Hedge Fund - Junior Quantitative Risk Analyst
- Base salary + discretionary bonus + benefits
- Londres, Angleterre, Royaume-Uni
- CDI, Plein-temps
- 17 nov. 17 2017-11-17
Risk Management - Hedge Fund - London, UK
To be a Risk Analyst in a quantitative hedge fund, across all asset classes. Key responsibilities will include:
- Cross-asset class review of all portfolio risks.
- Risk reviews of investment strategies.
- Development of risk tools and systems.
- Liaising with senior stakeholders regarding the risk profile of the fund.
- Portfolio Construction experience.
- Software development skills.
- Statistical language experience in R, Python, and MATLAB.
- Working knowledge of SQL.
- Stats abilities (Monte Carlo; Time-Series; Bayesian techniques).
- Familiarity with major commercial risk management systems (such as Risk Metrics).
- An appetite for solving problems that are associated with huge datasets.
- Good English-language communication skills.
Please send your CV to email@example.com
Vennbridge is an employment agency in relation to this vacancy.