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Portfolio Risk Manager

PERSOLKELLY Hong Kong Limited, EA Licence No: 71939
Hong Kong, Hong Kong
open to discuss
Closing date
Mar 28, 2024

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time

1. Leading statistical models to evaluate investment strategies and indentify systematic and idiosyncratic risks.

2. Periodically validating models and methodologies to improve forecast accuracy.

3. Developing and improving risk indicators and their specifications.

4. Collaborating with Portfolio Managers and the Head of Risk in portfolio selection to align with the firm's risk tolerance and target returns.


1. More than 8 years of experience in investment management, with practical exposure to portfolio risk management.

2. Familiarity with multi-asset class strategies involving Equities, Fixed Income, and Macro - with a focus on APAC preferred.

3. In-depth knowledge of multi-factor models, VaR, Barra methodologies, and the ability to construct them at various levels.

4. Excellent communication skills essential for effectively conveying complex ideas to senior management and portfolio managers.

5. Proficient in SQL, Python, Bloomberg Port, Barra Risk Metrics, and other risk management tools.

6. A degree in Mathematics or Statistics is advantageous.

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