Long/Short Equity Fund | Fundamental Investing with Quant Risk Overlay

1. We are working with an established and fast-growing hedge fund focused on large-cap long/short equities. The firm is fundamentally driven, but places significant emphasis on market neutrality, factor awareness, portfolio construction and disciplined risk management.
2. The investment process is rooted in fundamental research, but the team is highly thoughtful about using quantitative tools to support stock selection, improve portfolio transparency and avoid unintended factor exposures.
3. The firm has developed meaningfully over the past few years, with AUM growth and an expanding research team. They already have a solid risk framework in place, including internal software and third-party risk tools, and are now looking to bring on a hands-on candidate who can help take the risk and analytics infrastructure to the next level.

The Role

1. This is a highly hands-on role sitting at the intersection of portfolio risk, quantitative analytics, software / data infrastructure and fundamental equity investing.
2. The successful candidate will help take ownership of the existing risk process while also improving and customising the firm’s internal risk tools. The role will involve working closely with fundamental analysts and portfolio managers to ensure risk insights are practical, useful and well integrated into the investment process.
3. This is likely to suit a junior-to-mid-level candidate who is technical, curious and entrepreneurial, rather than a traditional senior risk manager focused only on reporting.

Key Responsibilities

1. Support and enhance the firm’s portfolio risk management process across long/short equities.
2. Analyse factor exposures, signals, unintended risks and portfolio-level sensitivities.
3. Help improve, customise and automate existing internal risk systems.
4. Work with third-party risk platforms and integrate outputs into the internal workflow.
5. Build and improve dashboards, analytics tools and data pipelines.
6. Develop API connectivity and improve data flexibility across risk and research workflows.
7. Partner closely with fundamental analysts and PMs to make risk analytics more actionable.
8. Support portfolio construction, market neutrality and factor risk monitoring.
9. Use programming and data tools to improve efficiency, automation and decision support.
10. Help ensure the risk framework remains flexible as markets, datasets and factor relationships evolve.
11. Potentially apply AI-enabled tools to improve data handling, workflow automation, risk analysis or research support.

Ideal Candidate

1. Junior-to-mid-level experience in quantitative risk, portfolio analytics, risk technology, quant development or a related area.
2. Strong programming ability, ideally Python or similar.
3. Experience or strong interest in portfolio risk, factor exposures and signal analysis.
4. Comfortable working with data, APIs, dashboards, automation and internal analytics tools.
5. Familiarity with platforms such as Barra, Axioma, FactSet or similar would be helpful.
6. Understanding of equity long/short portfolios; broader Asia equities experience would be a plus.
7. Able to work closely with fundamental investors rather than operate as a siloed risk function.
8. Practical and commercial mindset around risk, portfolio transparency and unintended factor exposure.
9. Interested in joining a fundamental investment platform that takes quant risk management seriously.
10. Hands-on, flexible and entrepreneurial.
11. Comfortable taking ownership of a process while continuing to improve and build around it.

What This Is Not

1. This is not a standard reporting-only risk role, and it is not a pure quant alpha research role.
2. The firm is looking for someone who enjoys building, customising and improving systems, and who wants to apply quantitative skills inside a fundamental long/short investment process.
3. This could be a strong opportunity for someone coming from a hedge fund, asset manager, bank, risk analytics vendor, fintech platform or quant/risk technology background who wants to take on more ownership in a growing investment firm.

Relevant Backgrounds - Candidates may come from:

1. Hedge funds
2. Asset managers
3. Investment banks
4. Risk analytics vendors
5. Fintech / data analytics firms
6. Quant risk or portfolio analytics teams - quant development / risk technology roles