This leading Macro Hedge Fund has over 250 staff and offices in London, Hong Kong, and New York. Reporting to the Head of Quantitative Risk Management, they now seek a Quantitative Analyst to work on core Market Risk models such as Sensitivities, Stress Scenarios and VaR. You’ll work closely with the Risk Management team to define & implement solutions and also interact with Quants & Quant Devs who build pricing and analytics capabilities. Programming in Java is required but they also have C# & Scala modules.
Market Risk Analysis - Models & Tools, VaR, Derivatives, Java, SQL
ESSENTIAL:
- 5 yrs+ in a related financial area, e.g. market risk, derivatives pricing/analytics or market data
- Worked on core market risk projects such as calculation of Sensitivities, Stress Scenarios & VaR
- Several years experience of Java
- Experience of Databases, SQL, with great data analysis skills
- Strong verbal and written communication skills
- Masters degree in a technical discipline
DESIRABLE:
- Some experience with AWS, CI/CD, Docker, Kubernetes
