About the job Quantitative Strategist and Risk Analyst

Overview

The Portfolio Risk Management team at Modular is an integrated part of the Investment and overall Management team of the Firm. Its mission is to help understand and optimize the risk the firm takes with the objective of maximizing risk adjusted returns for investors. It is much more than a risk monitoring and risk management function and requires significant understanding of the risk characteristics of macro hedge fund investing and advanced quantitative analytical skill with the ability to handle and interpret complex and nuanced data sets.

Quantitative Strategist and Risk Analyst - Job Description

Reporting directly to the Head of Portfolio Risk:

• Support the analysis of macro portfolios and strategies to help identify key risk and performance drivers.
• Assist in expanding and maintaining risk infrastructure to improve visibility into portfolio construction and investment behaviour.
• Maintain and update internal risk reports regularly to ensure timely communication of key risk metrics to investment teams.
• Help monitor and maintain various limit frameworks across macro strategies.
• Work with portfolio managers and senior team members to better understand risk/reward across strategies:
  • On the risk side: exposure to limit usage, portfolio construction mechanics, tail risks, and upcoming market events.
  • On the reward side: understanding macro catalysts, carry profiles, and relative value dynamics.
• Contribute to research efforts aimed at developing new tools and analytics that improve how risk is assessed and communicated.
• Support the development and enhancement of stress testing, VaR, and scenario analysis tools tailored to macro portfolios.

Required:

• Outstanding academic credentials with graduate (or preferably) post-graduate level qualification from a leading international university in a quantitative discipline.
• Good macroeconomic intuition with the ability to apply quantitative techniques and advanced Python to analyze trades and market dynamics.
• Knowledge of linear and non linear macro trading instruments and understanding of EM vs DM risk pricing.
• Ability to work and engage with trading desks in a real-time, PnL-sensitive environment.
• Comfortable working autonomously to explore new ideas and suggest improvements in tools or methods.
• Experience working a trading environment in a bank or hedge fund will be beneficial although training will be provided for candidates with the requisite academic and technical skills.
• The role will be based in Singapore.