Senior Investment Risk Manager, Global Asset Management

The successful candidate will support the Portfolio Managers in continuously improving the risk/return profile delivered to investors. This will include but is not limited to working closely with relevant Portfolio Managers, identifying all sources of risk in the portfolios covered, and taking ownership of escalation and resolution of issues when identified.

The candidate will drive forward the development of analytics and/or automation of existing analytics on the desk, tying together market trends/environment with portfolio performance and positioning, etc. The candidate will also help Portfolio Managers analyse return attribution to quantify and understand drivers of performance, to ensure portfolio risk profiles reflect client expectations. Escalate any concerns and highlight the levels/decomposition of risk to senior management, including the Head of Risk and the appropriate Asset Class Head.

The nature of the role demands a quantitative mindset, programming ability, and good knowledge of derivatives. A strong understanding of portfolio risk systems, as well as their strengths and weaknesses, will be a significant advantage.

The ideal candidate will possess good communication/interpersonal skills, a good understanding of risk models and different investment processes combined with self-sufficiency and initiative.

Requirement:

• Degree educated in a quantitative subject, e.g., Quantitative Finance, Statistics
• CFA, FRM or similar, or progress toward completion preferred.
• Minimum of 8 years market risk management experience in Equity strategies, experience in strategies across multiple asset classes (Fixed Income, FX, Commodities etc.) will be a plus
• Extensive knowledge of capital markets and derivatives instruments
• Extensive knowledge of risk models, analytics and stress testing
• Good knowledge of Bloomberg, RiskMetrics, UBS Delta, Barra or similar systems
• Good knowledge of data science applications
• Good coding skills, e.g. Python, MATLAB, SQL

Please note that only shortlisted candidates will be notified.

Singapore Employment Agency Licence No: 16S8069

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