Investment Risk Analyst (APAC Lead)

Key responsibilities:

• Lead risk analysis on equity products, using risk models and techniques such as stress testing & scenario analysis
• Communicate methods and analysis to global investment risk team and APAC based portfolio managers for the equity business
• Develop risk analysis and modelling techniques - suggest improvements to identify and measure investment risk management
• Oversee day-to-day monitoring of investment risk in equity portfolios, including monitoring of limits and thresholds
• Research market indicators to inform portfolio managers and wider risk teams on APAC market
• Act as subject matter expert on equity investment risk management to the wider APAC business

Key requirements:

• Bachelor's degree (or equivalent) in finance or quantitative field, such as economics, statistics, mathematics & engineering
• Professional qualifications CFA, FRM, PRM, CQF preferred
• Minimum 5 years' experience in investment risk, portfolio risk or equity risk management
• Experience from asset management industry (ideally long-only)
• Experience of using risk models from MSCI Barra or similar
• Interest in APAC equity markets and risk management
• In-depth knowledge of equity risk modelling and/or pricing
• Excellent quantitative and analytical skills - ideally using programming languages Matlab, R, Python