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