Senior Manager, Risk and Quantitative Analytics (AIA Investment Management)

AIA; Singapore; Vor Ort; SGD 180.000 - 320.000; Vollzeit

Zusammenfassung

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.

Qualifikationen

• 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.

Aufgaben

• 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.

Kenntnisse

Python

MATLAB

VBA

Communication

Ausbildung

Bachelor's degree in quantitative field

Tools

Bloomberg

FactSet

BNY Eagle

Jobbeschreibung

Build a healthier and more sustainable future for everyone. At AIA, your skills, perspective and ideas can contribute to our Purpose of helping millions of people live Healthier, Longer, Better Lives. Across our diverse markets, you will take on meaningful challenges, collaborate with talented colleagues and help turn ideas into positive outcomes for our customers and communities. Join us to shape what comes next, grow through new experiences and extend your impact across Asia.

About the Role

Join us as Senior Manager, Risk & Quantitative Analytics (RQA) at AIA Investment Management! At AIA Investment Management, we believe in creating long-term value for our clients and communities. We are seeking a Senior Manager, Risk & Quantitative Analytics (RQA) to join our team. In this role, you will serve as the subject matter expert for independent investment risk reporting and quantitative analytics, with a particular focus on derivatives. You will be responsible for designing and enhancing risk management frameworks, developing advanced risk analytics and reporting capabilities, and providing independent oversight of derivatives exposures and activities. Partnering closely with Group oversight functions and front-, middle-, and back-office teams, you will drive robust risk monitoring, governance, and decision-making, helping to strengthen the organisation's investment risk management capabilities and support the growth of an increasingly strategic derivatives portfolio across the Group.

Key Responsibilities

• Collaborate closely with derivatives stakeholders and valuation partners to provide an objective assessment of price and risk analytic outcomes, ensuring that outputs are fit for use.
• Play an active role in the onboarding of new instruments, payoff structures, and hedging programme initiatives.
• Contribute to the design and implementation of Group-wide risk management frameworks for the derivative asset class, with particular emphasis on counterparty credit risk and collateral sufficiency.
• 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.

Minimum Requirements

• Bachelor's degree in a quantitative discipline such as financial engineering, actuarial science, econometrics, statistics, mathematics or a related field.
• At least 8 years of experience in quantitative modelling, investment analysis, derivatives analytics or financial risk management within a global financial-services organisation.
• Proficiency in financial systems such as Bloomberg, FactSet and BNY Eagle CFA or FRM qualification or candidacy preferred
• Strong written and verbal communication skills, with the ability to explain technical risk concepts to varied audiences.
• Sound judgement in assessing the strengths and limitations of risk-measurement methodologies.
• Strong quantitative and programming skills, particularly in Python, MATLAB and VBA.
• Ability to work independently and collaboratively across multiple stakeholder groups.
• 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! #LI-JY1 Build a career with us as we help our customers and the community live Healthier, Longer, Better Lives. You must provide all requested information, including Personal Data, to be considered for this career opportunity. Failure to provide such information may influence the processing and outcome of your application. You are responsible for ensuring that the information you submit is accurate and up-to-date.

“Better” starts with people who reimagine what is possible and turn ideas into meaningful action. At AIA, you will contribute in your own way, help shape outcomes that matter and collaborate with colleagues across disciplines, teams, markets and levels. We will support you to broaden your perspective, strengthen your capabilities and grow your impact. Together, we challenge assumptions, learn from one another and find better ways forward. Bring your ambition, experience and ideas to AIA, and help shape what “better” looks like.

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