Senior Investment Analyst

Our subsidiary is an MAS-licensed fund management company that will be managing funds for institutional investors in Singapore. We are looking for an individual to join the investment team and support the senior investment professionals in investment research and analysis, asset allocation and risk management.

Roles & Responsibilities

• Ensure the timely generation and delivery reporting of investment performance and risk reports to investors
• Develop and maintain cashflow forecasting models for underlying private asset managers as well as at aggregate portfolio level
• Perform validation and reconciliation to ensure consistent data across platforms, working to resolve discrepancies where necessary
• Assume responsibility for timely upkeep of critical research data sets, including manager exposures, holdings, dealing terms and fees
• Fulfill time-sensitive data requests and provide recommendations to the portfolio managers for displaying performance results through the performance reporting system
• Support the portfolio managers in terms of quantitative analysis as part of the evaluation for both public and private external managers and communicate and address requests related to investment performance, risk attribution, deviations from benchmarks and asset allocation targets, as well as portfolio movements
• Support the portfolio managers in developing and maintaining quantitatively driven frameworks to improve portfolio construction by developing tools to automate analyses currently being performed manually in spreadsheets
• Provide trading support by maintaining position records, entering trades into the system (upon instruction by the portfolio managers) and ensuring best execution
• Test, validate and maintain market risk models that will be used for ex-ante and ex-post risk computations
• Support the risk manager in preparation of regular and ad-hoc risk reports for various stakeholders, identifying and loading proxy data for risk computations and scenario analysis
• Support the risk manager in identifying and developing the appropriate risk metrics and reports to meet AFM’s evolving business needs
• Provide support in investment related activities, for eg validation of asset allocation long term asset class returns or manager research and selection

Requirements

• A good degree in Business, Statistics or Finance
• Minimum of 5 years of experience in investment portfolio accounting or performance measurement, or other high-accuracy data intensive role
• Attention to detail and experience reconciling data across multiple sources
• Strong quantitative skills, with proficiency in Excel, especially in data analysis tools. Experience in basic programming e.g. SQL and/or Python an advantage
• Familiarity with market risk management terminology and techniques
• Outcome and results oriented
• Excellent interpersonal and communication skills, able to work well with internal colleagues, key stakeholders and external service providers
• A self-starter with a desire to work in a team-oriented environment