Investment Risk Analyst
Translated automatically from the original posting.
Public Service of Georgia - Pension Fund of Georgia is announcing a vacancy for an Investment Risk Analyst.
Location: Tbilisi, Georgia Work Schedule: Full-time
Qualification Requirements:
Bachelor's degree in Finance, Economics, Business Administration, Mathematics, Statistics, Risk Management or other relevant field. Master's degree, CFA or FRM will be considered as an advantage. At least 1 year of relevant work experience in finance, investment analysis, risk management, compliance monitoring, banking, capital markets, audit, asset management, pension fund management or other related fields. Knowledge of capital markets, asset classes, investment instruments, portfolio management and basic concepts of risk and return. Basic knowledge of investment risk indicators, performance evaluation, financial analysis and compliance monitoring. Knowledge of Georgian financial markets and local investment instruments will be considered as an advantage. Strong analytical and quantitative skills. Advanced knowledge of Microsoft Excel. Knowledge of Bloomberg, portfolio management systems, risk management systems or data visualization tools will be considered as an advantage. Knowledge of Python, R, SQL, VBA, MATLAB or other programming/data analysis tools will be considered as an advantage. Good written and verbal communication skills. Detail-oriented, responsible, organized and able to work with deadlines. High standards of integrity, confidentiality, governance and compliance.
Job Responsibilities:
The Investment Risk Analyst is responsible for performing the following duties:
Risk Monitoring and Compliance Support
2.1. Support monitoring of investment risk exposures, including market, credit, liquidity, currency, concentration, counterparty and other relevant investment risks.
2.2. Support monitoring of compliance of investment activities with applicable legislation, regulatory requirements, investment policy documents, internal limits, committee decisions and relevant internal procedures.
2.3. Support the first line of risk control function of the investment service by checking investment data, exposures and limits, as appropriate, before or after transaction execution.
2.4. Participate in identifying and reporting potential breaches, deviations or emerging risks and escalate relevant issues to the Head of Portfolio Risk Management and Analytics Division in accordance with established procedures.
2.5. Support preparation and production of limit monitoring files, exposure calculations, compliance checklists and other working documents required for investment risk monitoring.
2.6. Support monitoring of actual portfolio allocation against strategic weights defined in the investment policy document and acceptable deviation corridors.
2.7. Support monitoring of counterparty trading lines, approved limits and limit utilization levels.
Analytics and Performance Assessment
2.8. Support calculation and interpretation of investment risk and portfolio performance indicators, including volatility, maximum drawdown, tracking error, concentration metrics, currency exposure, duration and other relevant metrics.
2.9. Support regular assessment of fund portfolio performance against approved benchmarks and relevant market indicators.
2.10. Participate in preparing materials for risk-adjusted return analysis, portfolio efficiency analysis and performance attribution.
2.11. Support development and improvement of analytical models, dashboards and reporting forms used by the division.
Credit Risk and Asset Class Monitoring
2.12. Support ongoing monitoring of corporate bond portfolios, including issuer financial analysis, covenant monitoring, rating changes and other relevant credit risk metrics.
2.13. Support preparation of watchlist materials for credit positions under enhanced monitoring.
2.14. Support risk-based analysis of proposed corporate credit exposures, changes to existing instruments and other investment proposals.
Scenario Analysis, Stress Testing and Strategic Asset Allocation Support
2.17. Support scenario analysis, stress testing and sensitivity analysis to assess potential impact of market, macroeconomic, interest rate, currency, liquidity or regulatory changes on fund portfolios.
2.18. Support analytical work related to strategic asset allocation, including collecting and preparing data on asset classes, risk and expected return characteristics and market indicators.
Systems, Data and Reconciliation Support
2.20. Use relevant systems and data sources, including portfolio management systems, Bloomberg, Excel and other analytical tools for risk monitoring, exposure analysis and reporting.
2.21. Support identification and resolution of data quality, reconciliation or system data issues relevant to investment risk monitoring.
2.22. Participate in reviewing pension asset net worth reconciliation results and validating risk-relevant anomalies within the division's competence.
Reporting and Documentation
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