My client is an alternative asset manager with offices in Hong Kong and the UK, managing market-neutral Greater China focused hedge funds and long-only enhanced index fund products. They are currently seeking a new Head of Risk in their Hong Kong office.
Responsibilities
- Responsible for the Risk Management function and the overview of trading, execution, operations and business risk. Working with each area to ensure best practices for daily tasks.
- Work closely with the portfolio management team to understand potential return and risks associated with trades, advising on potential market risk
- Responsible for calculating and managing risk in each of the funds daily, controlling risk limits and exposures per product risk reporting to fund investors
- Advising on macro and market pricing, highlighting mispricing or opportunities
- Ensure traders discuss strategies before implementation and provide input.
- Production and oversight of data capture and risk reporting, review and vet counterparties.
- Innovate on potential cross-asset strategies in Currency, Fixed Income, Volatility, Equity and Commodities
Requirements
- Minimum of 15 years' experience as Risk Manager/Trader/Portfolio Manager
- Strong expertise in equities risk management, portfolio construction, and trading ideally from a buyside background.
- Vested interest in macro strategies along with pricing analysis and relationships across asset classes, including Commodities, Credit, Equity indices, F/X and Vol.
- Experience in overseeing the hedging of trading books to ensure a non-correlated P&L profile and to ensure hedging of any oversized risks.
- Ability to interpret complex datasets using factor risk models to provide actionable insights.
- Proficiency in quantitative finance techniques and statistical programming tools such as SQL and Python for data analysis would be highly advantageous.
- Strong communication skills with the ability to articulate complex ideas clearly and build relationships internally and externally