributions.- Generate reports analysing investment performance.- Assess performance against stated benchmarks.Manage the Risk System- Act as the Barra system super-user, ensuring availability of analysis on the system.- Verify that the system is up-to-date with data.- Verify that the scenario and reports are set up within the system so that the system is adopted within business.- Convert investment scenarios into Barra definitions.- Liaise with Barra on all technical issues.- Develop customised reports.Conduct ad hoc analysis for the CIO- Identify the need to conduct proactive risk analyses. - Conduct proactive analyses around change in risk profile of the Fund, asset classes, and individual portfolios. - Interpret ad-hoc analysis, identifying the need for follow-up analysis.- Advise multi manager team with regards to investment blending decisions (from a risk perspective).- Provide input into due diligence studies, along with other stakeholders.

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