A leading Hedge Fund in Hong Kong is looking for a Risk Manager to join their Risk Management and Quantitative Research team.

The Risk team plays a vital role in the firm’s investment process, building a deeply rooted culture of efficient risk management, fact-ful performance attribution and investment process enhancement. Risk managers lead research efforts to identify opportunities for improved risk management, investment behaviour, and portfolio construction, with the goal of helping the firm deliver superior risk-adjusted performance. The paramount mission of the team is to protect the firm from improper levels of exposure and ensure that risk-taking is always efficient and deliberate. And we are looking for someone who is a creative idea generator and practical problem solver who can take an idea all the way to commercial implementation.

We're looking for:

• Five or more years of experience as a risk manager or a portfolio manager with a focus on hedged discretionary or systematic equity strategies
• Detailed understanding of equities risk management, portfolio construction (multi-factor models, optimisation techniques …) and trading (slippage analysis, …)
• Some experience and knowledge in the Greater China and Japan equity markets is a plus
• Knowledge of quantitative finance and statistical programming tools, ideally SQL and Python

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