Director, Investment Risk Job

Reporting to the VP Investment Risk Analytics & Research, the position is responsible for initiating risk related analysis to better understand and communicate risks and lead a variety of risk management projects.  Help identify insights that can be used to further improve investment risk frameworks and drive action on key risk issues.

What you will do:

Risk Solution Development

• Identify creative solutions and customize them to fit HOOPP’s unique circumstances in an effective way

• Liaise with the Data Team and ISG to retrieve necessary market data and environments to support the development

• Conduct validation and reconciliation required to ensure accuracy and relevancy of the development

• Implement the latest techniques to increase efficiencies of the development

Research and Analysis

• Support Senior Management in investment decision making by monitoring and preparing different risk analysis and providing value-added commentary

• Conduct sensitivity and scenario analyses to understand the impact of changes in policy portfolio, new investments, and potential future market environments on HOOPP’s investment and risk profile.

• Analyze market best practices and identify feasible approaches for HOOPP’s usage

• Find and read relevant literature about assigned topics and interview internal and external Subject Matter Experts

• Conduct proof-of-concept process to validate ideas and potential solutions

• Cultivate insights into frameworks or methodologies for investment risk areas applicable to HOOPP’s investment.

Maintain Risk Management Framework, Policies, and Procedures

• Support Senior Management in developing Risk Appetite Framework for investment risk and set risk tolerance parameters for various risk metrics

• Maintain and operationalize certain investment risk frameworks

• Analyze and make recommendations to improve the current risk management practices including policies, reports, processes, and procedures.

Team Development

• Assisting in the development of performance goals and service standards.

• Promotes collaborative, effective, and efficient working relationships within HOOPP.

• Leads by example by consistently demonstrating organizational values.

Project Management

• In discussion with IT: assign priorities, apportion development work between teams (IT vs Risk) to drive maximum performance

• Provide inspiring leadership to the team to shorten delivery time

What you bring: ​

• Master’s degree in a quantitative field e.g. Mathematics, Finance or Actuarial Science

• Professional title in finance (CFA, FRM, PRM)

• Minimum of 9 years’ experience in quantitative finance

• A sophisticated understanding of global investing across derivatives, private and public market asset classes

• Advanced theoretical and specialized knowledge of a broad range of risk models and methodologies used in the industry

• In-depth knowledge and background in financial instruments, quantitative methodologies, and modelling and derivative pricing.

• In-depth knowledge and working experience in VaR, stress testing, and scenario generation.

• In-depth knowledge and working experience in Market, credit and Liquidity Risk.

• Experience in implementing vendor risk systems, e.g. Aladdin, Barra, MSCI.

• Extensive Experience in project management across multi-functional teams

• Strong problem-solving skills, the ability to research issues, analyze problems, synthesize information and make recommendations.

• Ability to develop high-quality staff and create a culture in the team that attracts and retains talents

• Able to handle multiple objectives and work efficiently under pressure.

• Intellectual curiosity and a passion for technology.

• Team-player with examples of delivering project deliverables within time and money budgets

• Ability to influence teams in other Divisions to achieve common goals; understands complex environments that need to consider multiple stakeholder perspectives