Multi Asset Arbitrage Risk Manager

Balyasny Asset Management L.P.; Hong Kong; Vor Ort; HKD 1.000.000 - 1.600.000; Vollzeit

Zusammenfassung

Balyasny Asset Management L.P. in Hong Kong is seeking a Risk Manager to support our growing Multi Asset Arbitrage business. You will analyze portfolios across equity, credit, and derivatives, and collaborate with PMs to refine risk metrics.

The role emphasizes building monitoring tools, presenting to risk committees, and delivering robust analytics. A strong quantitative background and 7+ years in finance are required, with programming in Python/C++/C#/Java.

Qualifikationen

• 7+ years in finance roles (risk manager, quant researcher, analyst) or related experience.
• Experience with credit strategies including Convertible Arbitrage is required.
• Strong quantitative background in a math/physics/economics/finance field.

Aufgaben

• Conduct daily analysis on portfolios across equity, corporate credit, and equity derivatives; develop understanding of thematic/fundamental investments across strategies.
• Improve risk methodologies, metrics, and reporting for Multi Asset Arbitrage; build monitoring tools for PMs.
• Provide input for daily Risk Worksessions and weekly Global Risk committee discussions.
• Contribute to BAM’s risk analytics, processes and reporting; perform ad-hoc risk analysis across portfolios.
• Report to Co-heads of Systematic and Event Risk.

Kenntnisse

Python

C++

C#

Java

Analytical skills

Communication skills

Attention to detail

Ausbildung

Bachelor's degree in Mathematics/Physics/Finance

Tools

RiskMetrics

SQL

Jobbeschreibung

We are looking for a Risk Manager to support our growing global Multi Asset Arbitrage business:

• Conduct daily analysis on portfolios in equity, corporate credit, and equity derivatives asset classes. Develop understanding around thematic and fundamental investments across multiple strategies.
• Improve methodologies, metrics, and reporting for risk managing Multi Asset Arbitrage portfolios; build monitoring tools to share with PMs.
• Provide input for daily Risk Worksessions and weekly Global Risk committee discussions.
• Contribute to BAM’s risk analytics, processes and reporting within the Multi Asset Arbitrage business. Perform ad-hoc risk analysis for other portfolios across the firm
• Report to Co-heads of Systematic and Event Risk

Requirements:

• Asset class experience in Credit strategies including Convertible Arbitrage
• Practical strategy experience in event driven equity strategies (e.g. merger arbitrage, index rebalance, spin-off / corporate restructuring trades)
• Strong academic background in a quantitative area e.g. math, physics, economics or finance.
• 7 or more years’ experience in finance roles, either as a risk manager, quantitative researcher, analyst in a bank or hedge fund. Would entertain former traders / portfolio managers looking to transition their careers.
• Strong communication skills. The role involves constant dialogue with all parts of the organization
• Intermediate or better programming experience in any of Python/C++/C#/C/Java.
• Strong analytical skills. Creative, motivated, hard-working, and strong all-round interest in financial markets. Practical approach to problem solving.
• Attention to detail – takes ownership of projects, strong focus on data quality, correctness, and intuitiveness of output.

Nice to have:

• Practical experience in Equity Derivatives strategies (e.g. dispersion, index vol relative value)
• Knowledge of RiskMetrics
• Programming experience with SQL or other databases