Hedge Fund - Risk Manager - Scenarios and Limit Management
- Market Rate Hedge Fund Compensaton
- Londres, Angleterre, Royaume-Uni
- CDI, Plein-temps
- 19 janv. 18 2018-01-19
Award-winning hedge fund - Risk Management - Broad range of asset classes and regulatory liaison - London, W1
The position is to be the number two to the main risk manager of the fund.
The company is highly quantitative. It has won numerous awards.
Duties will include, but not be limited to:
- Understanding in detail the limits on the firm's funds and managed accounts.
- Specifying, testing and running a dashboard for managing quantitative and qualitative account restrictions.
- Designing and operating scenario tools.
- Assisting with risk managing both equity and fixed income.
- Project management.
- Facing off to myriad stakeholders (CEO; COO; Risk; Operations; Technology; Product Control; Legal; Investor Relations).
- Some operational risk assessments.
Candidates will have
- Experience working with legally specified or regulatory limit documentation.
- Understanding of risk sensitivities and other market risk measures.
- Multiple asset classes knowledge.
- The ability to challenge the views of others in person.
- Risk scenarios experience.
- Basic coding or scripting experience.
Please send your application to email@example.com
Vennbridge Partners Limited is a recruitment agency in relation to this vacancy.
Vennbridge is the sole recruitment firm that has been mandated by the hedge fund to supply candidates for this role.