Market Risk – Hedge Fund recruitment
Role Responsibilities:
• Report directly to the Head of Market Risk, provide analytical support, monitor market activity and review risks at book and portfolio level
• Assist in maintaining internal databases and analytical infrastructure and generation of regular risk reports
• Work closely with other members of the risk and research teams to develop and implement new models for market risk measurement
• Data analysis and econometric modelling
• The role will also involve significant interaction with the trading desks and the candidate will assist in risk and P/L analysis
Candidate Requirements
• At least three years experience in a derivatives trading environment preferably as a trader or a risk analyst
• Graduate-level training in finance, economics, econometrics, engineering, operations research, statistics, mathematics, or computer science
• Excellent analytic and problem-solving skills combined with strong interpersonal skills
• Experience with handling large and complex datasets
• Proficiency in SQL an advantage
• Familiar with VBA and at least one statistical package (e.g. Matlab, Gauss, Stata)