Client Focussed Market Risk Manager with Engineering background required for Cross-Asset, Multi-Strategy hedge fund
Client Focussed Market Risk Manager with Engineering background required for Cross-Asset, Multi-Strategy hedge fund
New York, USA
Base Salary: $130,000 - $150,000 + Bonus and Added Benefits
A leading New York based hedge fund based is looking for a cross asset risk manager with a background in financial engineering to be involved in the development, analysis, understanding and interpretation of the multi-asset, multi-strategy portfolios for clients and senior management within the business. The successful candidate should have an understanding of factor models, good programming ability. This position will also include heavy client facing responsibility, so excellent communication skills is a must.
- MSc or other quantitative qualification (i.e CQF or CFA) in a Mathematical or Statistical Subject
- A good understanding of multiple asset classes
- Buy-Side Experience is highly valued
- An analytical mindset
- A background in statistical analysis
- 3-7 years experience in a similar position
- C++ or Java Programming experience
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