Job functions / responsibilities : -
The role will support the Regional Chief Risk Officer Asia Pacific in providing independent risk oversight to the investment activities in the business.
Acting as one of the regional risk management specialists, this role requires active interaction with the front, middle and back office, as well as other control functions within the company.
This role will also work closely with other independent risk teams in New York, London, Luxembourg, Bangalore to form a global team.
In particular, the role has the following responsibilities :
Perform daily analysis and monitoring of portfolios by working closely with both the businesses and the risk management function at regional and global level, including but not limited to :
Perform deep dive review, including analysis of stress test, liquidity risk, excess return, and compare with the risk profile of the fund
perform stress scenario analysis on portfolios against internal thresholds
Perform liquidity risk monitoring for funds in scope and investigate liquidity risk trigger drivers
Analyze VaR and PnL for risk / return analysis where applicable, provide risk commentary for key VaR drivers and VaR movement at asset, strategy and fund levels for regulatory purpose
Perform counterparty risk analysis on portfolios against internal thresholds
Develop and enhance risk methodologies to detect and analyze concentration and systemic risk of portfolios
Monitor key market movements and escalate any potential unfavorable trend to senior management
Conduct ad hoc investigations and analysis into risk or market issues
Participate and contribute to regional and firm-wide initiatives which includes global projects on re-engineering risk management & back office system, improvement on reporting analytics on market, credit & country related
Review current processes, identify opportunities for improving efficiency & controls and delivering tactical / strategic solutions
Pro-actively drive dynamic initiatives to liaise with other Business / Risk teams across different countries or regions to improve any upstream data quality issue
Lead and drive the regular risk reporting / analysis for senior management’s consumption and ensure the data quality of all such kind of reports
Essential Skills / Experience :
This role requires :
Bachelor's or master's degree not limited to finance.CFA or FRM qualification is a plus
High-energy and hands-on individual with at least 5 years relevant work experience in a front or middle office environment in financial institutions, preferably fund industry.
Extensive knowledge and experience of Fixed Income and / or Equity investments and markets.
Sound knowledge in the financial market and investment risk management
Knowledge within China onshore market to support our expanding onshore China business, would be beneficial
Experience in investment risk analytics tools or systems
Detail oriented, ability to deep dive on processes and improve controls / efficiencies
Willing to drill down to the bottom of any process or control breakdown
Ability to understand business processes and their risk implications, analyze complex situations, reach appropriate conclusions, and make value-added and practical recommendations
Strong communication skills (written and verbal)
Takes ownership and initiative through problem identification and resolution
Language requirements :
Proficient in written and spoken English and Chinese would be an advantage