VP Risk Manager recruitment
Essential Functions:
• Measure, monitor and manage various portfolio-related market risks. Recommend, develop and integrate ongoing risk management practices which include but not limited to asset allocation, hedge analysis, factor screening, etc.
• Develop white papers assessing risk factors for various strategies.
• Responsible for measuring, reporting, analysis and escalation of portfolio-related risks.
• Must be able to absorb and digest complex information, analyze risk impact and escalate issues with clarity and confidence to Portfolio Management and Senior Management.
Desired Qualifications:
• Bachelor’s degree in a technical discipline (Math, Physics, Engineering or Computer Science) with M.B.A. or CFA, or M.S./Ph.D in Math/Physics/Engineering with Finance experience.
• 6-10 years of relevant buy or sell side experience (candidates with experience on both sides are preferable).
• Experience as a quant strategist on the sell-side is a plus.
• Exposure to equity investments globally is mandatory.
• Exposure to derivatives is desired.
Required Skills/Working Knowledge of:
• Strong knowledge of Equity Products.
• Deep knowledge of equity multifactor models is required (Barra, Axioma, Northfield).
• Solid understanding of fixed income models (POINT, Blackrock, Wilshire).
• Knowledge of derivatives and latest risk management and optimization techniques.
• Strong organizational skills and ability to multi-task.
• Strong written communications skills, including ability to visually display quantitative information.
• Strong verbal communications skills and comfort engaging all levels of firm management.
• Advanced Excel skills, including VBA.