One of the industry’s premier asset management firms is looking for a Senior Quantitative Risk Analyst - Equities to join its Risk Management & Quantitative Research team.
The ideal candidate is passionate about empirical research and has a detailed knowledge of equity investment processes, from the assessment of equity return drivers, to equity risk management, portfolio construction, and trading. She/He is a smart and creative problem solver who can manage multiple projects simultaneously and articulate one’s ideas effectively to a diverse audience in a fast-paced environment.
- Research large structured and unstructured datasets, such as internal trade data, corporate actions, risk models, fundamental and sentiment data, etc.
- Investigate portfolios and strategies to understand risk and performance drivers
- Develop reports to facilitate efficient risk management, improved understanding of portfolio construction, and investment behavior
- Evaluate, tailor, and design multi-factor equity risk models and oversee their deployment
- Drive improvements in stress testing, limit setting, and capital allocation
- Run simulations and backtests
- Work with developers on the specification, design, and development of risk management and performance attribution infrastructure
- Mentor junior quantitative analysts
- Three or more years of experience in a quantitative equity analyst role, as part of a research, risk modeling, risk management, or portfolio management team
- Knowledge of Asia Pacific equity markets
- Strong background in mathematics, statistics, and econometrics applied to finance
- Strong working knowledge of SQL
- Programming skills in Python or R
- Demonstrated ability to learn and apply new methodologies to empirical research
- Excellent interpersonal skills to build relationships both internally and externally
- Effective communications skills, such as the ability to articulate complex ideas clearly and concisely to senior management and portfolio managers is critical
- A commitment to the highest ethical standards and to act with professionalism and integrity