Analyst, Portfolio Risk – Investment Management

Job title: Analyst, Portfolio Risk – Investment Management

Company: Kaizen Recruitment


Job description: About the CompanyVictorian Funds Management Corporation (VFMC) is the public authority responsible for investing for the benefit of Victorians on behalf of the State of Victoria. They manage funds of over $92 billion for Victorian public authorities and related organisations across insurance, superannuation, health, arts, education, and service agencies.VFMC is a diverse and collaborative team that is united by a single purpose: Improving the future prosperity of Victoria by delivering market-leading, long-term returns.About the RoleWorking in the Portfolio Risk and Solutions team, you will work collaboratively to turn whole-of-portfolio risk insights into tangible whole-of-portfolio impacts and actions. Areas of focus will include risk factors and exposures, portfolio construction, overlays and derivatives.You will assist Senior leadership in delivering the objectives and accountabilities of the Portfolio Risk and Solutions team and delivering on key projects for the fund.You will have access to senior leaders to support the management of VFMC’s investments and be developed via a 2-year investment analyst program.Key responsibilities will include:You will be responsible for a whole-of-portfolio approach to risk management, which includes:

• Actively monitor portfolio risk exposures and be able to explain movements in these exposures in terms of risk drivers. Monitor exposures against limits and take appropriate action in case of breaches.
• Become highly proficient in the use of VFMC’s investment risk systems and software tools to facilitate both regular and ad hoc risk reporting and detailed risk investigations.
• Coordinate and contribute to quantitative and technical investment projects.
• Produce clear and insightful risk reports for a range of different stakeholders.
• Maintain existing risk models and assist in the development of new models to drive deeper portfolio insights.
• Assist in the identification and measurement of emerging risks.
• Provide analysis on cross-asset class risks and contribute to a proactive, whole-of-portfolio approach to risk management.
• Monitor derivative positions, and associated credit, liquidity, and other derivative risk measures, as per VFMC policies.
• Work with each of the asset class teams to support the development of investment proposals in line with VFMC’s risk appetite and in accordance with the internal risk management policies.

Technical Skills & Qualifications required include:

• A passion for investments, ideally with exposure to multiple asset classes and expertise in risk analysis, systems, and data management;
• Relevant experience in the investment industry or financial markets, most likely obtained through working in funds management, asset consulting or investment banking, with ideally 2 – 4 years of experience;
• Tertiary qualified in a mathematics/science/engineering or finance related discipline preferred and postgraduate qualification, (completed or working towards a) CFA or Masters of Finance (desirable);
• Ability to analyse and draw insights from a wide range of datasets and strong data modelling skills;
• Proactive development of industry knowledge and the macro-economic environment and how macro-economic trends impact the investment portfolio;
• Efficiently uses time and completes tasks/projects on time;
• Effective at working collaboratively within and across teams with the ability to build sustainable business partnerships with both external providers and internal colleagues;
• Experience working in the Office 365 suite of products (including OneDrive/SharePoint and advanced Excel capability) is preferred.
• Experience with coding/programming tools and languages such as Power BI or Python and/or visualisation tools such as PowerBI.
• Experience with AI tools such as Co-pilot or ChatGPT would be beneficial.
• An accountable, independent thinker with a self-starter attitude is a must.

This is a truly exciting opportunity for an experienced investment research, actuarial or risk professional to take the next step in their career and join a leading investment management organisation, which provides genuine long-term career development opportunities.If you are interested in learning more about this position, please contact Jeremy Easy on 0432 230 245 or apply via the attached link.Kaizen Recruitment is the exclusive recruitment partner for this position, and all applications will be reviewed and assessed directly by Kaizen Recruitment.

Expected salary:

Location: Melbourne, VIC

Job date: Sun, 13 Apr 2025 03:50:44 GMT

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