Develop, Manage, and Review Investment Risk, Enterprise Risk, and Operational Risk
• Review current portfolio risk control framework for Equity & Fixed Income in Mutual
Funds,
PMS, AIF, and Offshore advisory, on an ongoing basis
• Monitor portfolio risk for various investments done by the Investments team to assess
portfolio risks. Manage performance analysis through attribution reporting, Liquidity
Stress Testing, concentration and ratio analysis, etc.
• Review the existing control policies and guidelines on an ongoing basis
• Suggest updates of policies and guidelines as per regulatory and internal norms, and
establishes
a revised monitoring framework that can be implemented
• Update and implement necessary changes in control process flow basis updates from
regulatory bodies like SEBI and AMFI for changes in guidelines
• Review the new process flows and policies post-implementation on an annual basis for
further
updates
• Run trend analysis on historical data received from the investment team for the
portfolio and arrive at risk trends in terms of ratios, benchmarking with other mutual
funds, duration-carry analysis, etc.
• Analyse the credit exposure and rating changes and their impact on the portfolio about
the investments in various schemes, thereby assessing risk-adjusted performance.
Provide performance attribution analysis of Equity/Fixed income funds and details on
credit risk, risks in structured products like PTC, etc.
• Provide the findings thereafter to the investment team for risk mitigation and follow up on
the
same
• Monitor and analyze various portfolio-related risks, process-related risks, and
enterprise-level risks. Provide analysis, highlight key risks and solutions to mitigate
risks to the CEO by way of a monthly meeting implemented during the year to act as a
mechanism to highlight key risks and take necessary precaution/action-based
comments by the CEO