INVESTMENT RISK OVERSIGHT - ASSO DIRECTOR / DIRECTOR / SENIOR DIRECTOR
- Well established international Asset Management Firm
- Based in Hong Kong or Singapore
Our client is an international asset management firm with an unparalleled reputation across the Asia Pacific region. With the continued growth of the organization, the need has arisen to recruit a high calibre candidate to join them.
Responsible for providing leadership and direction to develop, implement and maintain effective investment risk oversight framework for Asia. Be part of a global team of investment risk professionals in the second line of defense. Market and portfolio risk oversight, including developing and/or leveraging risk models and methodologies to identify, measure, monitor and report market risks at a regional level; independently reviewing and challenging whether portfolio risk-reward profiles are aligned with expectations; reviewing aggregated exposures to identify unforeseen concentration risks. Liquidity risk oversight, including measuring, monitoring and reporting the liquidity risk profile of investment products distributed in Asia, and highlighting possible redemption and/or capacity constraints (in normal and stressed market conditions); monitoring and reporting aggregated liquidity exposures to support regional-level diagnostics. Counterparty risk oversight, including working with relevant functions to provide independent challenge in the onboarding of new OTC derivatives trading and securities lending counterparties; developing relevant exposure metrics to measure, monitor and report such counterparty risks; monitoring and reporting credit ratings and spreads to independently challenge the ongoing creditworthiness of derivatives trading and securities lending counterparties. Investment risk governance and assessment, including monitoring the overall Asia investment risk profile through relevant Key Risk Indicators, adopting the risk standards and facilitating their implementation across the Asia businesses. Establishing and maintaining an appropriate investment risk assessment criteria framework, independently assessing investment risks across Asia and objectively reporting on risks to the relevant committees where Risk Management topics are discussed. Collaborate with Compliance to stay abreast of changes in investment risk related regulations; implement risk oversight requirements and assist first line to meet investment risk management requirements ahead of deadlines.
To be considered, you should be a degree holder in with a minimum of 10 years of experience in market risk management or quantitative analysis in a global asset management firm or in a consulting capacity. Solid knowledge and experience in market and liquidity risk methodologies for public markets strategies. Experience in alternative investments such as real assets, structured products, private debt, private equity are an asset. Proficiency and experience in MSCI Liquidity Metrics and multi-factor risk models (e.g. MSCI BarraOne). Experience in handling regulatory inquires on investment risk focused topics. Highly developed business acumen and pragmatic approach to solving problems; excellent verbal and written communication skills, including ability to articulate complex technical concepts in business terms. Strong collaboration and partnering skills and proven ability to develop effective working relationships with all three lines of defense.
Interested applicants should send a detailed resume to Michelle Ho by email to email@example.com quoting reference eFC3346.
(Applicants not contacted within 4 weeks should consider their application unsuccessful.)