Quantitative Risk Manager
1 week ago
A market-neutral, multi-manager platform investing in liquid securities with a strong Asia focus.
Our Investment Approach- We combine established institutional support with deep knowledge of local financial markets.
- We dedicate ourselves to discovering and developing the region's best investment talent.
We are seeking an experienced quantitative risk manager to support overall Risk Management of the Fund in cooperation with risk team members.
- Daily monitoring of risk/P&L and interaction with portfolio managers during bi-weekly meetings and ad hoc discussions.
- Contribution to the creation and implementation of quantitative analytics to gain further insights into the firm's investment activities.
- Support risk management activities for the overall fund and individual portfolios.
- Develop and maintain a deep understanding of how to apply proprietary analytics to individual portfolios and the overall fund.
- Assist portfolio managers who have questions on risk or on how to use proprietary risk management tools.
- Perform custom analyses of portfolios and/or returns.
- Ensure that portfolios operate within approved fund guidelines and other risk limits on an ongoing basis.
- Coordinate with other departments to resolve issues affecting portfolio managers.
- Participate in interviews and risk assessments of candidates seeking to become portfolio managers at the firm.
- Update policies and procedures.
- At least five years' experience as a risk manager, preferably at a hedge fund or hedge fund platform employing investment strategies like long-short equities, macro, CTA, or multi-strategy.
- Experience as a hedge fund portfolio manager is a plus.
- Undergraduate or graduate degree in business, economics, or related subjects helpful.
- Experienced user of quantitative tools including multi-factor risk modeling.
- Committed team player, detail-oriented.
- Strong communication skills, including ability to guide others to understand new ideas and concepts.
- Flexible appreciation for balancing theoretical ideals with business and commercial interests.
- A strong compliance mentality.
- Excellent Excel skills (including Visual Basic) necessary; modeling and Python programming skills a plus.
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