Risk Management Department
Senior Executive/ Executive - Investment Risk
Responsibilities:
Review and update the internal and external reporting requirements, framework, policies and
procedures relating to investment risk
Perform empirical analysis on all funds to identify portfolio at risk to changing in macroeconomic
environment of the financial industry
Propose strategies/ action plans to mitigate/ address any concerns or risk identified that require
attention from the Senior Management
Develop or implement risk-assessment models or methodologies to identify portfolio at risk or
cash flow behaviour for the funds
Identify key risk areas and mitigating factors of potential businesses and products/ funds to be
undertaken/ launched by the Company
Requirements:
Degree in Risk Management/ Finance/ Economics/ Statistics/ Business Management/ Business
Studies
At least 5 years of relevant experience in a financial institution/ asset management company or
stockbroking firm
Possesses knowledge and experience in portfolio reporting on Fixed Income, Equity, Money
Market, derivatives (FX Forward, index futures) and hedging on market, liquidity and credit risks
Familiar with the following : -
Usage of Bloomberg for analytic purposes, e.g. PRTU, AIMS, PORT, LQA, VaR, etc.
Risk metrics particularly on Risk Adjusted Return ratio, i.e. Information ratio, Sharpe ratio as well as risk budgeting, tracking error, active share, etc.
Formularization of stress testing parameters, assumptions from liquidity as well as impact on PnL from portfolio point of view
Hedge accounting/ hedge effectiveness calculation
Microsoft Excel functions, e.g. Macro, VBA, SQL, etc.
Able to work under pressure and meet tight deadlines
Possesses good analytical skills, strong interpersonal and communication skills
Join Us!
Email to us at
recruitment@publicmutual.com.my
Only shortlisted candidates will be notified.