Large Equity Focused Hedge Fund Requires Senior Risk Specialist recruitment
The firm is a specialized hedge fund looking to grow on the success it has already had in 2012. The team is experienced in trading and portfolio management across a multi strategy trading platform mostly covering the equities markets. This position will directly affect the PnL of the fund and will sit with the PMs on the floor whilst working closely with the sales teams in building the fund’s AUM. Due to the expansion of his trading portfolio the fund requires this key hire to facilitate growth further.
The quantitative risk manager will have the following responsibilities;
• Asset pricing and scenario analytics, inc options
• Risk framework analytics (e.g. beta, correlation, VaR, Scenario analysis)
• Macro, historical regression and carry analytics
• Regular on demand risk VaR updates/calculations
• Fund attribution performance/marketing analytics
• Monitoring risk exposure limits
• Ad-hoc risk scenario analysis
• Month end risk PL attributions
The successful candidate will have the following responsibilities and skills set;
• Experience in quantitative finance with knowledge of risk models
• Experience in convertible arbitrage trading strategies and products is a necessity.
• Knowledge of risk metrics like VaR, PnL etc
• Tertiary degree in Finance, Math or Engineering etc
• Preferable IT skills include: VBA, excel
Please send the all applications to risk@selbyjennings.com in word document format