Chief Quantitative Risk Strategist, Fixed Income
10 hours ago
About AIA Investment
AIA is a leading investment firm seeking an experienced Chief Quantitative Risk Strategist to join our team.
Estimated Salary Range: $120,000 - $180,000 per year
Job Description
The role will act as a subject matter expert (primarily on fixed income) under the RQA function, providing independent investment risk reporting and quantitative service support.
Key responsibilities include:
- Designing and implementing a group-wide risk analytics framework for AIA's investments in fixed income, private credit, and alternatives.
- Establishing proper risk monitoring processes by developing and supporting various risk models leveraging group-wide systems (e.g., Bloomberg).
- Performing regular and ad-hoc risk analytics support, including market risk (e.g., DV01, duration, credit spread), liquidity risk (e.g., LAR), and credit/counterparty risk analysis (e.g., weighted average ORR).
- Providing advisory services on index/benchmark selection process (e.g., back-testing) and necessary customization for local investment teams.
- Participating in project implementation to provide standardized investment risk dashboards for senior management at group and local offices.
Requirements
- Bachelor's degree in financial engineering or other quantitative-oriented disciplines such as actuarial science and risk management.
- 8-10 years of experience in investment/risk modeling design/support, investment analysis, derivatives analytics, and financial risk management in global financial services firms (prior experience in buy-side/insurance industry a plus).
- Proficiency in VBA, SQL, Python, PowerBI, and experience with Bloomberg (MARS/PORT), Moody's analytics, Aladdin, and BNY Eagles.
- Professional certification or licenses, CFA and/or FRM, is a huge plus.
AIA is committed to creating a diverse and inclusive work environment that fosters collaboration, innovation, and growth. If you are passionate about risk management and want to make a meaningful contribution to our organization, we encourage you to apply.
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