Review current portfolio risk control framework for equity, offshore, fixed income and PMS on an ongoing basis

Review the existing control policies and guidelines on an ongoing basis for both debt & equity 

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

Monitor portfolio risk for various investments done by the Investments team to assess portfolio risks

Run trend analysis on historical data received from the investment team for the portfolio and arrives at risk trends in terms of ratios, benchmarking with other mutual funds, duration-carry analysis,  etc.

Analyse the credit exposure and rating changes and its impact on the portfolio with regards to the investments in various schemes, thereby making an assessment of risk adjusted performance

Provide the findings thereafter to the investment team for risk mitigation and follows up on the same

Monitor and analyse various portfolio related risks and provide analysis and highlight key 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 basis comments by the CEO

Provide performance attribution analysis of Equity/Fixed income funds to the Fund Management Team and Senior Management / and the Investment Committee on periodic basis

Provide details on credit risk, risks in structured products like PTC, etc. to Fund Management Team and Senior Management to facilitate business decision making

Monitor other areas of risk and highlight areas of concern, etc, e.g. operational risk, sales process, branch operations, etc. 

CORE SKILLS & EXPERIENCE REQUIREMENTS 

Skills & Experience

Essential / Desirable

Experience in Risk management team within Mutual Funds / AMC

Essential

Sound knowledge of investment products and risk assessment measures

Essential

Working knowledge of the risk-based systems

Essential

Ability to analyse & interpret data, information and performance; create reports, dashboards

Essential