Quantitative Market Risk Associate recruitment

Responsibilities:

• Analyze and understand PL of internal desks and returns of external managers.

• Develop tools to examine PL through quantitative statistical techniques. Gain insights into PL drivers through in-depth knowledge of markets, instruments, positions and trading strategies and information gained through interactions with internal and external portfolio managers. Compile relevant reports.

• Write insightful PL commentaries for management. Participate in development of a framework to predict returns of external managers.

• Understand risk, trading positions and strategies; explain them to other members of the group management.

• Provide in-depth analysis of investment strategies. Stay up-to-date with constantly evolving markets and hedge-fund-like trading strategies.

• Help develop appropriate risk measures for each strategy. Analyze risk, especially tail risk, on the internal and external platform. Ensure that our stress-tests are adequate as market and trading strategies change. Monitor risk concentrations.

• Develop MATLAB and Excel –based tools to analyze risk and returns.

• Help prepare presentations for management and the Board of Directors.

• Manage responsibilities pertaining to business continuity preparedness, documentation, Disaster Recovery site visits, etc.

Requirements:

• 3+ years’ experience within derivatives trade support, model validation/pricing or risk management

• Strong technical knowledge of derivatives pricing, risk explain, and trading strategies. Product coverage should include expertise in one or more of the following: Fixed Income, Equity, FX, or Commodities.

• Excellent programming skills with working experience in Excel/VBA, C++ and/or Matlab.

• Knowledge of risk methodologies, spreadsheet creation, stress testing and the ability to work independently are critical

• Desire to work in a dynamic, demanding environment.

• Ability to work under pressure of time and market, meet deadlines and collaborate with other departments is essential.

• Bachelors / Masters degree in Financial Engineering, Mathematics, Physics, Engineering, etc. within a top tier institution with excellent performance

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

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