The Risk Manager will report to the Asia Head of Risk Management and will help to build a robust Investment Risk Management capability in the Asia Pacific region through governance, engagement, connectivity, and integration of risk analytics. The jobholder will be responsible for performing Investment Risk Analysis (incl. factor-based analytics, VaR based metrics, sensitivities, stress testing, liquidity & capacity analysis), monitoring risk limits, collaborating with the Risk Technology & Solutions team on automation, data management processes, the reporting platform and prototyping new assessment techniques & solutions. The incumbent will produce regulatory and management reports, collaborate with other departments on risk management related matters, collaborate with regional Operational Risk Management to investigate local risk incidents, support research and development of business intelligence and visualisation tools to enhance portfolio risk activities, develop the local risk franchise and promote and raise risk awareness and the risk culture.
The successful candidate will be a degree holder (ideally in a Quantitative discipline) who has gained at least 8 years relevant experience in Investment Risk Management and/or Investment Analytics role. Applicants will be required to demonstrate a solid knowledge and understanding of Market Risk and Liquidity Risk Management, knowledge of Risk Models and Solutions, knowledge of programming languages (Python/VBA and SQL). Those candidates who have knowledge of Power BI are preferred as are those with professional qualifications including CFA/CAIA and/or FRM.