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Quantitative Risk Analyst - Equities

job title: Quantitative Risk Analyst - Equities
contract type: Full-time
location: Central
salary: to be discussed, depending experience
ref: JOB_000523[572]
job published: 15 days ago

job description

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

Desirable Candidates

  • 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