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.
- 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.
- 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