Top Hedge Fund looking for Equity Quantitative Risk Manager – CT recruitment
This unique Buy Side Risk team is looking for a highly Quantitative Equity Risk Manager to develop, test and implement risk models. You will use your skills to construct short and median term equity portfolios used by the traders. You will create and back test alpha signals based on fundamental, macro and statistical mean-reversion signals. You will use your strong communication skills to effectively communicate with the traders and senior staff.
This is an opportunity to gain exposure across the business and wear multiple hats within the firm.
Requirements:
- Masters from top school in highly Quantitative field
- 3 4 years related Quantitative experience
- Strong knowledge of Equity products
- Strong programming skills in C++
- Strong communication skills to interact with different parts of the business
Please send your resume in Word doc format to Mairin with Huxley Associates for immediate consideration.
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