Equity Risk - Multi Strat - Hong Kong
Overview
A high‑performing multi‑strategy investment platform is seeking an Equity Risk professional to join its Hong Kong office. The role sits within a centralized risk function supporting Portfolio Managers and senior leadership across long/short equity, quant, and catalyst‑driven strategies. The platform operates with a disciplined risk culture, fast execution environment, and a strong emphasis on data‑driven decision making.
This individual will be responsible for identifying, monitoring, and communicating risk exposures across Asia and US books, partnering closely with investment teams and working within a highly dynamic, multi‑PM structure.
What does the role involve?
Daily Risk Monitoring & Reporting
- Monitor equity exposures across multiple PM pods, including factor, sector, thematic, liquidity, concentration, and stress exposures.
- Generate daily risk reports and analytics for PMs and senior management, highlighting material changes, exceptions, and portfolio‑level drivers.
- Track intraday risk movements during periods of heightened volatility or event‑driven catalysts.
- Conduct stress tests, what‑if analyses, and scenario modelling (macro, geopolitical, earnings, sector‑specific events).
- Evaluate tail‑risk and factor‑based vulnerabilities specific to Asia and US equity markets.
- Assist PMs in portfolio construction reviews, proposing sizing, hedging, and risk‑mitigation techniques.
- Support the development and enhancement of internal risk frameworks, limits, and guardrails across strategies.
- Work with compliance, operations, and technology teams to ensure accurate, timely, and complete risk data.
- Participate in weekly risk meetings, escalating issues and presenting exposure summaries.
- Act as a thought partner to PMs and analysts, providing real‑time insight into risk-return trade‑offs.
- Support new strategy onboarding, ensuring proper modelling of instruments, pricing, and risk treatment.
- Assist in reviewing trade ideas from a risk perspective, including cross‑asset implications across the platform.
What experience do you need?
- 5-10 years' experience in equity risk, portfolio risk, or market risk from a hedge fund, multi‑strategy platform, or leading global bank.
- Strong understanding of Asia and US equity markets, market microstructure, factor models, and volatility dynamics.
- Experienced with risk systems (e.g., MSCI, Barra, Axioma, Prime Broker risk tools) and advanced Excel/Python for analytics.
- Comfortable working in a high‑speed, multi‑PM environment with tight deadlines and evolving exposures.
- Strong communication skills - able to challenge constructively and simplify complex risks for stakeholders.
- Self‑starter who thrives in an entrepreneurial, data‑driven, performance‑focused culture.
FAQs
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