Career Path for Quant in Risk Modeling?

[Ryan]

Hi,
I'm now working as a quant in risk modeling team of a top tier HF (Not a quant fund). Main responsibilities are modeling and analyzing the risk for entire fund incl equity/distress bond/MBS. All models we use are developed in house from scratch.

My career goal is to become a portfolio manager. Is that feasible or typical for people with similar background (CS BS/MS)? Do I need CFA/MBA to make the transit?

 

[cchien]

Dear Ryan, it's interesting me at content of your work. I'm also a risk analyst for investment (MBS/Callable Bond/ Structured Notes/ Equity/Interest rate Derivatives...) from life insurance. I would like know how yours analysis or quantify risk in HF by quantitative method ? In my work, I'm located on the role that validates model from software vendor ( NOT Development in House) and calculate VaR in market / Credit field. But, I want to do more quantitative analysis on portfolio risk. Could you guide me direction for that ?
thanks a lot.

 

[Ryan]

Dear Ryan, it's interesting me at content of your work. I'm also a risk analyst for investment (MBS/Callable Bond/ Structured Notes/ Equity/Interest rate Derivatives...) from life insurance. I would like know how yours analysis or quantify risk in HF by quantitative method ? In my work, I'm located on the role that validates model from software vendor ( NOT Development in House) and calculate VaR in market / Credit field. But, I want to do more quantitative analysis on portfolio risk. Could you guide me direction for that ?
thanks a lot.

We don't use VaR or market standard models but mostly stress and scenario test plus our own factor models. Most of them are proprietary so I can't share the ideas