An Industry-Leading Asset Manager with $500B+ AUM recently launched a multi-strategy hedge fund, which became active in 2017. The fund has experienced significant success and growth, rapidly increasing from four to twenty five PMs in roughly 2 years of activity. Due to the funds success, the fund is interested in building out a portfolio risk framework.
The fund itself seeks to invest the asset managers proprietary capital across fundamental equity and event driven strategies. In this role, you will work closely with the Head of Risk and Chief Investment Officer to build out a quant and risk framework at the Portfolio Management and Fund level. This is a particularly unique opportunity, because it can offer you the "start-up" environment, but with the security and resources of an asset manager with hundres of billions in AUM.
- Work closely with the Head of Risk to develop a state of the art risk management system
- Work collaboratively with the investment and portfolio management teams to evaluate performance and current exposures to understand the drivers of returns, with the goal of optimizing risk adjusted returns
- Conduct research to develop innovative risk approaches, tools and analytics to better manage risk
- Work closely with CRO, CIO and portfolio management team on optimizing the portfolio construction process
- Develop the necessary risk analytics and communicate effectively across the portfolio management team.
- 4+ years of buy-side experience (hedge fund, asset management, investment solutions firm, or banking asset management arm)
- Master's degree in a related field such as Finance, Mathematics, Economics, Statistics, etc.
- Experience with Risk Metrics/MSCI Barra is preferred
- Experience working with large data sets
- Programming skills with R OR Python and SQL is necessary
- Experience managing risk in the equities market.