Our client is a Hong Kong based hedge fund, who is looking for a head of risk and strategy to join their international team, reporting to the COO & CEO.
The candidate should be interested in macro strategy and global current affairs along with pricing analysis and relationships across asset classes including Commodities, Credit, Equity indices, F/X and Vol. The candidate will have responsibility to oversee the hedging of the trading book to ensure a non-correlated P&L profile and ensuring hedging of any oversized risks.
Responsibilities
include
- Working closely with the portfolio management team pre and post trade to understand potential return and risks associated with the trades
- Responsible for the risk management function and overview of trading, execution, operations and business risk. Working with each area to ensure best practice for daily tasks
- Responsible for calculating and managing risk in each of the funds on a daily basis
- Risk reporting to fund investors
- Control of risk limits and exposures per product
- Production and oversight of data capture and risk reporting
- Advising portfolio managers on potential market risk
- Reviewing and vetting counterparties
Strategy - Advising on macro and market pricing highlighting mispricing or opportunities
- Design and publish a strategy report monthly for trading discussions
- Ensure traders discuss NEW strategies before implementation and provide input
- Innovate on potential cross asset strategies in Currency, Fixed Income, Volatility, Equity and Commodities
- Suggest book hedges that complement the strategies
The ideal candidate will have a minumim of 15 years experience in risk, 5 years in a "Head of" or "deputy head of risk" role, a quantitative background and experience working in a Hedge Fund.