Quantitative Risk Management Specialist
3 days ago
Role Overview:
Our client, a leading global hedge fund, is seeking a highly skilled Quantitative Risk Manager to join their team in Singapore. As a key member of the team, you will contribute to the development and implementation of risk management strategies and frameworks to identify, measure, and monitor macro risk.
Responsibilities:
- Develop and implement risk management strategies and frameworks to identify, measure, and monitor macro risk.
- Conduct in-depth analysis of trading portfolios, performance attribution, and risk exposures.
- Collaborate with portfolio managers, analysts, and other stakeholders to ensure risk management practices align with investment objectives.
- Evaluate and enhance investment performance measurement methodologies, including benchmark selection, calculation, and reporting.
- Prepare comprehensive risk and performance reports for internal and external stakeholders.
- Provide recommendations to senior management regarding risk mitigation strategies and performance improvement opportunities.
Requirements:
- A bachelors degree from a reputable university.
- At least 5 years of experience in a Quant Risk role, with strong expertise in macro products.
- Strong programming skills in Python, SQL, and C++.
- Ideal experience working in a hedge fund environment.
- Ability to work independently in a lean team.
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