- Ensure efficient and deliberate risk-taking at both portfolio and firm levels. This includes:
- Collaborating with portfolio managers to improve portfolio construction for optimal risk-adjusted returns and establish appropriate risk guidelines and limits
- Actively managing the Firm's risk exposures
- Contributing to the capital allocation process to maximize risk-adjusted returns and profitability
- This role requires deep insight into equity and macro factors driving portfolio risk, their role in alpha capture, and the constraints portfolio managers face when adjusting positions (liquidity, concentration, etc.)
- Drive the development of innovative risk management approaches, tools, and analytics by harnessing the platform's collective knowledge to enhance performance quality and improve risk-adjusted returns
- Deepen understanding of Firm performance by creating intuitive, effective frameworks for performance attribution and educating internal stakeholders on these frameworks
- Ensure regulatory requirements in relation to investment risks are dealt with in a disciplined, comprehensive and timely manner
Requirements
- 5+ years as a risk manager or portfolio manager focusing on hedged discretionary strategies
- Deep understanding of equities risk management, portfolio construction, and trading across various equity strategies (eg relative value, merger arbitrage, quantitative long/short etc.)
- Experience and expertise in Greater China and other emerging equity markets is advantageous
- Proficiency in quantitative finance and statistical programming tools, particularly SQL and Python
- Able to challenge and influence portfolio management to ensure high degree of portfolio oversight
- Exceptional communication skills and emotional intelligence - ability to articulate complex ideas clearly and build strong relationships both internally and externally