Risk Manager (Quant Analytics)

TL;DR

Risk Manager (Quant Analytics): Providing direct portfolio coverage and risk oversight for investment teams with an accent on portfolio risk reviews, exposure monitoring, and capital deployment. Focus on developing quantitative risk analytics, performing stress testing, and challenging portfolio construction to ensure alignment with the firm's risk framework.

Location: Onsite in Hong Kong

Company

Market-neutral, multi-manager investment platform focused on Asia.

What you will do

• Manage risk for assigned Portfolio Managers through bi-weekly reviews and ongoing dialogue on positioning and performance.
• Monitor portfolio risk metrics including exposures, drawdowns, concentration, liquidity, and factor risks.
• Develop and enhance quantitative risk analytics, scenario testing, and reporting tools.
• Challenge portfolio construction and ensure compliance with risk limits and investment guidelines.
• Collaborate with Trading, Compliance, Technology, and Middle Office teams to resolve operational risks.

Requirements

• 5+ years of experience in risk management or portfolio analytics on the buy-side, preferably within a multi-manager hedge fund.
• Strong understanding of long/short equities, macro, or multi-asset portfolio strategies.
• Proficiency in Python and advanced Excel skills.
• Expertise in factor models, scenario analysis, and stress testing.
• Must be able to work full-time from the office in Hong Kong.

Culture & Benefits

• Centrally located office in the heart of Hong Kong.
• Paid Annual Leave and Medical Group Insurance.
• In-built Gym facility.
• Professional learning and development opportunities.
• Inclusive environment with DEI and philanthropy initiatives.