SENIOR Market Risk Manager | Hedge Fund – traded credit recruitment
A leading asset management house in London 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 leading the credit hedge fund in the market across Europe from recorded growth this year and are looking to continue this success heading into 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;
• MUST HAVE – hedge fund or asset management experience in a risk management function
• Experience of asset pricing particularly on ABS and other credit products
• 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.