Conduct the day to day monitoring of investment guidelines/constraints: Investigate breaches, qualify them properly and implement the appropriate procedure to follow-up breaches until they are corrected.
Support in the management, control and monitoring all types of risks in accordance with the methods, tools and procedures developed by Risk Business Line including : Market risk monitoring : liquidity, pricing, VaR/TE, stress tests
Monitor the creditworthiness of brokers/counterparties to align with regulatory requirement.
Prepare the quantitative risk materials for portfolio reviews and participating to the portfolios reviews meeting with the portfolios managers.
Prepare the various reporting to the risk business line, to the management and to the risk committee at a monthly basis.
Report all the breaches on a monthly basis to various stakeholders.
Other regular/ad doc regulatory reporting requirement such as stress testing.
Participate to the production of performance contribution/attribution reports, mainly at a monthly basis, for the clients, portfolio managers, and management for various risk purposes and ensure the quality of the results.
Work with local risk team and vendor on any potential topic or question.
BUSINESS DEVELOPMENT SUPPORT:
Support the Head of Risk to participate to the business development by reviewing risk related to new products or new activities, answering to RFPs or RFIs, participating to Due Diligences and client’s presentations, supporting the sales and marketing departments in the conduct of their activities for whatever topic related to Risk Management.
Minimum 2 year experience in risk management or in investment management is needed.
Degree in Finance / Economics / Business/ Mathematics with good academic knowledge in financial markets/financial instruments.
Proficiency in MS OFFICE including knowledgeable in basic programming (VBA), and sufficient knowledge in SQL and MS Power BI would be a plus
Proven capacity to work in an international network with common tools and methodologies.
Language skills: fluent English and mandarin, ability to speak French would be a plus
A team player but ability to work independently and take initiatives.