Hedge Fund Market Risk – Equity Derivative recruitment
Reporting directly to the head of Investment Risk and working very closely with the traders and quants at a top class hedge fund, this is a unique opportunity for a mathematical individual to step into a challenging and high profile role. Focusing on risk models, their inspection and improvement as well as working in close conjunction with the front office, you will cover a range of exciting products within the equity derivative portfolio. Duties include:
- Developing and implementing risk management methodologies
- Interacting with the quants and trading desks to present risk issues
- Ensuring the inspection and improvement of risk frameworks (VaR, scenario, correlation etc)
- Setting and monitoring limit policies with the risk management team
- Predicting trends in the market and factoring into hedge fund strategy
- Providing cover for and acting as the head of risk in instance of absence, with the view to replace CRO in a few years
This role should appeal to ambitious individuals looking to move into a challenging role or buy side position. Successful candidates should meet the following criteria:
- Advanced degree in Mathematics, PhD preferable
- Experience in calculating and reporting risk as well as developing methodologies
- Strong knowledge of equity derivative market
- Advanced VBA skills, some C# and SQL desirable
- Ability to interact with the front office and quant teams
- Numerate with the ability to understand mathematical and complex risk models
If interested please apply online or call Khalid Al-Sada on +44 (0) 207 469 8955 for more details.
