Head of Risk / CRO -Hedge Fund
Overview
Boutique Hedge Fund is currently looking for a CRO to lead their risk management function covering all asset classes.
The Role
- Analyse and monitor Market Risk, Credit Risk, Liquidity Risk and Operational Risk of all funds, managed accounts and dedicated accounts.
- Build, maintain, and improve the proprietary risk framework (built in R) used to analyse and monitor the funds’ risk.
- Run at least on a daily basis the risk analysis for the funds, analysing, verifying and interpreting the results; create new functionalities, reports, and implement improvements when needed.
- Analyse all aspects of the risk of all the funds managed.
- Produce monthly risk reports for investors.
- Liaise on a continuous basis with fund managers and traders and contribute on discussing the markets, the portfolios, the strategies, and the associated risks.
- Participate actively at meetings with prospects and investors, must be presentable to clients, inspire confidence.
- Ability to take on the existing system, and be ‘hands-on’ re IT development, as we would like someone who would be able to, in parallel, develop a version 2 of the system
The Candidate
- Strong Academic pedigree in Numerical sciences – PhD from a leading
University
Knowledge of Equity, Fixed Income, Credit, Real Estate and FX markets including Derivatives as an ex-proprietary trader is ideal.
- Must have R programming language, S+ and Matlab knowledge
APPLY | risk@gqrgm.com | 0203 141 8014
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