Job Purpose:
Responsible to support the VP and Head of RMCD in overseeing investment risk management at LTAT, focusing on establishing and monitoring risk related policies and guidelines. Additionally, the role centres on enhancing decision-making for the Risk Committee and Risk Board through quantitative risk assessments, developing as well as maintaining high-standard investment risk analysis and reporting, with a focus on agile risk analytics and implementation of best market practices.
Key Accountabilities:
1. Risk Management Policies Oversight
- Develop and review comprehensive policies, guidelines and frameworks arising from investment activities to ensure alignment with LTAT's objectives and governance practices.
- Implement and ensure compliance with the policies and guidelines to manage the investment risk and safeguard the long-term financial health of the LTAT.
- Provide strategic input in crafting investment guidelines for diverse asset classes to ensure prudent risk-taking and adherence to the fund's investment objectives.
2. Portfolio Reporting and Risk Quantification
- Generate regular reports on the risk exposures and key metrics for internal and external stakeholders to provide a holistic view of the portfolio's risk profile.
- Conduct continuous risk assessments to monitor the investment portfolio, identifying and mitigating potential risks to maintain fund's sustainability.
- Maintain high standard of investment risk analysis using various risk metrics, including Value at Risk (VaR), tracking error and other relevant measures to facilitate senior management and Risk Board make informed decisions.
- Keep a vigilant eye on market trends, geopolitical events, and other external factors influencing investment risk to provide timely and relevant information that aids in anticipating and adapting to dynamic market conditions.
3. Risk Analytics
- Undertake in-depth analytics, including stress testing and scenario analysis, to evaluate the resilience of the fund's portfolio to different economic condition.
- Implement advanced risk models to assess and quantify investment risks across diverse asset classes while empower LTAT with actionable insights to optimize risk-adjusted returns.
- Perform back testing and validation process to assess the reliability and robustness of the scenario analysis and to ensure accurate insights into portfolio's risk exposures.
4. Investment Proposal Assessment
- Provide thorough independent assessment on potential risk exposure arising from the fund's investment proposals/activities to aid the decision-making process and its alignment with risk appetite.
- Identify potential risks related to market conditions, credit quality, liquidity as well as other relevant factors and evaluate the effectiveness of the risk mitigations to ensure the fund remains resilient.
5. Investment-Related Risk Advisory
- Advise on the investment-related risks including offering insights to investment teams to address new challenges and opportunities affecting investment portfolios, enhance risk-aware decision-making and mitigate potential exposures to internal stakeholders.
- Facilitate a clear understanding of potential risks and promoting proactive risk management.
- Advise on the integration of technological advancements in investment risk management tools and methodologies, enhancing the efficiency of risk assessment and mitigation processes.
6. To undertake any additional assignment as instructed by LTAT.
Requirements:
- Bachelor's degree in Finance, Risk Management, Actuarial Science, Mathematics, Statistics or any business/finance/investment related field
- A charter holder or candidate for Chartered Financial Analyst (CFA)/Financial Risk Management (FRM) would be advantageous.
- Experience in data analytics would also be advantageous.
- Minimum of 7 years of experience in investment risk management.
- Has worked in a financial institution including asset management company, investment bank, pension fund for at least 5 years.
