Southern Ridges Capital
Southern Ridges Capital is an investment firm managing fixed income, currency assets, and derivatives by employing discretionary macro and relative value investment strategies.
We believe in cultivating a strong, collaborative culture where people are empowered to learn, grow, and do their best work.
What You'll Do
Your key responsibilities will include:
- Assist in the monitoring of the fund's and portfolio manager's risk exposures through production of market, liquidity, counterparty and P&L attribution reports
- Work closely with the team on the enhancement of our fund's risk governance framework in safeguarding against significant risk concentrations, liquidity gaps and tail exposures
- Partner with Tech to scale, automate and refine risk reporting processes
- Build, validate and enhance risk models (VaR engine, Monte Carlo simulations, backtest engine and scenario-based stress test)
- Perform ad-hoc analysis for risk committees and investment teams
What We're Looking For
- Excellent academic background in Mathematics, Engineering, Physics, Statistics or a related discipline
- Strong programming skills in Python and SQL experience with external risk systems (e.g., Bloomberg / Orchestrade / Numerix) is a plus
- Understanding on macro derivatives products, fixed income analytics and macroeconomic drivers
- Ability to work independently on research projects
- Strong analytical and communication skills, with the ability to present complex concepts clearly to stakeholders at all levels
Why Join Us
At Southern Ridges Capital, you'll be part of a collaborative and high-performing team that values integrity, accountability, and long-term thinking. We offer a dynamic work environment where you'll have the autonomy to lead, the opportunity to grow, and the support of a firm that prioritizes both professional excellence and personal development.
