Quantitative Risk Manager, Hedge Fund Quantitative Risk Manager, Hedge Fund …

Morgan McKinley
in Singapore
Permanent, Full time
Last application, 21 Jan 22
Competitive
Morgan McKinley
in Singapore
Permanent, Full time
Last application, 21 Jan 22
Competitive
Quantitative Risk Manager, Hedge Fund
Job Summary
  • Singapore
  • Permanent
  • BBBH801935
  • Dec 16, 2021
  • Competitive
Job Description
Morgan McKinley is working in partnership with a Global Hedge Fund client who is one of the well recognized name in the industry.

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
If you are interested in the role and would like to discuss the opportunity further, please click apply now or email Hagen at hlee@morganmckinley.com for more information.

Only shortlisted candidates will be responded to, therefore if you do not receive a response within 14 days please accept this as notification that you have not been shortlisted.

Morgan McKinley Pte Ltd, EA License No: 11C5502

Lee Boon Hou (Hagen), Registration No: R1870932

hlee@morganmckinley.com

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