Head of Risk Management - Hedge Fund - Hong Kong

My client is an alternative asset manager with offices in Hong Kong and the UK, managing market-neutral Greater China focused hedge funds and long-only enhanced index fund products. They are currently seeking a new Head of Risk in their Hong Kong office.

Responsibilities

• Responsible for the Risk Management function and the overview of trading, execution, operations and business risk. Working with each area to ensure best practices for daily tasks.
• Work closely with the portfolio management team to understand potential return and risks associated with trades, advising on potential market risk
• Responsible for calculating and managing risk in each of the funds daily, controlling risk limits and exposures per product risk reporting to fund investors
• Advising on macro and market pricing, highlighting mispricing or opportunities
• Ensure traders discuss strategies before implementation and provide input.
• Production and oversight of data capture and risk reporting, review and vet counterparties.
• Innovate on potential cross-asset strategies in Currency, Fixed Income, Volatility, Equity and Commodities

Requirements

• Minimum of 15 years' experience as Risk Manager/Trader/Portfolio Manager
• Strong expertise in equities risk management, portfolio construction, and trading ideally from a buyside background.
• Vested interest in macro strategies along with pricing analysis and relationships across asset classes, including Commodities, Credit, Equity indices, F/X and Vol.
• Experience in overseeing the hedging of trading books to ensure a non-correlated P&L profile and to ensure hedging of any oversized risks.
• Ability to interpret complex datasets using factor risk models to provide actionable insights.
• Proficiency in quantitative finance techniques and statistical programming tools such as SQL and Python for data analysis would be highly advantageous.
• Strong communication skills with the ability to articulate complex ideas clearly and build relationships internally and externally