Quantitative Risk Management Specialist
1 day ago
BeathChapman (PTE. LTD.) is seeking a highly skilled Quantitative Risk Manager to join our team in Singapore. As a key member of our global hedge fund, you will be responsible for developing and implementing risk management strategies to identify, measure, and monitor macro risk.
Key Responsibilities- Design and implement risk management frameworks to assess and mitigate macro risk
- Conduct in-depth analysis of trading portfolios, performance attribution, and risk exposures
- Collaborate with portfolio managers, analysts, and 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
- Bachelor's degree from a reputable university
- At least 5 years of experience in a Quant Risk role, with strong expertise in macro products
- Proficiency in Python, SQL, C++, and other relevant programming languages
- Ideal candidate will have experience working in a hedge fund environment
- Ability to work independently in a lean team
BeathChapman (PTE. LTD.) offers a dynamic and challenging work environment, with opportunities for career growth and development. If you are a motivated and experienced Quantitative Risk Manager looking for a new challenge, we encourage you to apply.
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