(SENIOR) EQUITY INVESTMENT RISK
Recruitment Intelligence Consultants Limited
Hong Kong, Hong Kong
6天前
source : EFinancialCareers Ltd
  • International Asset Management Firm
  • Excellent Exposure
  • Our client is an international asset management company with an unparalleled reputation across the Asia Pacific region. With the continued growth of the organization, the need has arisen to recruit a high caliber professional to join them in Hong Kong.

    A leading role in equity risk management in the Asia Pacific region. Interacts with portfolio managers and International Equity Division management within region in a consultative capacity.

    Collaborates with other risk team members globally to identify, measure, monitor, communicate, and mitigate investment risks in portfolios managed in the region.

    Accurately evaluate investment risks under normal and stressed market conditions by applying multi-factor risk models, stress testing / scenario analysis, and tail risk measurement.

    Internal reporting and standard tools from MSCI to gain insight into investment risks, strong technical skills will enable to quickly solve unique problems, scale solutions across portfolios, and develop custom risk measurement and mitigation solutions as needed.

    Summarize analyses and results for portfolio managers and senior management.

    Conduct Risk Analysis on Equity Portfolios with the use third-party risk models and tools as well as proprietary techniques to provide insight on risk exposures, risk concentrations, and tail risks.

    Leverage stress testing and scenario analysis to identify market and economic conditions that could lead to negative absolute performance or underperformance versus benchmarks.

    Develop Risk Modeling Methodologies, research and propose new methodologies and associated reporting to identify and measure sources of risk within equity portfolios and across the platform.8

    To be qualified, you should be a Degree holder with a minimum of 7 years relevant investment risk experience. Strong knowledge of multi-

    factor equity risk modeling with fundamental, technical, and economic risk factors. Knowledge of equity derivatives pricing and risk modeling.

    Strong quantitative and analytical skills. Excellent communicator with strong interpersonal skills. Equity risk experience at a predominantly buy-

    side, long-only asset management firm preferred. Knowledge of equity multi-factor risk models from MSCI Barra or another similar vendor.

    Experience using MSCI’s Barra One platform for core risk modeling and stress testing. Experience using MSCI’s Risk Manager platform for stress testing and scenario analysis.

    Experience programming in MATLAB, R, and / or Python.

    Interested applicants should send a detailed resume to Michelle Ho by email to mho ric.com.hk or by fax to (852) 2838 3323 quoting reference eFC3050 .

    Applicants not contacted within 4 weeks should consider their application unsuccessful.)

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