Senior Risk and Quantitative Analytics Manager

2 months ago


Singapur, Singapore AIA Full time

DISCOVER YOUR 'BETTER' AT AIA

If you believe in better, we invite you to explore this opportunity.

Position Overview

This position serves as a subject matter expert in the Risk and Quantitative Analytics (RQA) function, focusing primarily on Fixed Income investments while delivering independent investment risk reporting and quantitative service support.

The role involves active collaboration with both Group and Local front office teams, operations, and various control functions. Develop and implement a comprehensive risk analytics framework for AIA's Fixed Income investments, which includes Private Credit and Alternatives (e.g., CDO/CLO). Create effective risk monitoring processes by designing and supporting diverse risk models utilizing Group-wide systems (e.g., Bloomberg) to ensure timely exposure and risk monitoring services. Conduct regular and ad-hoc risk analytics support, encompassing market risk (e.g., DV01, Duration, credit spread), liquidity risk (e.g., LAR), and credit/counterparty risk analysis (e.g., weighted average ORR). Provide insightful commentary on key risk indicators. Engage in project implementations aimed at delivering standardized investment risk dashboards for senior management across Group and Local offices. Offer guidance on Index/Benchmark selection processes (e.g., back-testing) and necessary adjustments for Local Investment teams. Undertake additional responsibilities, including sustainability strategy and ESG/climate and environmental risk analytics.

Qualifications

Bachelor's degree in financial engineering or other quantitative disciplines such as actuarial science and risk management. 8 to 10 years of experience in investment/risk modeling design and support, investment analysis, derivatives analytics, and financial risk management within global financial services firms (experience in Buy-side/Insurance industry is advantageous). Proficient in Bloomberg (MARS/PORT), Moody's analytics, Aladdin, and BNY Eagles. Professional certifications or licenses, such as CFA and/or FRM, are highly regarded. Strong proficiency in VBA, SQL, Python, and PowerBI is essential.

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