Manager, Performance & Risk Analytics

BOCI-Prudential Asset Management Ltd; Hong Kong Island; On-site; HKD 420,000 - 680,000; Full time

Job summary

BOCI-Prudential Asset Management Ltd in Hong Kong seeks a risk professional for the Performance & Risk Analytics Team. The role focuses on performance analysis, risk reporting, data quality and support for investment decisions.

Responsibilities include producing performance reports, attribution analyses (Brinson, factor, security-level), risk metrics, and regulatory reporting. Proficiency in VBA, Bloomberg and FactSet is required; fluent in Chinese and English.

Qualifications

• University degree in risk/finance/statistics/mathematics or accounting.
• Excellent analytical, problem-solving, and communication skills.
• Hands-on experience with VBA, Bloomberg, and FactSet, with ability to automate reporting.

Responsibilities

• Produce regular and ad-hoc performance reports (portfolio and benchmark return).
• Perform performance attribution (Brinson, factor, and security-level) and contribution analysis.
• Provide comprehensive portfolio statistics (risk/return, volatility, Sharpe, drawdown).
• Maintain accuracy of fund performance and benchmark data in the performance database.
• Assist in producing Risk Reports (Liquidity Risk Monitoring, Default Risk, VAR, AUM).
• Conduct scenario and stress testing to identify emerging risks.
• Respond to portfolio analysis queries and quarterly regulatory reporting.
• Assist in other ad-hoc projects.

Skills

Analytical thinking

Problem-solving

Communication skills

Education

University degree in Risk/Finance/Statistics/Mathematics/Accounting

Tools

VBA

Bloomberg

FactSet

Job description

Our Risk Management Department is currently looking for a high-caliber candidate to join the Performance & Risk Analytics Team:

Responsibilities

Performance Analysis

Produce regular and ad-hoc performance reports (portfolio and benchmark return). Conductperformance interpretation and performance-related analyticalwork on portfolio management.

Produce fund factsheets, performance attribution (Brinson, factor, and security-level) and contribution analysis to Management, Investment Department and Marketing Department.

Provide comprehensive portfolio statistics (e.g., risk/return metrics, volatility, Sharpe ratio, drawdown) to support investment decision-making and performance evaluation.

Maintain and ensure the accuracy of fund performance and benchmark data on the performance database system through completion of validation controls and resolution of any identified data quality issues.

Assist in producing Risk Reports such as Liquidity Risk Monitoring Report, Company Default Risk report, VAR and AUM Analysis Report.

Conduct scenario and stress testing to identify emerging risks.

Provide accurate and timely responses to portfolio analysis queries and quarterly regulatory reporting from regulators.

Assist in other assigned ad-hoc projects.

Requirements

University graduate in Risk and Finance, Statistics, Mathematics, or Accounting with at least 3 years’ relevant working experience from investment and asset management is preferred.

Excellent analytical, problem-solving, and communication skills.

Hands‑on experience with VBA, Bloomberg, and FactSet, with the ability to automate reporting and improve efficiency.

Proficient in spoken and written Chinese and English.

Candidate with less experience will be considered for a junior level position.

We offer competitive remuneration package and comprehensive fringe benefit to the right candidates.

Teamwork * Responsibility * Integrity * Performance