Senior Manager, Risk and Quantitative Analytics (AIA Investment Management)
AIA Investment Management seeks a derivatives-focused risk analytics specialist. The role independently reviews exposures, pricing outputs and collateral needs while developing investment-risk frameworks.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Analyse derivative sensitivities and portfolio risk
- Review counterparty and collateral sufficiency
- Assess pricing outputs when new instruments are introduced
- Explain risk indicators to investment and oversight teams
What they ask for
Required
- Eight or more years in quantitative or investment-risk work
- Derivative risk analytics
- Python, MATLAB and VBA
- Financial-system familiarity
- Risk-methodology judgement
- Technical communication
Preferred
- CFA or FRM
- Education
- Bachelor qualification in a quantitative discipline.
- Experience
- Eight or more years applying quantitative methods to investments, derivative products or financial-risk decisions.
- Languages and tools
- Markets
- options, fixed-income, multi-asset
How to prepare
- Build a Greeks and DV01 exposure report
- Stress collateral requirements under market moves
- Compare pricing and risk outputs and document model limitations
What to study
- Quantitative Risk Management
- Derivatives Pricing and Computational Finance
- Counterparty Credit Risk and CVA
The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on AIA Singapore Private Limited’s site before applying: requirements, location and pay can change after we check them.
View the posting on AIA Singapore Private Limited’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with AIA Singapore Private Limited and doesn’t handle applications.