Head of Risk Management - Hedge Fund - Hong Kong

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

Nicoll Curtin - Singapore - Hong Kong - Full time

Salary: HK$1m - HK$1m

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
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