Head of global risk – Highly Successful Quantitative US hedge fund seeks a Senior Multi Asset Class Risk Manager to assess the funds macro VaR – CT based recruitment
The client is a multi-billion dollar hedge fund that adapts highly quantitative and fully automated approach to investing, with automated mathematical models that predicts movements, fluctuations on worldwide financial markets, across multiple asset classes
We are now looking for a senior risk manager that can develop tools to provide a; clear, real-time macro view of the firms total risk exposure across all geographies (Americas, Europe, and APAC), and asset classes (Equities, Fixed Income, Currencies, and Commodities) working very closely with senior management and CxO team, reporting straight in to the CEO.
Requirements:
MSc or PhD in quantitative discipline (Physics, Computer Science, Applied Mathematics, Operations Research, etc.)
Current knowledge of regulation in equity and futures markets
Knowledge of equity and fixed-income derivative pricing models
Knowledge of VaR methodology, including its robust estimation
Strong Statistics skills
Good communication skills (In this role you will act as a liaison between Researchers/Traders/Operations/Technology and the Senior Management)
Programming skills (C++/Perl/Python) and familiarity with Linux a strong plus
Please reply to rw@capitalchase.com for immediate consideration, or any questions. All applicants are handled with total confidentiality