A hedge fund in Stamford, CT is looking to expand its risk department with this key hire recruitment
A hedge fund in Stamford, CT is looking to expand its risk department with this key hire
My client is looking for a risk manager with experience of a buy side environment and exposure to range of asset classes. The team is experienced in trading and portfolio management across a global market place working off a multi strategy platform across high yield investments and volatility markets. They are a leading boutique fund in the US market and have recorded significant growth this year with the expansion of its workforce.
This position will directly affect the PnL of the fund and will sit directly with the traders on the floor whilst working closely with the portfolio management and sales teams in building the fund’s AUM. The role will require the risk manager to meet with potential investors in the firm and build the growing AUM of the business.
The quantitative risk manager will have the following responsibilities;
• Asset pricing and scenario analytics, inc options
• Risk framework analytics (e.g. beta, correlation, VaR, Scenario analysis)
• Macro, historical regression and carry analytics
• Regular on demand risk VaR updates/calculations
• Fund attribution performance/marketing analytics
• Monitoring risk exposure limits
• Ad-hoc risk scenario analysis
• Month end risk PL attributions
The successful candidate will have the following responsibilities and skills set;
• Experience in quantitative risk management
• Worked within a hedge fund $1 billion
• Knowledge of risk metrics like VaR, PnL etc
• Tertiary degree in Finance, Math or Engineering etc
• Preferable IT skills include: VBA, excel