Portfolio Risk - Global Asset Manager ( 2 year contract)

Responsibilities

A new headcount, this is an exciting opportunity for someone with multi asset, quantitative, risk modelling and asset allocation experience to join a credible team which is responsible for delivering independent and objective risk advice to support portfolio construction and asset allocation decisions for the fund. This involves building risk ,models, developing and applying risk and performance attribution and decomposition frameworks, validating capital market assumptions, applying quantitative analysis and performing scenario modelling and optimisation techniques. You will develop advance portfolio risk analytics and customise risk modelling for various investment strategies across asset classes, capturing unique risk-return characteristics.

Requirements

The successful candidate will have a Degree in Mathematics/Statistics/Economics/Quantitative Finance, with at least eight years of relevant experience in a quantitative investment or risk role. Prior exposure in asset management presents a strong advantage. You have strong expertise in multi-asset risk modelling, risk factor analysis, and scenario-based stress testing, coupled with skills in advanced portfolio optimisation techniques. A solid foundation in statistics and proficiency in programming languages like R and Python is essential, particularly with time-series and panel data analysis. To succeed in this role, you will have strong organisation capabilities, and excellent communication skills to effectively convey complex quantitative concepts to internal stakeholders. Attention to detail, strong team spirit and ability to work within tight timelines is necessary.

To explore

To explore, please email your resume in confidence to Jasmine Tan at [email protected] quoting the Job Title: AVP/VP, Portfolio Risk Manager/ Ref No JT34961. Due to anticipated overwhelming response, we regret we will only be contacting short-listed candidates for further discussion.

Registration No: No: R1101482
Type of Work: Permanent

Region: Singapore

Licence No: 16S8060