Investment Officer

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Description

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• Design, develop and implement the methodologies, policies and procedures on the risk analytics, performance attribution, reporting of the fixed income portfolios;
• Leading or contributing to key projects such as implementing systems or tools on market risk, credit and counterparty risk, investment performance, attribution and reporting;
• Being responsible for the production and distribution of investment reports and communicate directly with clients as needed; being able to quickly identify and effectively resolve issues relating to performance measurement, attribution and client reporting, 
• Developing analytical tools and providing support to portfolio managers and management in the areas of market risk, credit risk, performance, reporting, portfolio rebalancing, as well as developing and maintaining the workflow documentation, noting changes in processes as they change;
• Providing analytical support to the team in the areas of investment guideline monitoring, and quickly identify and resolve issues relating to such; developing, implementing and reviewing complex logic-based rules/formulas for specific criteria or restrictions; reviewing and ensuring that the daily, weekly and monthly deliverables of the team are completed correctly.
• Participating in the interpretation and revision of existing guidelines and in the preparation of new guidelines. Recommend improvements to guidelines to aid the interpretation and improve the ability to monitor investment guidelines.
• Mentoring/guiding/coaching junior team members;

• Keep abreast of the industry’s best practice and technology improvements pertaining to the team’s functions;
• Maintaining close contacts and liaising with internal and external counterparts including Treasury colleagues in the investment, pension and funding departments; commercial and investment banks, asset managers and central banks;
• Prepare materials for professional collaborations, advisory engagements and workshops with central banks and other official sector institutions;
• Communicate any regulatory requirements and industry best practice changes to the Department; and
• Assist in additional projects as needed within TREQA.

• Master’s degree (or equivalent work experience) in finance, engineering, data science, mathematics or related discipline and 2 – 5 years relevant work experience in finance and investments (with focus on portfolio management, market and credit risk, or investment performance)
• Strong knowledge of financial instrument, financial derivatives, valuation, risk management and investment accounting. 
• Proven quantitative and qualitative analytical skills. Programming experience in Python and Matlab is a plus. Familiarity with Bloomberg or other major trading and portfolio analytic system is a plus. 
• Demonstrated professional leadership and ability to lead, coach, and mentor junior staff, excellent team player with strong interpersonal skills and the highest ethical standards is a required.
• Excellent communication skills — both verbal and written are required. Experience giving presentations/trainings and communicating/interacting with a broad range of audiences is desirable.
• Professional certification in CFA, CPA, FRM, PRM is a plus.

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