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Jobs in Singapore   »   Jobs in Singapore   »   Finance / Banking / Insurance Job   »   Senior Manager, Risk and Quantitative Analytics (RQA)
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Senior Manager, Risk and Quantitative Analytics (RQA)

AIA Singapore Private Limited

AIA Singapore Private Limited company logo
FIND YOUR 'BETTER' AT AIA We don't simply believe in being 'The Best'. We believe in better - because there's no limit to how far 'better' can take us. We believe in empowering every one of our people to find their 'better' - in the work they do, the career they build, the life they live and the difference they make. So that together we can support even more people - including our own - to live Healthier, Longer, Better Lives. If you believe in better, we'd love to hear from you. About the Role •\tThe role will act as subject matter expert (primarily on Fixed income) under RQA function providing independent investment risk reporting and quantitative service support, •\tAlso, he/she will actively interact with both Group and Local front office, operations and other control functions. Design and implement Group-wide risk analytics framework that AIA Investment invested on Fixed Income, including Private Credit and Alternatives (e.g. CDO/CLO). Establish proper risk monitoring processes by developing and supporting various risk models leveraging Group-wide systems (e.g. Bloomberg) in order to provide timely exposure and risk monitoring service. Perform regular/ad-hoc risk analytics support, including but not limit to market risk (e.g. DV01, Duration, credit spread), liquidity risk (e.g. LAR) and credit/counterparty risk analysis (e.g. weighted average ORR). Provide risk commentary on key risk indicators. Participate in project implementation to provide standardized investment risk dashboard for senior management at Group and Local offices. Provide advisory on Index/Benchmark selection process (e.g. back-testing) and necessary customization for Local Investment teams. Perform other responsibilities such as sustainability strategy and ESG / climate and environmental risk analytics. Build a career with us as we help our customers and the community live Healthier, Longer, Better Lives. You must provide all requested information, including Personal Data, to be considered for this career opportunity. Failure to provide such information may influence the processing and outcome of your application. You are responsible for ensuring that the information you submit is accurate and up-to-date.
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