Senior Portfolio Risk Manager, Asset Management (Hong Kong)

Hong Kong   17th November 2023

Our client is the leading top Asia Quant Fund, with expansion plans to penetrate the US/Europe markets. It’s a new role and will direct report to the Head of Risk.

 

Key Responsibilities:

  • Take lead on statistical models in the evaluation of investment strategies to identify systematic and idiosyncratic risks across different dimensions, including their correlation and interactions.
  • Periodic validation of models and underlying methodologies to optimize forecast accuracy.
  • Evolve and enhance risk indicators, including the underlying specification and the build.

Key Requirements

  • Min 8 - 10 years’ hands-on experience in investment management and focus on portfolio risk
  • Exposure to multi-asset class strategies with detailed understanding of multi-factor models, methodologies associated with Var and Barra
  • Familiar with Python, Bloomberg Port, Barra Risk Metrics, etc

Interested parties please send your resume to Amy Ong, R1762339 at [email protected].
Regrettably, only shortlisted candidates will be contacted.

EA License Number: 20C0180 | Amethyst Partners | [email protected]