Head of Hedge Fund Risk

Our client is a Hong Kong based hedge fund, who is looking for a head of risk and strategy to join the team, reporting to the COO & CEO.

The candidate should be interested in macro strategy and global current affairs along with pricing analysis and relationships across asset classes including Commodities, Credit, Equity indices, F/X and Vol. The candidate will have responsibility to oversee the hedging of the trading book to ensure a non-correlated P&L profile and ensuring hedging of any oversized risks. 

Responsibilities  include

• Working closely with the portfolio management team pre and post trade to understand potential return and risks associated with the trades
• Responsible for the risk management function and overview of trading, execution, operations and business risk. Working with each area to ensure best practice for daily tasks
• Responsible for calculating and managing risk in each of the funds on a daily basis
• Risk reporting to fund investors
• Control of risk limits and exposures per product
• Production and oversight of data capture and risk reporting
• Advising portfolio managers on potential market risk
• Reviewing and vetting counterparties

  Strategy

• Advising on macro and market pricing highlighting mispricing or opportunities
• Design and publish a strategy report monthly for trading discussions
• Ensure traders discuss NEW strategies before implementation and provide input
• Innovate on potential cross asset strategies in Currency, Fixed Income, Volatility, Equity and Commodities
• Suggest book hedges that complement the strategies

 The ideal candidate will have a minumim of 15 years experience in risk, 5 years in a "Head of" or "deputy head of risk" role, a quantitative background and experience working in a Hedge Fund.