Sr. Manager, Risk Management

We don’t simply believe in being ‘The Best’. We believe in better - because there’s no limit to how far ‘better’ can take us.

We believe in empowering every one of our people to find their 'better' - in the work they do, the career they build, the life they live and the difference they make. So that together we can support even more people - including our own - to live Healthier, Longer, Better Lives.

Roles and Responsibilities:

1. Credit Risk

• Partner with Credit Evaluation Department to set credit framework and access criteria; assess investee entities and counterparties.
• Monitor single-issuer, industry, rating and region concentration vs. regulatory and internal limits; trigger early warnings.
• Maintain counterparty credit list — banks, repo counterparties, product managers, and derivatives counterparties (with CSA/credit support).

2. Non-Standard Debt Investment Plan Risk Management (Enhanced)

• Pre-issuance independent risk assessment: project feasibility, cash-flow adequacy, collateral valuation, credit enhancement sufficiency, borrower financial strength, industry & regional risk.
• Ongoing risk monitoring: borrower financial tracking, collateral revaluation, covenant compliance, early-warning trigger review; escalation of deteriorating credits.
• Default & restructuring risk management: recovery estimation, collateral enforcement assessment, restructuring scenario analysis, loss provisioning recommendation.
• Non-standard specific stress testing — borrower default cascade, collateral haircut, industry downturn, interest-rate shock; integrate into enterprise stress testing.
• Risk assessment of external non-standard products purchased as investor — independent manager, structure, look-through, and concentration risk review.

3. Investment Risk

• Provide independent risk opinion at Investment Committee on material proposals; participate in new product/strategy risk assessment.
• Operate 5-tier asset risk classification; coordinate impairment review with Finance.
• Design and execute semi-annual comprehensive stress testing and ad-hoc scenario analysis.

4. ERM

• Provide second-line risk oversight and backup coverage for non-investment risks, including operational risk, technology and data risk, third-party risk, business continuity, model risk and emerging risks; support incident assessment, remediation tracking, scenario exercises and regulatory or Group risk reporting where required.

Minimum Job Requirements:

• Bachelor's or above in Finance/Mathematics/Statistics/Economics; Master's preferred.
• 8-10 years buy-side risk management, ≥3 years hands-on credit risk or non-standard DIP risk at insurance asset manager, trust company or bank wealth management subsidiary.
• ≥3 years derivatives risk management experience (bond futures, interest rate swaps, FX forwards) — required for IAMAC Designated Person filing.
• Mandatory CFFEX/SAC derivatives qualification at hire; eligible to be named in IAMAC application.
• Proficient in risk modelling — VaR, Monte Carlo, Greeks, stress testing, PFE calculation.
• Hands-on with risk systems (Hengsheng/Wind/Bloomberg PORT); Murex/Calypso a strong plus.
• Strong familiarity with Insurance Funds Utilisation Measures, Debt Investment Plan Implementation Rules, Measures on Insurance Funds Participating in Financial Derivatives, Provisions on Insurance Funds Participating in Treasury Bond Futures, and IAMAC self-regulatory rules.
• Bilingual; strong quantitative and regulatory drafting.

Build a career with us as we help our customers and the community live Healthier, Longer, Better Lives.

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