Position Summary
We are seeking to recruit a Lead Risk Manager (15+ years of relevant risk management and analytic experience) who will take on regional lead for implementing the Investment Risk Framework and the Investment Engagement Model. This is a second line of defense role responsible for investment risk oversight as well as management of country-specific risk activities for our Singapore entity. In this role, you must be able to work independently and work closely with the regional / global risk team on projects and initiatives.
Role & Responsibilities
- Lead the effort towards building a robust investment risk management capability in the Asia-Pacific region through governance, engagement, connectivity, and integration of risk analytics.
- Engage Investment Risk Analysis & Research: factor-based analytics, VaR-based metrics, sensitivities, stress-testing, liquidity & capacity analysis.
- Design / monitor risk limits and conduct Engagement Meetings with the Investment teams. Collaborate with the Risk Technology & Solutions team on automation, data management process, reporting platform, prototyping new assessment techniques & solutions.
- Lead the implementation of processes in the Stress-Testing Lifecycle: scenario design, diagnostics, and investment engagement.
- Produce regulatory and management reporting relevant to risk management.
- Lead and collaborate with other departments in relation to risk management related matters, for examples, complexity assessments for new businesses, due diligence presentations, etc.
- Lead and collaborate with regional Operational Risk Manager to investigate local risk incidents.
- Support the mentoring and development of the junior manager.
- Support business related projects covering investment risk topics.
- Support research and development of business intelligence and visualization tools to enhance portfolio risk activities to provide risk driven insights.
- Develop local risk franchise and promote risk awareness & culture.
Experience / Qualifications and Skills
- Degree in quantitative discipline.
- 15+ years of relevant experience in investment risk management and/or investment analytics role.
- Sound knowledge of market risk and liquidity risk management.
- Knowledge or risk models and solutions (MSCI RiskMetrics, LMX, Barra, Bloomberg PORT).
- Knowledge of programming languages (Python/VBA) and SQL.
- Knowledge of Power BI a plus.
- Professional qualifications: CFA/CAIA charter or FRM designation an asset.
