Senior Manager, Derivatives Risk & Quant Analytics

aia investment management private limited; Singapore; On-site; SGD 180,000 - 280,000; Full time

Job summary

AIA Investment Management is seeking a Senior Manager, Risk & Quantitative Analytics (RQA) in Singapore. You will serve as the subject matter expert for independent investment risk reporting, with a focus on derivatives, and help design risk frameworks across asset classes.

You'll partner with group oversight and front-, middle-, and back-office teams to enhance risk analytics, governance, and reporting capabilities, driving the oversight of derivatives exposures and the growth of the

Qualifications

• Bachelor's degree in a quantitative discipline such as financial engineering, actuarial science, econometrics, statistics, mathematics or a related field.
• At least 8years of experience in quantitative modelling, investment analysis, derivatives analytics or financial risk management within a global financial-services organisation
• CFA or FRM qualification or candidacy preferred
• Strong written and verbal communication skills, with the ability to explain technical risk concepts to varied audiences
• Strong quantitative and programming skills in Python, MATLAB and VBA

Responsibilities

• Design and implement Group-wide risk management frameworks for relevant asset classes, with particular emphasis on derivatives-related reporting, aligned with leading asset management practices.
• Establish risk-monitoring processes for fixed income and derivatives activities by developing advanced investment and risk models and embedding timely exposure and risk reporting in Group-wide systems.
• Contribute to the Investment Risk Dashboard project to deliver standardised risk reporting for senior management across Group and local offices.
• Perform regular investment risk analysis, including, but not limited to, derivative sensitivities such as Greeks and DV01, tracking error analysis, collateral sufficiency, liquidity risk, Value-at-Risk and credit risk.
• Provide diagnostics and commentary on key risk indicators and activities at asset, strategy and portfolio levels, and communicate relevant findings to stakeholders to support timely risk management.
• Oversee the outsourced derivatives back-office provider, particularly its pricing-validation activities.

Skills

Python

MATLAB

VBA

Education

Bachelor's degree in a quantitative discipline

Tools

Bloomberg

FactSet

BNY Eagle

Job description

AIA Investment Management is seeking a Senior Manager, Risk & Quantitative Analytics (RQA) in Singapore. You will serve as the subject matter expert for independent investment risk reporting, with a focus on derivatives, and help design risk frameworks across asset classes.

You'll partner with group oversight and front-, middle-, and back-office teams to enhance risk analytics, governance, and reporting capabilities, driving the oversight of derivatives exposures and the growth of the