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.
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.
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