Manager, Performance & Risk Analytics (Risk Management)

Our Risk Management Department is currently looking for a high-caliber candidate to join the Performance & Risk Analytics Team:

Responsibilities

Performance Analysis

• Produce regular and ad-hoc performance reports (portfolio and benchmark return). Conduct performance interpretation and performance-related analytical work on portfolio management.
• Produce fund factsheets, performance attribution (Brinson, factor, and security-level) and contribution analysis to Management, Investment Department and Marketing Department.
• Provide comprehensive portfolio statistics (e.g., risk/return metrics, volatility, Sharpe ratio, drawdown) to support investment decision-making and performance evaluation.
• Maintain and ensure the accuracy of fund performance and benchmark data on the performance database system through completion of validation controls and resolution of any identified data quality issues.

Risk Oversight

• Assist in producing Risk Reports such as Liquidity Risk Monitoring Report, Company Default Risk report, VAR and AUM Analysis Report.
• Conduct scenario and stress testing to identify emerging risks.
• Provide accurate and timely responses to portfolio analysis queries and quarterly regulatory reporting from regulators.
• Assist in other assigned ad-hoc projects.

Requirements

• University graduate in Risk and Finance, Statistics, Mathematics, or Accounting with at least 3 years’ relevant working experience from investment and asset management is preferred.
• Excellent mathematical, analytical, problem-solving, and communication skills.
• Hands-on experience with Excel, VBA, Bloomberg, and FactSet, with the ability to automate reporting and improve efficiency.
• Proficient in spoken and written Chinese and English.
• Candidate with less experience will be considered for a junior level position.

We offer competitive remuneration package and comprehensive fringe benefit to the right candidates.  Interested parties please submit your application by clicking "Apply Now".

All information received will be treated in strict confidence and only be used for recruitment related purpose.  Candidates who are not being contacted within two months may consider their applications unsuccessful. Unsuccessful applications will be retained for up to twelve months for further recruitment purposes and will then be destroyed.

Teamwork   *   Responsibility   *   Integrity   *   Performance