Senior Quantitative Risk Manager Specializing in Mortgages

A Leading Global Asset Management Firm seek a highly experienced Quantitative Risk Specialist with Expert knowledge of ABS/MBS modeling for a senior role in their Global Headquarters reporting directly to the CRO

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 one of the leading the credit hedge funds in the market across the US from recorded growth this year and are looking to continue this success.

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 whilst working closely with the portfolio management and sales teams in building the fund’s AUM. This award winning fund due to the expansion of his trading portfolio requires this key hire to facilitate growth. 

The quantitative risk manager will have the following responsibilities;

The successful candidate will have the following responsibilities and skills set;

July 18, 2013 • Posted in: Financial

Leave a Reply

You must be logged in to post a comment.