Quantitative Risk and Portfolio Construction Management – Global Trading Platform
Core
Manage risk and construct portfolios for an APAC equities trading desk, balancing active trading risk with performance optimization using factor models.
Role type
Senior IC quantitative risk and portfolio construction manager
Builds
Scalable risk engines, reporting tools, and optimization frameworks for APAC equities
Domain
Global financial services / APAC equities trading
Deliverable
production ML models
Required skills
Portfolio construction, factor models, optimization techniques, risk management (Greeks, volatility, market impact), Python, SQL
Preferred skills
Experience in APAC equities, quantitative research, portfolio management, Central Risk Book, or trading background
Technologies
Python, SQL
Responsibilities
Monitor real-time intraday exposure, liquidity constraints, and concentration risks; perform stress testing, scenario analysis, and VaR monitoring; provide pre-trade impact analysis and post-trade attribution; build and maintain risk tools using large trading datasets
Seniority
Senior, hands-on IC