Director, Risk Measurement
CurrentMarket, Liquidity and Counterparty Risk analytics for Multi-asset class portfolios in APAC and EMEA. Risk framework implementation and project management Second line of defence for Investment teams.Riskmetrics (MSCI) platform expertise.ESG implementation and evaluation of portfolios, peer analysis and relative analysis re benchmark.Global Regulatory risk framework implementation for SFC (HongKong), SEC Liquidity Rule (US), UCITS & AIFMD (UK) & APRA (Australia).Market Risk Analytics - Value at Risk (VaR), Back testing, Sensitivities and Stress testing.Liquidity Risk - Implementation of SEC Liquidity Rule, SFC liquidity implementation, stressed liquidity and liquidity monitoring framework.Counterparty (credit) Risk - Implementation and monitoring framework.Hands on computing skills; SQL, advanced Excel and Python.People manager - team of 8 Risk Analyst