Leading hedge fund is looking for quantitative risk manager to develop front office risk platform in LDN recruitment
A fund is looking for a quantitative risk manager to develop risk strategies from a quantitative perspective for the group. This position will directly affect the PnL of the fund and will sit directly with the traders on the floor. The fund has rapidly grown over the past 2 years and due to the expansion of his trading portfolio requires this key hire to facilitate that growth.
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
• Experience across a range of different asset classes
• 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 working in a Quant/Risk role preferably within a hedge fund
• Experience of asset pricing particularly on CDS
• Knowledge of risk metrics like VaR, PnL etc
• Tertiary degree in Finance, Math or Engineering etc
• Preferable IT skills include: VBA, VB/C# .net, Java
Please send the all applications to risk@selbyjennings.com in word document format.