Hedge Fund is seeking a highly skilled and motivated Risk Analyst with Equities experience to support daily risk monitoring and portfolio. The ideal candidate will possess strong quantitative
and coding skills to assess and monitor portfolio risks across asset classes and strategy types. The role will be instrumental in delivering insights to ensure that client portfolios remain aligned with risk guidelines and investment objectives.
Responsibilities
• Daily risk limit monitoring per risk addendum in IMA
• Ongoing portal maintenance and customization
• Ad-hoc risk analysis per client requests
• Timely problem solving and bug fixing in a fast-paced environment
• Daily hedging portfolio management for risk mitigation
Qualifications
• Strong quantitative and analytical skills with intellectual curiosity
• Strong experience in any scripting language, but ideally Groovy, Java or Python
• Deep understanding of portfolio risk modeling, such as factor based analytical VaR, across asset classes, with working knowledge of equity risk models and portfolio optimization preferred
• Familiarity with risk model from vendors, such as Axioma, MCSI Barra and Blackrock Aladdin
• 1-3 years of experience of quantitative risk and research for investment management, with M.Sc., B.Sc. or Ph.D. in mathematical finance, mathematics, physics, economics, computer science, engineering, or similar quantitative area
