Let our industry specialists listen to your aspirations and present your story to the organisations in Hong Kong that fit you the best as we collaborate to write the next chapter of your successful career.
We understand that no two organisations are the same. Find out more about how we've customised our recruitment offerings to help companies in Hong Kong meet their needs.
Let our industry specialists listen to your aspirations and present your story to the organisations in Hong Kong that fit you the best as we collaborate to write the next chapter of your successful career.
We understand that no two organisations are the same. Find out more about how we've customised our recruitment offerings to help companies in Hong Kong meet their needs.
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.
Responsibilities: - 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.
Requirements: - 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.
An exciting opportunity has arisen for a talented and dedicated Counterparty Credit Risk Manager to join a leading global financial institution. This role offers the chance to deliver credit research and opinions FI counterparties, providing invaluable insights that will shape the company's business decisions. The successful candidate will enjoy a dynamic and self-directed work environment, where they can utilise their critical thinking and analytical skills to make a real impact.
This role offers an exciting opportunity to provide leadership, operational oversight and assurance of the company's new third party risk management and outsourcing risk governance framework.
Are you interested in launching your career with a world-leading specialist in professional recruitment? Gain valuable experience, expert training, and the opportunity to make a positive impact across the globe.