Address
SalaryBeing a part of Finance & Advice at Suncorp Group means being switched on, endlessly curious and always adaptable. In return, you'll be supported to bring your own ideas to the table and challenge conventions - with the aim of making life a little brighter, simpler and better for our customers and each other.
The role
Take a leading role in the team and drive excellence in Investment Performance and risk analysis. Within the context of a major general insurer, provide in-depth analysis of asset-liability aware investment strategies, and provide risk analysis of multi-asset portfolio with an emphasis on fixed income exposures.
Assist the broader investments team with portfolio analysis, capital & regulatory reporting, responsible investment and net zero transition analysis and reporting, and with investor-related queries. This role will appeal to candidates seeking a challenge and looking to expand on their performance and risk analysis experience.
What you'll do
- Co-ordinate, prepare and provide oversight for key investment reports for asset & liability committees, investment manager committee and asset allocation committee
- Monitor, analyse and implement investment risk metrics covering interest rate risk, credit risk, inflation risk, currency risk, equity risk, and counterparty risk
- SME in fixed income attribution and risk factor models
- Provide analysis relating to asset & liability management, including quantifying risks relating to yield curve risk, mismatch risk and hedging activities
- Investigate portfolio movements using stress tests, scenario and sensitivity risk analysis
- Analyse portfolio performance using ex-post, ex-ante and risk-adjusted return metrics
- Calculate & deliver regulatory capital credit risk charge and asset risk charge requirements
- Support analysis and reporting of responsible investment policies and net zero initiatives
- Investigate risk adjusted performance and articulate any deviations both verbal & written
- Undergraduate qualifications (e.g. Finance, Economics, Mathematics, Engineering, Actuarial studies, etc) (mandatory)
- Post graduate studies CFA, CAIA, FRM (desirable)
- 5+ years' experience in Investment Analytics role within Funds Management, Asset owner or Custody environment
- Fixed income analysis and attribution expertise
- Familiarity with asset liability investment strategies
- Experience with Investment Performance and risk analytic platforms e.g. Statpro, Bloomberg, FactSet
- Understanding of actuarial valuations and processes (desirable)
- Knowledge of APRA prudential standards GPS114 (desirable)
