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 and now has roughly 20+ PMs and $3B in total assets under management.
The fund primarily focuses on investing prop and investor capital across fundamental 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 hundreds of billions in AUM. The fund has strong institutional backing and is actively looking to fill growth hires across risk, quants, investment management, and data.
This role will operate at the Head of Risk's number two in the group. You will be accountable for bridging the gap between risk and portfolio management, and will be responsible for maintaining the relationships with various investment groups. Additionally, you will work with the Head of Risk on PM interviewing and hiring and will present to current and prospective investors.
- 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
- Lead research efforts to identify opportunities for enhancing investment behavior and portfolio construction
- Contribute to the building of their best in class risk platform
- Actively monitor and analyze the firm's portfolios and act as a point person for any key risk metrics
- 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.
- 6-10 years of risk experience (sell-side, 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.