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.