- Production of timely and accurate custom and regulatory risk management and fund performance analytics reports to be distributed to hedge fund clients, their investors and regulatory bodies.
- Resolve all queries in relation to risk reports.
- Support the new business process – onboarding new clients, assisting in the preparation of demos, marketing literature, maintaining demo risk system and product development (eg exploring/researching/bringing to market possible new revenue streams such as in response to emerging regulation).
- Involvement in maintenance, prototyping and user acceptance testing of internally developed valuation models and risk tools.
- Operational risk management – risk reporting process documentation; improve processes through increasing level of automation; ensure consistent application of CFS Policies and Procedures; identify and appropriately communicate potential internal and external operational risks. Assist relationship managers by participating in monthly calls or any escalation relating to day-to-day risk reporting issues; participate in communication/escalation aspects of complex issues resolution.
- Contribute to cross functional training initiatives
Education, Qualifications and Experience
· Quantitative background with a Bachelor/higher level degree or professional qualification (MSc, PhD, CQF, FRM, PRMIA, GARP, CFA, FIA);
· Proficient in Excel, VBA, SQL;
· Knowledge of business intelligence tools such as Qlik Sense (or Tableau) and Jaspersoft is a plus;
· 2-5 years experience in Financial Services, preferably with detailed knowledge of pricing/valuing/risk managing OTC derivatives using both in-house models/financial libraries/risk systems and specialist vendors such as Bloomberg BVAL, SuperDerivatives and IHS Markit;
· Knowledge of market, credit, liquidity and counterparty risk measurement and reporting under regulatory frameworks such as Form PF, Form CPO-PQR, Annex IV, Basel III/CRD IV/CRR and Solvency II is advantageous