Senior Executive - Investment Risk Management
- Review and update 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.
- Degree in Risk Management/ Finance/ Economics/ Statistics/ Business Management/ Business Studies.
- At least 5 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.
- Able to work under pressure and meet tight deadlines.
- Possesses good analytical skills, strong interpersonal and communication skills.