Senior Manager, Risk and Quantitative Analytics (AIA Investment Management)
Core
Subject matter expert for independent investment risk reporting and quantitative analytics, with a focus on derivatives.
Role type
Senior Manager, Risk & Quantitative Analytics
Builds
Group-wide risk management frameworks and advanced risk analytics capabilities for the derivatives asset class
Domain
Financial Services / Investment Management / Derivatives
Deliverable
production ML models
Required skills
Derivatives analytics, Quantitative modelling, Investment risk analysis, Risk framework design, Python, MATLAB, VBA, Bloomberg, FactSet, BNY Eagle
Preferred skills
CFA, FRM
Responsibilities
Provide objective assessment of price and risk analytic outcomes; Design and implement Group-wide risk management frameworks; Perform investment risk analysis including Greeks, DV01, tracking error, and VaR; Oversee outsourced derivatives back-office pricing-validation activities
Seniority
Senior Manager, hands-on IC with strategic oversight
