Vice President, RQA FI Investment Risk Manager

Employer
BlackRock
Location
Singapore, Singapore
Salary
Competitive
Posted
Nov 27, 2020
Closes
Dec 28, 2020
Ref
9181402
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Description

About this role

Business Overview

BlackRock's Risk & Quantitative Analysis (RQA) group provides independent oversight of BlackRock's fiduciary and enterprise risks. RQA Investment Risk's principal responsibility is to ensure that the risks in BlackRock's portfolios are fully understood by our portfolio managers and senior management and are consistent with clients' objectives. We also help build "state-of-the-practice" quantitative models and analytics that help inform risk taking and portfolio construction across the firm. RQA team members tackle real-world problems, using quantitative analysis and a multi-disciplinary skillset to provide tangible solutions in the investment management process.

FI Risk Management

You will partner with the Active & passive FI portfolio management teams to monitor investment risk of portfolios. BlackRock offers a comprehensive FI platform, managing investment mandates across a variety of vehicles and strategies around the globe. Our platform features proprietary tools, expert and efficient trading, and the infrastructure necessary to meet the operational requirements our clients expect.

Key Responsibilities:

We are looking for an experienced candidate with strong quantitative and communication skills to join RQA's Investment Risk team to help manage risk across the Singapore FI platform. The role requires an ability to apply quantitative techniques to real-world problems, including analyzing portfolio risk taking and understanding financial markets. The risk manager will be required to take a lead role in facilitating discussions with portfolio managers on all aspects of the portfolio construction process, working with portfolio managers to understand the exposures and risks taken, and providing the necessary risk oversight by ensuring that senior management is advised of risks. Responsibilities include but are not limited to:

  • Partnering with investment teams and businesses to confirm that risks are fully understood, consistent with client objectives, and appropriately mitigated scaled given the investment risks
  • Understanding how macroeconomic factors drive the investment decision-making process
  • Helping portfolio managers with portfolio construction and scenario analysis
  • Regularly monitoring risks in the portfolios and presenting pertinent analyses on markets, portfolio risk and performance drivers to portfolio management teams
  • Apply concepts of portfolio construction, stress testing, risk & performance attribution, and liquidity analysis to real world investment problems
  • Helping to define and evolve the analytics and risk management framework over time to ensure adequate risk oversight


Qualifications:
  • 6-10 years of demonstrated experience in risk management, research, or portfolio management
  • An ability to explain complex ideas in simple but impactful terms in order to influence portfolio construction decisions
  • A passion for applying quantitative techniques to real-world problems including analyzing portfolio risk taking and understanding financial markets
  • A track record of analyzing markets, portfolios and investments in credit & fixed income. Preferably the Asian market.
  • Experience with scenario analysis, stress-testing, FI risk factor models, performance attribution, and other risk-related metrics and tools
  • A degree in mathematics, quantitative finance, computer science, economics, statistics, engineering or another quantitative field


You might also have:
  • An industry certification from GARP, FRM, CFA or similar organization (or are working on it).
  • Proven coding skills in R, Python, etc.
  • Knowledge of Mandarin.




Our benefits

To help you stay energized, engaged and inspired, we offer a wide range of benefits including a strong retirement plan, tuition reimbursement, comprehensive healthcare, support for working parents and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about.

About BlackRock

BlackRock's purpose is to help more and more people experience financial well-being. As a fiduciary to investors and a leading provider of financial technology, our clients turn to us for the solutions they need when planning for their most important goals. As of September 30, 2020, the firm managed approximately $7.81 trillion in assets on behalf of investors worldwide.

For additional information on BlackRock, please visit www.blackrock.com/corporate | Twitter: @blackrock | LinkedIn: www.linkedin.com/company/blackrock .

BlackRock is proud to be an Equal Opportunity and Affirmative Action Employer. We evaluate qualified applicants without regard to race, color, national origin, religion, sex, sexual orientation, gender identity, disability, protected veteran status, and other statuses protected by law.

BlackRock will consider for employment qualified applicants with arrest or conviction records in a manner consistent with the requirements of the law, including any applicable fair chance law.

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