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Quantitative Risk Manager, Hedge Fund

Job Seekers Singapore Risk Management Financial Services - Asset Management, Financial Services - Financial Markets

Job Summary

  • Singapore
  • Permanent
  • BBBH765979
  • Sep 08, 2020
  • Competitive
Job Description

Quantitative Risk Manager, Hedge Fund

My client is a renowned Alternative Asset Management business with an established reputation in the industry. They are looking to hire a Risk Manager for their Risk team in Singapore. This person will have a good mix of exposure to market risk management and quantitative work in a top tier investment environment.

Responsibilities

  • Manage the firm's risk exposures and monitor the value at risk (VaR)
  • Lead all analytics projects, ensuring all statistics and risk metrics used across the board are defined and implemented consistently
  • Design, implement, manage and report a set of stress tests, historical and ad hoc scenario
  • Operate and improve Beta model
  • Maintain and improve existing code base
  • Liaise with Portfolio Managers and Chief Risk Officer (CRO) on improvements to the model
  • Maintaining the existing risk limit code base operationally
  • Sign off on official regulatory and client risk reporting
  • Review all risk taking weekly
  • Provide market views and prepare risk management challenges to Front Office
  • Prepare weekly risk calls, monthly risk committee and meetings

Requirements

  • Master's in Financial Engineering or equivalent with outstanding academic achievements
  • Minimum 4 years of relevant professional experience in risk management &/ quantitative trading
  • Practical knowledge in Java/Python/SQL/R is a must
  • Sound products knowledge and market risk management fundamentals
  • Relevant experience in machine learning is a plus
  • Analytical in nature and able to apply creative thinking and design skills
  • Ability to work well under pressure and fast pace environment

Interested applicants please apply here with your updated CV

Morgan McKinley Pte Ltd, EA License No: 11C5502

Lee Boon Hou (Hagen), Registration No: R1870932

hlee@morganmckinley.com

Consultant Details

Consultant Details

Hagen Lee
Hagen Lee
  • Senior Consultant
  • +65 6818 3140
  • hlee@morganmckinley.com