Deputy Manager - Investment Risk Management

Jalan Raja Chulan, Kuala Lumpur (MY)
Attractive remuneration & benefits, e.g. bonus, medical, dental, loans, retirement benefits, etc.
21 Feb 2021
22 Apr 2021
Industry Sector
Asset Management
Employment Type
Full Time

Job responsibilities:

  • Manage and review the internal and external reporting requirements, framework, policies and procedures relating to investment risk.
  • Perform empirical analysis on all funds to identify portfolio at risk to changing in macroeconomic environment of the financial industry.
  • Propose strategies/ action plans to mitigate/ address any concerns or risk identified that require attention from the Senior Management.
  • Develop or implement risk-assessment models or methodologies to identify portfolio at risk or cash flow behaviour for the funds.
  • Identify key risk areas and mitigating factors of potential businesses and products/ funds to be undertaken/ launched by the Company. 

Job requirements:

  • Degree in Risk Management/ Finance/ Economics/ Statistics/ Business Management/ Business Studies.
  • At least 10 years of relevant experience in a financial institution/ asset management company or stockbroking firm.
  • Possesses knowledge and experience in portfolio reporting on Fixed Income, Equity, Money Market, derivatives (FX Forward, index futures) and hedging on market, liquidity and credit risks.
  • Familiar with the following : -
    • Usage of Bloomberg for analytic purposes, e.g. PRTU, AIMS, PORT, LQA, VaR, etc.
    • Risk metrics particularly on Risk Adjusted Return ratio, i.e. Information ratio, Sharpe ratio as well as risk budgeting, tracking error, active share, etc.
    • Formularization of stress testing parameters, assumptions from liquidity as well as impact on PnL from portfolio point of view.
    • Hedge accounting/ hedge effectiveness calculation.
    • Microsoft Excel functions, e.g. Macro, VBA, SQL, etc.
  • Have a deep and broad understanding of business and legislation related to unit trust/ banking/ financial/ insurance industry.
  • Able to work under pressure and meet tight deadlines.
  • Possesses good analytical skills, strong interpersonal and communication skills.
  • Able to lead and manage a team of staff.
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