>> Systematic Hedge Fund – Quantitative Market Risk << recruitment
Being part of the Risk Committee and reporting directly to the CIO, this is a unique opportunity for a mathematical individual to step into a challenging and high profile role. Focusing on risk models, their inspection and improvement as well as working in close conjunction with the front office, you will cover the entire portfolio. Duties include:
- Developing and implementing risk management methodologies
- Interacting with the quants and trading desks to present risk issues
- Ensuring the inspection and improvement of risk frameworks (VaR, scenario, correlation etc)
- Predicting trends in the market and factoring into hedge fund strategy
- Facing off with investors and being the key point of contact regarding risk queries
This role should appeal to ambitious individuals looking to move into a challenging role or buy side position. Successful candidates should meet the following criteria:
- Advanced degree in a mathematical subject
- Relevant risk or quantitative experience from the buyside, ideally other systematic trading firm
- Experience in developing and refining market risk systems and processes
- Advanced VBA skills, some C# and SQL desirable
If interested please apply online or call Khalid Al-Sada on +44 (0) 207 469 8955 for more details.
