Equity Risk Management recruitment
This person will work within the risk management group on firm’s Equity Risk management initiatives, responsible for critically analyzing and assessing market risk in detail, and taking on active role in assisting portfolio risk management and portfolio construction decisions.
On a daily basis this person will assist the risk management team in assessing, reporting and mitigating risks in the firm’s portfolios and processes; Augment and develop risk analytics and reports using RiskMetrics, other tools, or custom programming and incorporate them into the risk evaluation process; Perform ad-hoc quantitative and qualitative analysis, what-if analysis and stress testing of portfolios; Work closely with Portfolio managers and traders to assess position and portfolio risks continuously; Work with quantitative team and developers to design and implement risk management methodologies and techniques; Produce performance measurement and other quantitative assessments of risk/reward on both the individual portfolio manager and overall firm basis; Produce, validate and distribute daily risk reports and other periodic risk reports (weekly, monthly, quarterly and annually).
The ideal candidate will have an advanced degree in a quantitative discipline with 3 to 5 years experience within an equity trading or risk management function. The individual will have managed equity market risk. The successful candidate will have a thorough understanding of a range of financial products across equity markets and knowledge of the technology associated with risk monitoring and reporting. The candidate should possess outstanding quantitative skills with expert-level knowledge skills and experience.
For more information or confidential consideration, please refer to Job#1070 and submit resume in Word format to: ian@comprehensiverecruiting.com