Quantitative Risk Manager for top hedge fund in New York recruitment
A leading asset management house in New York is looking to expand its risk management group with this key hire
A top asset management house is looking for a risk manager with experience of traded credit.
The firm is a specialized asset-manager dedicated to credit products. The team is experienced in trading and portfolio management in credit products across a global market place. They are the obne of the leading credit hedge funds in the market across the US from recorded growth this year and are looking to continue this success heading for 2012.
They are looking for a risk manager with experience of traded credit. This position will directly affect the PnL of the fund and will sit directly with the traders on the floor. This award winning asset manager 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 role has the opportunity to grow
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;
• Hedge fund or asset management experience in a risk management function
• Experience across credit products, specifically across MBS, illiquid and distressed debt
• Knowledge of risk metrics like VaR, PnL etc
• Tertiary degree in Finance, Math or Engineering etc
• Preferable IT skills include: VBA, excel