Valuation & Risk Analyst / Quant recruitment

The Front Office Team performs all valuations Risk tasks required of large Multi-Strategy Hedge Fund, Fund of Funds and Pension Funds.

The responsibilities of the Risk Analyst will include:

• Daily Valuation of client portfolios by maintaining market data (Yield curves, volatility surfaces etc.), valuation models and risk measures in the system.

• Real time support of queries related to valuation and risk for clients on our Real Time Portfolio Management system (Sungard Front Arena)

• Daily production of customized portfolio risk reports and risk measures for financial derivatives (Exotic Options, IR structured products, CDS, Volatility products) in Front Arena trading system

• Explain, review and validate valuation and risk measures to clients ( trader Greeks etc.)

• Participate in strategic projects including development of risk reporting framework, market data integration, model development etc.

Pre-requisite knowledge, skills and experience

• SunGard Front Arena and Bloomberg experience preferred.

• Calypso, Murex or other Portfolio management systems experience a big plus.

• At least 3 years of banking/hedge fund risk experience required.

• Working Knowledge of financial instruments like Options, futures, IR swap, CDS, Convertibles.

• Financial models experience such as Black Scholes, IR 1 factor, 2 factor term structure models, stochastic volatility models a big plus.

• Strong communications skills

• MS or Higher in financial Engineering/Quantitative disciplines or MBA.

• Some experience with Convertible Bonds and Volatility Products.

• Prior Fund Administration Experience a plus

For immediate consideration please submit a resume/covering letter to  Vanessa B via