Asia Hedge Fund – Quantitative Risk
An exciting opportunity within one of Asias 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 firms 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 firms 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
Less than 3 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.
