Quantitative Analyst (Risk Management) | Hedge Fund / FoF Exposure

Selby Jennings; Hong Kong; Sur place; HKD 600 000 - 900 000; Plein temps

Résumé du poste

Selby Jennings is seeking a Quantitative Analyst (Risk Management) in Hong Kong to join a growing risk team. The role involves close collaboration with investment and risk professionals across portfolio construction, performance analysis, and risk monitoring.

You will build and validate models, conduct quantitative analyses, and generate portfolio analytics and risk reports for senior leaders. A strong quantitative skillset and experience with financial markets are essential.

Qualifications

• 5–10 years of experience in quantitative analysis or risk management.
• Experience with hedge funds or alternative investments.
• Strong foundation in financial markets and asset classes.
• Proficiency in Python, SQL, VBA, and advanced Excel.

Responsabilités

• Monitor portfolio risks and exposures with the Head of Risk Management.
• Conduct portfolio, hedge fund, and market instrument analysis.
• Work with investment teams on performance attribution and factor analysis.
• Produce risk reports and portfolio analytics for senior management.
• Maintain and enhance risk databases and platforms.
• Drive process automation using quantitative tools.
• Gain exposure to the full investment lifecycle.

Connaissances

Quantitative analysis

Communication

English fluency

Portfolio analysis

Risk management

Outils

Python

SQL

VBA

Excel

Bloomberg

Description du poste

• Strong communication skills and fluency in English
• Conduct quantitative analysis on portfolios
• 5-10 yrs of exp in quantitative analysis

Our client, a well-established investment firm with significant exposure to hedge funds and alternative investments, is seeking a Quantitative Analyst (Risk Management) to join its growing team in Hong Kong.

This role offers the opportunity to work directly with the investment and risk management teams, gaining exposure across portfolio construction, performance analysis, risk monitoring, factor modelling, and investment operations.

Key Responsibilities

• Support the Head of Risk Management in monitoring portfolio risks and exposures.
• Conduct quantitative analysis on portfolios, hedge funds, and market instruments.
• Partner closely with investment professionals on performance attribution, factor analysis, and peer comparisons.
• Produce risk reports and portfolio analytics for senior management and investment teams.
• Maintain and enhance proprietary databases and risk platforms.
• Drive process automation and technology improvements using quantitative tools.
• Gain broad exposure to the full investment lifecycle, spanning both front-office and operational functions.

What We're Looking For

• 5-10 years of experience in quantitative analysis, risk management, portfolio analytics, or related functions.
• Experience within hedge funds, fund of funds, asset management, or alternative investments.
• Strong understanding of financial markets and asset classes, including equities, credit, rates, FX, and derivatives.
• Solid quantitative, mathematical, and statistical skillset.
• Proficiency in Python, SQL, VBA, and advanced Excel.
• Experience with Bloomberg, factor modelling, or risk systems is highly advantageous.
• Strong communication skills and fluency in English.