This role is ideal for candidates who thrive in fast-paced environments, possess strong analytical capabilities, and have a passion for leveraging data-driven insights to drive better decision-making in portfolio management.
Key Responsibilities:
* Portfolio Analysis and Advisory:
* Conduct in-depth analysis of portfolio performance and risk exposures using factor risk models, identifying key equity and macro factors driving portfolio risks.
* Collaborate with portfolio managers to refine portfolio construction strategies, ensuring efficient risk-taking and optimal risk-adjusted returns.
* Provide actionable recommendations based on data analytics to help portfolio managers adjust positions while considering constraints such as liquidity, concentration, and market conditions.
* Performance Attribution and Insights:
* Develop intuitive frameworks for performance attribution to deepen understanding of portfolio outcomes.
* Deliver clear, data-driven insights to internal stakeholders, educating them on the drivers of performance and risk metrics.
* Capital Allocation Optimization:
* Contribute to capital allocation decisions by analyzing risk-adjusted return potential across portfolios.
* Ensure alignment between firm-wide risk exposures and strategic objectives.
* Regulatory Compliance:
* Ensure investment risks are managed in compliance with regulatory requirements through disciplined monitoring and timely reporting.
Requirements:
* Experience & Expertise:
* Minimum of 5+ years of experience as a Risk Manager or trader or in portfolio analysis/ construction
* Strong expertise in equities risk management, portfolio construction, and trading across long short equity
* Familiarity with APAC/ US/europe markets and other emerging equity markets is advantageous.
* Technical Skills:
* Proficiency in quantitative finance
techniques and statistical programming tools such as SQL and Python for data analysis.
* Ability to interpret complex datasets using factor risk models to provide actionable insights.
* Analytical & Communication Skills:
* Exceptional ability to challenge, influence, and collaborate with portfolio managers to ensure robust oversight of portfolios.
* Strong communication skills with the ability to articulate complex ideas clearly and build relationships internally and externally.
