Head of Investment Risk, Long/Short Equity (HK)

AAA Global; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

AAA Global in Hong Kong is seeking a Head of Investment Risk to own the fund's investment risk framework and provide independent oversight of portfolio risk. You will work closely with the CIO and portfolio managers to inform portfolio construction, position sizing and hedging decisions.

You will lead stress testing and scenario analysis, monitor gross and net exposures, and present findings through governance channels.

Qualifications

• Significant buy-side experience in equity investment risk or portfolio management.
• Strong understanding of equity factor models and hedging.
• Experience communicating investment implications to PMs within a governance process.

Responsibilities

• Own the fund's investment risk framework and risk budgets.
• Monitor exposures, sensitivities, concentration, liquidity and short-book risk.
• Lead stress testing and scenario analysis to identify vulnerabilities.
• Provide independent challenge to investment decisions and governance.

Skills

Investment risk

Portfolio construction

Risk budgeting

Exposure management

Stress testing

Scenario analysis

P&L analysis

Governance

Python

SQL

Alpha capture

Asian equity markets

Tools

Python

SQL

Job description

AAA Global in Hong Kong is seeking a Head of Investment Risk to own the fund's investment risk framework and provide independent oversight of portfolio risk. You will work closely with the CIO and portfolio managers to inform portfolio construction, position sizing and hedging decisions.

You will lead stress testing and scenario analysis, monitor gross and net exposures, and present findings through governance channels.