EQUITY RISK - AVP / VP
- International Asset Management House
- Based in Singapore or Hong Kong
Our client is an international asset management house with an unparalleled reputation across the Asia Pacific region. With the continued growth of the organization, the need has arisen to recruit high calibers to join them.
Take a leading role in the delivery of the Equity Risk program for the International Equity division and to influence the continuing development of the global Equity Risk function. To provide the desired level of impact, independently exercise good judgement, communicate complex concepts in a clear and concise manner, and bring extensive subject matter expertise to interactions with fundamental equity portfolio managers, portfolio specialists, and senior management where required. Accurately evaluate portfolio risks under both normal and stressed market conditions using both vendor and proprietary tools. Apply multi-factor risk models, stress testing/scenario analysis, and tail risk measures. Have an investments-oriented focus and a sharp awareness of market conditions, upcoming events, and potential market rotations. Act as a thought leader and direct the development of new and innovative ways of identifying, measuring, monitoring, and communicating risks that impact equity portfolios. Take a prominent role in the development of the Equity Risk function and providing guidance to junior team members. Collaborate effectively with peers and other team members, business partners, and key stakeholders.
To be considered, you should be a Degree holder in business or finance or a quantitative field such as quantitative finance, statistics, applied mathematics, engineering, or computer science. A minimum of seven years of relevant investment risk management experience with a substantial portion dedicated to equity risk at a buyside, long-only asset manager. A thorough understanding of multi-factor risk modeling using fundamental, technical, and economic risk factors. Knowledge of equity derivatives pricing and risk modeling. Strong statistical programming and data analysis skills. Strong quantitative and analytical skills. Detailed knowledge of multi-factor risk models. Excellent communications skills. Experience with MSCI's BarraOne and RiskManager platforms is preferred. Experience programming in MATLAB, R, or Python is a plus.
Interested applicants should send a detailed resume to Michelle Ho by email to email@example.com quoting reference eFC3400.
(Applicants not contacted within 4 weeks should consider their application unsuccessful.)