Associate Director, Credit Market Risk

Full-time
Lead (more than 10 years)

Posted 

Technical Skills

  • Analytics
  • Asset Liability Management
  • Bonds
  • Capital Markets
  • Computer Programming
  • Credit Derivatives
  • Credit Risk
  • Derivatives
  • Fixed Income
  • Investment Management
  • Market Risk
  • Microsoft Excel
  • Microsoft Powerpoint
  • Microsoft Word
  • Portfolio Management
  • Regulatory Reporting
  • Risk Management
  • Value at Risk

Job Description

Associate Director, Credit Market Risk

Location: Hong Kong, HK

Job Summary

Responsible for managing and developing the firm’s credit portfolio risk analytics to ensure effective risk management as the business continues to grow.

Key Responsibilties

  • Manage risk appetite statements, scenario analysis, risk identification, portfolio correlation analysis and credit risk modeling (including credit and market risk / ALM models)
  • Develop and implement risk policies and processes
  • Liaise regularly with 1st line functions, including Investment, to structure and implement risk controls and ensure that issues are identified and addressed in timely manner.
  • Monitor existing investments and ensure accuracy of positions in the risk system
  • Anticipate changes in credit / capital market trends and analyse potential short and long term impact to the firm and recommend risk mitigating actions for senior management’s consideration
  • Participate and on occasions lead investment-, finance-, external & regulatory reporting-related ad-hoc projects as needed
  • Collaborate with other corporate functions on further enhancement and development initiatives to improve AIA’s risk management capabilities

Requirements

  • Minimum ten years of relevant experience in insurance, investment management and/or other financial institutions in the field of Market risk management, analytics, or portfolio management, preferably in the Fixed Income, Corporate bonds or Credit Derivatives areas
  • Experience with CTE/VaR, scenario analysis, performance attribution, and other risk metrics
  • Basic programming skills preferred
  • Sound knowledge of Excel, Word, and PowerPoint
  • Superior written and verbal communication skills
  • Knowledge of ALM management preferred
Employment TypeFull-time
Career LevelLead (more than 10 years)
Education LevelNon-specified
QualificationAIA Professional Accountancy Qualification
LanguageEnglish
AIA Group LimitedInsurance and Reinsurance

AIA Central, 1 Connaught Rd Central, Central

directions_walk13 mins walk from Admiralty Station