Senior Derivatives Risk & Quant Analytics Lead

AIA; Singapore; On-site; SGD 180,000 - 320,000; Full time

Job summary

AIA Investment Management is seeking a Senior Manager, Risk & Quantitative Analytics to lead independent risk reporting and analytics for derivatives. You will design frameworks, develop advanced risk tools and oversee pricing-validation with partners across front-, middle-, and back-office teams.

The role emphasizes governance, robust risk monitoring and clear communication to stakeholders, enhancing the group’s derivatives capabilities across markets.

Qualifications

• Bachelor's degree in a quantitative field such as financial engineering, actuarial science, econometrics, statistics or mathematics.
• 8+ years in quantitative modelling, investment analysis, derivatives analytics or financial risk management.
• CFA or FRM qualification or candidacy preferred.
• Strong written and verbal communication; ability to explain risk concepts to varied audiences.
• Strong quantitative and programming skills in Python, MATLAB and VBA.

Responsibilities

• Collaborate with derivatives stakeholders and valuation partners to provide objective price and risk analytics.
• Onboard new instruments, payoff structures, and hedging programme initiatives.
• Design and implement Group-wide risk management frameworks for derivatives, focusing on counterparty credit risk and collateral sufficiency.
• Perform regular investment risk analysis including Greeks, DV01, tracking error, collateral sufficiency, liquidity risk and VaR.
• Provide diagnostics and commentary on key risk indicators and communicate findings to stakeholders.
• Oversee the outsourced derivatives back-office pricing-validation activities.

Skills

Python

MATLAB

VBA

Communication

Education

Bachelor's degree in quantitative field

Tools

Bloomberg

FactSet

BNY Eagle

Job description

AIA Investment Management is seeking a Senior Manager, Risk & Quantitative Analytics to lead independent risk reporting and analytics for derivatives. You will design frameworks, develop advanced risk tools and oversee pricing-validation with partners across front-, middle-, and back-office teams.

The role emphasizes governance, robust risk monitoring and clear communication to stakeholders, enhancing the group’s derivatives capabilities across markets.