Portfolio & Risk Analyst - WOXA GROUP
WOXA GROUP · KhonKaen
- Location
- KhonKaen
- Salary
- Negotiable
- Job Type
- Full Time
- Work Type
- Onsite
- Education
- Bachelor's Degree or Higher
- Posted
- 27/10/2026
Responsibilities
You oversee capital allocation across systematic strategies, acting as the final checkpoint before execution. Your core objective is to audit backtest models against real-time trading metrics, uncover strategy weaknesses through quantitative analysis, and enforce evidence-based risk limits—including the veto authority to halt non-performing strategies.
- Capital allocation: Decide and justify how much of the USD 1,000,000 base capital goes to each strategy, and update the split as strategies are added, scaled or retired.
- Backtest review: Analyst backtest results for robustness: overfitting, look-ahead bias, cost and slippage assumptions, regime dependence, and capacity.
- Live performance review: Track strategies after go-live, compare live results with the backtest, and explain the gap.
- Strategy critique: Identify the weaknesses of each strategy and present them in writing, with data and reasoning the research team can check.
- Veto: Block a strategy from going live, or from receiving more capital, when the evidence does not support it. Every veto is written, evidence-based, and escalated to cancel to run the strategy if the research team disagrees.
- Risk limits: Propose and monitor portfolio risk limits such as drawdown triggers, exposure and concentration limits, and report breaches.
- Reporting: Produce regular portfolio and risk reports for management.
Qualifications
- 3+ years of hands-on experience in portfolio management, risk management, or quantitative analysis at a fund, prop trading firm, bank, or asset manager. Experienced candidates only.
- Proven experience allocating capital across strategies or assets, and defending that allocation.
- Strong understanding of backtest pitfalls and performance statistics (Sharpe, drawdown, volatility, correlation, turnover, capacity).
- Familiarity with systematic or market-neutral strategies, ideally relative-value or statistical arbitrage.
- Working proficiency in English, spoken and written, enough to review and challenge research with an international team.
- A previous portfolio: a track record or work samples you can show us, such as allocation models, risk reports, or strategy reviews you produced.
- Able to explain a finding clearly, with evidence, to people who disagree with it.
Nice to have
- Python for data analysis (pandas, Jupyter).
- CFA, FRM, or a degree in finance, mathematics, statistics, or a related field.
- Experience with live trading operations and broker or execution data.
Benefits
- Excellent colleagues and an inspiring startup environment with international colleagues.
- Facilities at the workplace include a snooker table, ping pong table, exercise room, swimming pool, nap room, and snack and drink bar.
- Provide and support personal technical equipment and facilities.
- Provident Fund
- Staff training and development
- Overtime
- Accommodation allowance (in other provinces)
- Telephone bill allowance
- Fuel/transportation fees
- Per diem
- Recreational allowance
- Vehicle depreciation allowance
- Employee's uniform
- Funeral payment support
- 5-day work week
- Annual trip or party
- Performance/results-based bonus
- Annual bonus
- Social security
- Health insurance
- Accident Insurance
- Flexible working hours
- Ordination leave
About WOXA GROUP
WOXA Group was established as an investment holding company with a clear purpose: to build and own exceptional businesses for the long term. Unlike traditional investors seeking quick exits, we take ownership positions with the intention of nurturing companies for decades.
With headquarters in Thailand and operations in Lithuania, our holding structure bridges two continents. This dual presence allows us to identify opportunities across Asia and Europe while maintaining the operational expertise to help our portfolio companies succeed.
742 หมู่ที่ 12 ตำบลศิลา อำเภอเมืองขอนแก่น จังหวัดขอนแก่น 40000
Siriyakorn Sadao
043-306-286
