Hedge Fund Quantitative Risk Management
- Highly Competitive
- Londres, Angleterre, Royaume-Uni
- CDI, Plein-temps
- 18 janv. 18 2018-01-18
An exciting opportunity has arisen within a well-regarded multi-strategy Asset Manager. Our client is a multibillion $ London based firm with a strong track record, who are now looking to add an experienced risk professional to their growing team.
This opportunity would suit a quantitative focused individual who has a keen interest in portfolio risk management, along with this person having excellent computer and data mining abilities.
This person will be reporting into and working alongside the CRO, and will in turn face off to the Senior Risk and Portfolio Managers across the business. They operate in a both a professional and pleasant working environment where team fit is very important.
- A Master’s degree in a quantitative discipline such as Mathematics, Statistics, Finance, Engineering, Physics, Econometrics or similar
- Relevant experience within a quantitative risk based role
- Systems skills including (the more the better) R, SAS, SQL and Python, Matlab
- Strong communication skills at articulating quantitative concepts to both technical and non-technical individuals, and be able to engage senior management in strategic insights for credit policy
- Knowledge of risk and statistics (SD, regression analysis) VAR, stress tests, tail exposure
- The importance is if the individual can fit in to a culture that is not hierarchical, where title / level is not what drives its employees, and where regardless of seniority the individual will be happy performing a hands on remit
- There is a preference for this person to come from the buy-side.