Equities Risk Quant Analyst needed for Successful Fund recruitment

Equities Risk Quant Analyst needed for Successful Fund

My client, a prestigious Hedge Fund based in London is looking for a Senior Market Risk Analyst with experience in Equities.

This person will act as deputy to the Head of Market Risk and will need to have a strong understanding of Market Risk methodologies, and have experience in modelling.

Main duties and responsibilities will include:

• Stepping into Head of Risk Management position as needed e.g. vacation,
• Formulating, in conjunction with manager, programmes for developing and implementing new risk measurement methodologies,
• Monitoring quant fund risk measures, identifying potential problems and analysing their root causes,
• Systematically reviewing the firm’s business to identify future needs for risk measurement attention,
• Reviewing limit policies proposed by the head of discretionary trading and formulating, with the head of risk management, additional limit policies, daily limit compliance, resolution of excesses, trends in risk exposures for discretionary traders,
• Remaining current with the risk management profession and abreast of relevant risk measurement and risk management methodologies and their implications for the firm.

Minimum Qualifications:

• Advanced / Post-Grad degree in mathematics, hard science subjects or possibly statistics with a process control or quality control orientation,
• 4-6 years post-degree experience in process-oriented situations with front-line experience in equity market risk management processes,
• Excellent verbal and written communications skills,
• Sound character,
• Able to work on own initiative with minimal direction to achieve goals but a team player mentality.