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Senior Manger - Investment Risk
Ref No.: 20-00211
Location: Causeway Bay, Hong Kong
Essential Responsibilities:

Development and implementation of risk measurement and reporting/analytics
  • Portfolio Inventory: Steward the WAM Asia portfolios as part of a global rollout for the 'second line' Investment Risk Oversight program, by cataloging and maintaining all the portfolios (along with benchmarks) in scope across all platforms in Canada, and tracking their investment risk coverage
  • Risk Measurement: Ensure that all WAM Asia funds are correctly modelled within chosen risk system(s)
  • Risk Analytics / Reporting:
    • Support Director, Investment Risk WAM Asia by developing regional risk reporting/monitoring requirements (e.g. Key Risk Indicators) for all investment risks present across WAM Asia, catered to local Boards and Committees
    • Contribute, as needed, to the production/analysis of global enterprise-level risk reporting (periodic or adhoc), meant to service global Boards and Committees
  • Risk Analysis:
    • Gain a solid understanding of each portfolio's investment risk profile and convert output from risk analytics solutions into meaningful insight/analysis, to enable an independent review and challenge of risks taken by portfolio managers
    • Provide timely and accurate investment risk insights to members of the Asia Investment Product and Manager Research organizations upon request
  • Liquidity Risk: Support and further enhance the current liquidity risk oversight process in place for WAM Asia
Job Requirements:
  • University degree in Finance/Statistics/Mathematics/Computer Science/Engineering; completion or pursuit of CFA/PRM/FRM designation(s) considered a major asset;
  • Minimum threeyears of related risk management experience in the Wealth & Asset Management industry;
  • Prior experience with third-party risk analytics solutions (e.g. MSCI BarraOne and RiskMetrics, Bloomberg PORT, FactSet); experience in the implementation of such solutions considered an asset
  • Knowledge of programming, database structure & management (SQL, Power Query, VBA) and data visualization BI tools (Power BI, Qlikview, Tableau);
  • Excellent proficiency with Microsoft Office tools (Excel, PowerPoint, Word, Access, SharePoint);
  • Demonstrated data transformation & manipulation experience, along with analysis of unstructured data;
  • Strong analytical skills and detail-oriented;
  • Ability to work under pressure and meet tight deadlines;
  • Strongverbal and written communication skills;