Asia Award-Winning Hedge Fund – Quantitative Risk Analyst recruitment

An exciting opportunity within one of Asia’s award winning hedge funds has just come about. This is a newly created position with an opportunity to work directly under the CFO and have exposure to fund managers, traders, senior developers and operations. You will be expected to provide strong analytical views and generate ideas to senior management. The firm will provide the assistance and support to groom you into a vital role within the firm.

Job Responsibilities:
- Design and project manage the development of a sophisticated internal risk management system
- Analyze the risk of the firm’s Pan-Asia Hedge Fund portfolio
- Provide portfolio risk related reporting and quantitative analytical tool development
- Provide up-to-date quantitative analysis of the portfolios and sub-strategies
- Partner closely with the firm’s Risk Manager to monitor, analyze and manage risk across the Pan-Asia portfolio

Job Requirements:
- Exceptional academic background ideally within a quantitative or computer programming related degree. Masters or PhD preferred.
- Strong programming skills with knowledge of statistical/quantitative methods
- 2-5 years of working experience at an investment bank or asset management firm
- Interest to develop your career within risk management
- Driven and ambitious personality, ability to communicate effectively across the team
- Native or near native fluency in English. Cantonese/Mandarin fluency preferred but not essential.