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

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

FIND YOUR 'BETTER' AT AIA

We don’t simply believe in being ‘The Best’. We believe in better - because there’s no limit to how far ‘better’ can take us.

We believe in empowering every one of our people to find their 'better' - in the work they do, the career they build, the life they live and the difference they make. So that together we can support even more people - including our own - to live Healthier, Longer, Better Lives.

If you believe in better, we’d love to hear from you.

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

As part of our high-performing team, you will:

• 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.

Minimum Requirements

We are looking for professionals who possess:

• 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
• 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

Why Choose AIA?

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!