INVESTMENT RISK AND QUANTITATIVE ANALYST (RQA)

INVESTMENT RISK AND QUANTITATIVE ANALYST (RQA)

AIA Group
7-10 years
Not Specified

Job Description


Bring your career aspirations to life with AIA!
Job Descriptions:
  • Responsible for production/review of accurate Customized Investment Risk & Attribution reports for EQ, FI, Balanced and multi-currency (Institutional) Portfolios within specified timescales.
  • Responsible for calculation & reporting of Daily Exposure for Trading Reporting of various funds and asset class for the global clients.
  • Preparing Returns, Attribution / Contribution analysis, Risk characteristics report of multi asset (Derivatives, Equity, Fixed Income) multi manager funds while creating and maintaining ad-hoc customized reports.
  • Identify, highlight and rectify the anomalies in Attribution, Risk numbers and provide the proper justification.
  • Communication with other business areas necessary to improve accuracy and reliability of Risk reporting. Returns & Risk numbers reconciliation for EQ, FI and Derivative products on daily/monthly Basis.
  • Proactive research and provide insight on investment Risk, deviations from benchmark asset allocation targets and portfolio movements to clients.
  • Coordinate with data providers, colleagues and clients on issues relating to the quality and timeliness of data and the content of the reports.
  • Data maintenance of various derivatives (eg Bond forward/ Equity index option/ IRS/ CCS etc) and Fixed Income in application on monthly and daily basis.
  • Ensuring documentation of policies, procedures and work processes and ensuring compliance with set procedures, any other assignments given by the management from time to time.
  • Work with other teams and team members working for the same projects and identify business operational areas of improvements and propose appropriate action plans.
  • Following up with Business Analysts for planning a process of new data acquisitions, providing the desired Risk Reporting solutions
  • Ensuring documentation of policies, procedures and work processes and ensuring compliance with set procedures, any other assignments given by the management from time to time.

KNOWLEDGE/SKILLS & EXPERIENCE:
To be considered, you will need7years+ experience that includes:
  • In-depth knowledge and understanding of EQ, FI and multi Asset class portfolio Risk & Attribution reporting.
  • Product knowledge of derivatives (eg Bond forward/ Equity index option/ IRS/ CCS etc) and Fixed Income
  • Knowledge on Collateral/Liquidity management - e.g. Liquidity at risk (LAR), Collateral Ratios a big plus to the role.
  • Proficiency in Bloomberg, Eagle IBOR, Microsoft Office applications particularly advanced Excel skills.
  • Strong knowledge and exposure to financial markets and various financial products (including performance analytics).
  • Intermediate working experience of databases, systems design and proficiency in using VBA Macros, SQL for managing large volumes of data & Performance Reports.
  • Strong Presentation, verbal and written communication skills. Identify the areas of automation and shall be able to develop the VB macros, Access DB tools independently.
  • Degree or equivalent in a Finance, Technical, Mathematical Discipline (FRM, CIPM, CFA would be an added advantage).

Job Details

About AIA Group

The roots of today's AIA Group can be traced to 1919 when entrepreneur Cornelius Vander Starr established his first insurance business in Shanghai, China. What followed was pioneering growth, securing AIA's position as the largest independent publicly listed pan-Asian life insurance group-spanning 18 markets and serving the holders of more than 38 million individual policies and more than 16 million group scheme members. AIA is based in Hong Kong and is listed on The Stock Exchange of Hong Kong under the stock code '1299' (ticker symbol: 'AAGIY'). AIA's contributions have supported social and economic progress across Asia, while also advancing the reach and impact of life insurance across the region. In 2020, we paid more than US$16 billion in benefits and claims, providing essential financial protection when it was needed the most. We also take pride in the long-term relationships we have developed with our customers and agents that in many cases have continued for generations. The insurance industry plays an important role in addressing the sustainability challenges our communities face. With this in mind, AIA's ambition is to be a global industry leader in Environmental, Social, Governance (ESG), shaping a sustainable future for the communities we serve and creating long-term value for our stakeholders. For more than a century, AIA has strived to make a significant, positive impact for our customers and communities across Asia. As we look to the future, this commitment is reinforced by our Purpose: to help millions of people live Healthier, Longer, Better Lives. Our Purpose guides the decisions we make and the actions we take as an organisation-empowering and enabling people to understand and manage their health, while meeting their long-term savings and protection needs. Helping create a healthier Asia is one of the most important and valuable things we can do for our communities, today and tomorrow.

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