Fixed Income Risk Quant
Fixed Income Risk Quant
Leading London-based Hedge fund has an outstanding opportunity for a Fixed Income Risk Quant to join the team.
Our client is a 12 man start up who have created a market leading product in the financial data market. Details of the full ideas of the company are protected by a Non Disclosure agreement but they are at the bleeding edge of not only product ideas but also technology and data manipulation.
This innovative start-up is pioneering a new concept for the financial markets. The most important part of their product will be the enterprise-grade technology platform. This is a unique green field development opportunity that will allow you to play a part in shaping the future of finance and be rewarded accordingly.
This role is second to the CEO and will allow respnsability for the whole of the quantitative analytics part of the business. You will be responsible for modelling and pricing risk across a massive array of equity classes creating a new and unique risk product.
Candidates MUST have:
- PHD in Maths Stats or Physics
- Fixed income Risk Analysis
- Experience in a Fund or Technology house
- C#
- VAR
- VBA
This is an outstanding opportunity to join a growing trading business at a time of significant interesting growth within the sector. They are well known in the space and this role offers autonomy from day one as well as exposure to the risk platform of a successful business. You should be confident in your experience across risk and have Quantitative Risk background. We offer a serious package as well as the standard benefits.
My client is based in London
If this sounds of interest then please send your most recent cv to banking@alexanderblackrecruitment.co.uk or call James Holland on 0207 590 3681
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