Buy Side Risk Manager Required For Multi-Strategy Credit Trading Fund recruitment
A top asset management house is looking for a risk manager with experience of traded credit.
The firm is a specialized asset-manager dedicated to credit products. The team is experienced in trading and portfolio management in credit products across a global market place. They are one of the leading the credit hedge funds in the market across the US from recorded growth this year and are looking to continue this success.
They are looking for a risk manager with experience of traded credit. 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. This award winning fund due to the expansion of his trading portfolio requires this key hire to facilitate growth.
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 finance with knowledge of risk models
• Experience traded credit products, preferably mortgages, illiquid and distressed debt
• Knowledge of risk metrics like VaR, PnL etc
• Tertiary degree in Finance, Math or Engineering etc
• Preferable IT skills include: VBA, excel
Please send the all applications to risk@selbyjennings.com in word document format