Job Purpose:
Responsible for supporting in planning, managing and overseeing the investment risk management process to ensure the comprehensiveness and effectiveness of investment risk management under company's risk appetite. The main function includes monitoring investment risks, maintaining and improving risk measurement and controlling tools, assessing and analyzing risk status movement, support in setting up risk mitigation plan and procedure to reduce the impact of excessive risk, and creating risk reports to ensure executives and related parties understand and recognize the investment risk status for making decisions promptly.
Job description:
- To prepare and review the investment risk management policy to be used in setting the investment risk management framework and process.
- To participate in presenting the strategic plans for investment risk management to the team
- To maintain, review & improve risk models to ensure that it's practical, accurate and effective in assessing each type of investment risk.
- To maintain and improve risk warning and controlling tools to be in line with risk appetite level of the company and able to provide an efficient risk signal to the company.
- To produce and review on assets cash flow used in determining the RBC CAR for the company.
- To regularly measure and monitor investment risk status including Market Risk, Credit Risk, Concentration risk for investment asset and also analyzes the causes of changes in the risk status.
- To oversee and prepare investment risk reports for the Investment Committee (IC) and the Risk Management Committee (RMC) on a regular basis to facilitate the understanding of risk status and its movement to the management.
- To study and assess the fair value of all Derivatives and Structured products with the Investment Department before propose to investment in those instruments.
- To coordinate with credit rating agencies for the arrangement of the company's executives interview and prepare and validate data for a credit rating company to be used in reviewing the company's credit rating.
- To be responsible for any other ad hoc projects as assigned
Qualification:
- Bachelor's degree or higher in Risk Management, Finance, Economics, Statistics, Actuarial Science, or related fields, with 5-8 years of experience.
- Skills in coordination, communication, and data analysis.
- Knowledge in economics and financial investment.
- Good proficiency in English, including listening, speaking, reading, and writing skills.
Note: Please be informed that the company will review and collect criminal histories for interviewees solely for employment consideration.
