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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.
See all jobsTogether, we’ll map out career-defining, life-changing pathways to achieve your career ambitions. Browse our range of services, advice, and resources.
Learn moreWe 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.
Read moreWhether you’re seeking to hire talent or a new career move for yourself, we have the latest facts, trends and inspiration you need.
See all resourcesSince our establishment in 1997, our belief remains the same: Building strong relationships with people is vital in a successful partnership.
Learn moreWork for us
Our people are the difference. Hear stories from our people to learn more about a career at Robert Walters Hong Kong
Learn moreTruly global and proudly local. Speak to us today on your recruitment needs.
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Contract type: FULL_TIME
Specialism: Financial Services
Focus: Hedge Funds
Industry: Financial Services
Salary: Negotiable
Workplace Type: No
Location: Hong Kong
FULL_TIMEConsultant: Christy Zhang
Job reference: H4KATT-7826F222
Date posted: 27 March 2024
hong-kong banking-financial-services/hedge-funds 2024-03-27 2024-05-26 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 trueAn 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.
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