PR/116595 | Risk Management Assistant and Internal Auditor

Working Hours : Mon - Fri 9.00- 18.00 

Job Description
 

• Prepare/review policies and organizational risk management frameworks and strategies 

• Develop appropriate risk management processes and tools for covering enterprise especially, operational and investment risk areas

• Analyze and report enterprise risks and identify causes and create risk reduction plans together with business units

• Monitor and report risk limits in accordance with the fund’s risk management policy and SEC regulation

• Conduct and report risk analysis through standard modeling techniques

• Monitor fund subscription/redemption, and manage fund liquidity risk on daily basis

• Calculate and report benchmark performance, portfolio performance, and return-risk attributions, including Sharpe Ratio, Information Ratio, Alpha, Beta, Standard Deviation, Tracking Error, etc.

• Prepare quarterly and annual risk reports and present them to the Board of Directors

• Review Risk Management Policy, Standard Operating Procedure (SOP), fund risk limits, and other related regulations

• Provide assistance upon formulation and execution of the ERM

• Other assignments

   

Qualification

• Bachelor’s degree or higher in Business Administration, Risk Management, Economics, Statistics, Finance, or related field

  Basic knowledge and passion for the stock exchange

• Good n English (writing and speaking)

• Good command of Microsoft Office, especially Excel