1. A well-established asset management company 2. A regional risk team 3. Stable work environment
Our client, a well-established asset management company, is seeking an Associate, Investment Risk. Reporting to the Head of Investment Risk, the candidate will assist to work closely with portfolio managers in Asia covering equities, fixed income and multi-assets.
- Provide support to the department head to enhance investment risk management capabilities. Build risk indicators and quantitative tools to improve risk management and/or portfolio construction process.
- Perform investment risk analysis, including factor-based attribution, liquidity / capacity analysis, VaR-based metrics, etc. Assist in ad hoc analysis to handle investment risk enquiries by adopting statistical methods and data science technologies
- Monitor risk limits and review investment performance for relevant strategies in Asia
- Respond to requests from internal parties regarding performance analysis and model methodology and work closely with product specialists
- Work closely with investment risk teams in head office to assess new techniques/ processes
- University graduate with degree in quantitative discipline (Mathematics, Physics, Engineering, Computer Science, Financial Engineering). CFA / CAIA / FRM qualification will be well regarded
- At least three years of relevant experience in investment risk management and/or performance analysis roles.
- Good understanding of market risk and liquidity risk management across different asset classes, including equities, fixed income, multi-assets
- Knowledge of risk models and solutions (Axioma, MSCI RiskMetrics, Bloomberg PORT, FactSet)
- Strong programming skills (R/Python/VBA) and SQL.
- Knowledge of Tableau a plus.
- Strong command in English is required
Interested parties please send your updated resume in WORD format with current and expected salaries (quoting Employer Ref:) to banking@aimHigher.com