[What the role is]
You will be part of the team responsible for analysing the performance and risk of MAS’ foreign reserves investments.[What you will be working on]
You will work with the team to manage and review investment performance and risk systems as well as to streamline data processes and workflows to support and enhance investment performance and risk analysis of MAS’ foreign reserves portfolio. You will also work on technology projects to leverage on risk technology applications to support investment risk and performance monitoring and reporting.
In this particular role, the officer will be involved in the following areas of work:
Day-to-day maintenance of existing investment performance and risk system setup, and validation of outputs per business requirements.
Review and implementation of investment data management initiatives, and investment risk and performance system projects. As part of the team, you will work closely with portfolio managers and other stakeholders, to scope and translate business requirements into functional specifications, and prepare tender and procurement documents in support of the system review.
Incorporate the use of AI / LLM, natural language processing in investment risk surveillance such as the development of an AI/ML natural language processing model for early detection/alert of significant troubles/ potential default in specific entities and economies.
[What we are looking for]
Bachelor’s degree in computer engineering /quantitative finance / finance/ business administration, or a related field. Fresh graduates with the suitable requirements will be considered.
Proficiency in programming languages such as Python and VBA
Understanding of investment risk and performance management including professional qualification such as FRM / CFA will be an advantage.
Familiarity with IT system project management and/or investment management platforms is a plus
Strong organizational and multitasking skills.
Meticulous with excellent attention to detail and accuracy.
Strong communication and interpersonal skills.
Ability to work independently and as part of a team.
As part of the shortlisting process for this role, you may be required to complete a medical declaration and/or undergo further assessment
All applicants will be notified on whether they are shortlisted or not within 4 weeks of the closing date of this job posting