Policy Development and Implementation- Assist in the development, enhancement, and implementation of private market risk policies and guidelines under the investment risk intellectual documents to ensure in line with the development in investment strategy and approved business plan under various related policies and guidelines (i.e., Investment Policy (IP), Investment Guidelines (IG), Financial Policy, and Guidelines (FPG).
Private Market Risk Management- Collate information and conduct research in reviewing investment proposals related to private market portfolios and fund level investment strategy and provide independent investment risk review and guidance to direct report to facilitate decision making at Investment Committee, Investment Panel, and KWEST Board meetings.
- Monitor the compliances of investment risk exposure against approved private market risk limits and escalate to immediate supervisor and compliance unit in the event of non-compliances.
- Perform periodic/ad-hoc stress simulation on private market risk for investment portfolio.
Stakeholder Engagement- Conduct research, participate in site visits and joint initiatives, and provide relevant risk advisory with guidance from supervisors on private market risk strategy and system for internal and external stakeholders.
- Provide support in the closure of internal and external audit findings for private market risk findings of stakeholders.
- Provide support in preparing relevant private market risk notification and investment proposal papers and assist in performing presentations to KWAP’s Board, Senior Management, and Management committees.
Reporting- Prepare periodic and ad-hoc private market risk reporting as required for internal usage and distribution to support monitoring and decision making to Senior Management and Board-level committees, relevant committees, and other identified stakeholders.
Data Analysis- Provide support in analysing private market risk reporting data trends and outlook to facilitate decision making. Escalate to immediate supervisor in the event of significant market and portfolio movement
Investment Risk System