The role will act as a subject matter expert (primarily on Fixed income) under RQA function providing independent investment risk reporting and quantitative service support
Also, this position will actively participate 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 accurate risk monitoring processes by developing and supporting various risk models demonstrating 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.
Requirements
- Bachelor’s degree in financial engineering or other relevant fields such as actuarial science and risk management.
- 8-10 years' of experience in investment/risk modeling design/support, investment analysis, derivatives analytics, and financial risk management in global financial services firms (prior experience in Buy-side/Insurance industry a plus).
- Experienced in Bloomberg (MARS/PORT), Moody’s analytics, Aladdin and BNY Eagles.
- Professional certification or licenses, CFA and/or FRM or related experience is a huge plus
- Proficiency in VBA, SQL, Python, PowerBI is required.
Believe in better with AIA. If you work at AIA, you play an important part in this movement. Which is why we give you every opportunity to learn, grow and shape your career - your way!
We want you!
