Bring your career aspirations to life with AIA!
The role will support the Head of Middle Office in providing independent investment risk reporting and analytics service to Investment Team. Acting as one of the regional risk management specialists, this role requires active interaction with both Group and Local front, middle and back office, as well as other control functions within the company.
Roles and Responsibilities:
- Lead the design and implementation Group-wide risk reporting and decision support analytics service for different asset classes that AIA Investment invested, which should be compliance to AIA Investment Governance Framework;
- Lead the Investment Risk Dashboard initiative to provide standardized risk reporting for senior management at Group and Local offices;
- Manage a Shared Service Risk Reporting Team in Cyberjaya, Malaysia to ensure the investment risk reporting operation run in sustainable and efficient manner, which meets all deadlines stated in SLA;
- Provide timely investment decision support service to front offices by leveraging professional quantitative skills in back-testing and setting up corresponding tools (e.g. Bloomberg PORT);
- Establish proper risk reporting processes for all derivatives activities by developing advanced investment and risk modeling and reporting in Group-wide derivatives management system (e.g. Bloomberg MARS, BNPP Platform) which provide timely derivative and repo exposure and risk reporting as well as P&L calculation;
- Educate and promote the latest development of performance analytics' best practices and industry standard requirements to Investment Department's teams.
- Oversight the derivatives back-office operation outsourcer in term of pricing validation;
- Perform other responsibilities and duties periodically assigned by supervisor in order to meet operational and/or other requirements.
Minimum Job Requirements:
- Education - Master's degree in Financial Engineering or other quantitative-oriented disciplines such as actuarial science, econometrics, statistics and math.
- Experience - 10+ years of experience in quantitative financial modeling, investment analysis, derivatives analytics and financial risk management in global financial services firms with at least 5 years in management role.
- Professional certification is a must (e.g. CFA, FRM, CIPM etc.)
- In-depth knowledge and experience on investment risk analytics and investment processes
- Good communication to different stakeholders to help them understanding risk reporting and corresponding technical calculations
- Sound judgement in assessing the strengths and weaknesses of risk measurement methodologies
- Strong and practical experience in systems (e.g. Bloomberg and Eagle platform) and programming for simulation
- Be able to work independently, collaboratively with different stakeholders and a good team player
- Proficiencies in English, Cantonese and Mandarin are essential
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