Contract type: FULL_TIME
Location: Hong KongFULL_TIME
Job reference: H4KATT-7826F222
Date posted: 02 February 2024hong-kong banking-financial-services/hedge-funds 2024-02-02 2024-04-02 financial-services Hong Kong HK Robert Walters https://www.robertwalters.com.hk https://www.robertwalters.com.hk/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png true
An exciting opportunity has arisen for a seasoned Portfolio Risk Manager to join a leading asset management firm. This role will be responsible for evolving the framework in managing metrics associated with position and portfolio level risk tolerance. You will also have the opportunity to work on fund level modelling and back testing on the firm's multi-asset class investment model across fundamental, macro, and quantitative strategies.
- Lead statistical models in the evaluation of investment strategies to identify systematic and idiosyncratic risks across different dimensions, including their correlation and interactions.
- Perform periodic validation of models and underlying methodologies to optimise forecast accuracy.
- Evolve and enhance risk indicators, including the underlying specification and build.
* Work closely with Portfolio Managers and the Head of Risk in the portfolio selection process to ensure conformance to the firm’s risk tolerance in relation to target returns.
- Manage the firm’s exposure in close collaboration with the firm’s Investment Committee.
- Maintain a detailed understanding of multi-factor models, methodologies associated with VaR and Barra, with the ability to build at any level.
- 8+ years’ experience in investment management, with hands-on experience on portfolio risk management.
- Exposure to multi-asset class strategies across Equities, Fixed Income and Macro.
- Detailed understanding of multi-factor models, methodologies associated with VaR and Barra, with the ability to build at any level.
- Ability to work independently and make sensible judgement while being flexible to take on new responsibility/challenge.
- Strong communications skills – an ability to clearly and concisely articulate complex ideas to senior management and portfolio managers is critical.
- Proficiency in SQL, Python, Bloomberg Port, Barra Risk Metrics and other risk management tools.
- Degree in Mathematics or Statistics preferred.
Come join our global team of creative thinkers, problem solvers and game changers. We offer accelerated career progression, a dynamic culture and expert training.