Performance & Risk Analytics Leader

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

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.