Interest Rate Risk Quant

Interest Rate Risk Quant

Leading London-based Hedge fund has an outstanding opportunity for a Risk Quant to join the team.

Our client is a $5 billion strong Fund with performance figures of 18%. They are currently looking to expand their strategy across FX and commodities.

This is an opportunity for someone that wants to work with a smart people in a collaborative environment that is solely focused on serious returns.

They avoid the bureaucracy of larger organisations, and keep their management structures flat. Decisions are made efficiently; changes are implemented quickly.

The role will involve analyzing and challenging portfolio and trader risk profiles, as well as working to further develop the firm's in-house risk management framework.

This is a pure front office FX risk role where the analyst will analyze and challenge portfolio and trader risk profiles, as well as working to further develop the firm’s in-house risk management framework which is written in the Microsoft .Net stack.

Candidates MUST have:

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

  

October 17, 2012 • Posted in: General

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