Investment Risk Manager (Regulatory Reporting, SQL, CFA/FRM)

The Investment Risk Team's primary function is to provide the second line of defense for Investment Risk. We are looking for an Investment Risk Manager to join the Investment Risk Team in India. The primary function of this position is to assess daily derivative usage and liquidity across FT funds, leverage the technical skills to enhance the team's data analytics capabilities. The candidate is expected to achieve Business Intelligence and Engineering by understanding existing internal tools and data warehouses and to identify data quality and reliability improvements and to establish best practices.

• Identify, monitor, and communicate issues related to regulatory risks. Leverage the technical skills to enhance the team's data analytics capabilities.
• Assess daily derivative usage and liquidity across FT funds
• Identify, reconcile and resolve data issues related to derivative and liquidity calculation. Assess and analyse the accuracy and quality of the underlying data and provide commentary for the risk trends.
• Design, develop, test, automate, and launch new dashboards and reporting solutions across the Regulatory risk team
• Ensure reports are delivered to the appropriate client(s) and/or provided via automated processes to downstream systems by the agreed upon date
• Create and run standard reports and queries
• Review automated validation controls and complete issue resolution process
• Respond to ad-hoc requests for portfolio risk statistic information, and perform ad hoc analyses, such as stress tests, sensitivity or hedging analysis given various market conditions
• Ensure client requirements understood during product launch and account on-boarding and internal systems/processes are updated support requirements
• Remain current on portfolio and market risk related trends, topics, issues, systems and analytical techniques

• Bachelors degree (Masters preferred) in finance, Computer Science, Mathematics or other quantitative discipline
• CFA or FRM designation preferred.
• 5 - 10 years relevant work experience in the Mutual Fund/Financial Services Industry
• Experience with global regulatory rules including 18f4, SEC 22e-4 and UCITS liquidity requirements.
• Experience with VaR and other risk metrics
• Experience in programming languages, preferably VBA or R/Python, Power BI, Tableau or other data visualization tools
• Experience in SQL experience for data extraction, manipulation and analyses; including complex joins.
• Experience using financial/risk application/software, Bloomberg, MSCI Barra Risk Model, FactSet, and Morningstar
• Knowledge of statistical calculations, financial instruments and markets, GIPS Composite
• Strong verbal and written communications skills
• Strong attention to details and excellent analytical skills
• Ability to work independently, perform mathematical calculations (or analysis and to exercise independent judgment consistent with department guidelines
• Ability to organize and prioritize workflow and to coordinate the work of others
• Ability to maintain updated knowledge of procedures, products and activities of assigned area
• Ability to accurately proofread documents and work under pressure, and the ability to perform multiple tasks in a fast-paced, team environment.

Job Level - Individual Contributor

Work Shift Timings - 2:00 PM 11:00 PM IST