Our client is a strong multi-strategies hedge fund, looking to hire a Market Risk Manager with a Quantitative background to join them to build and enhance the risk model for portfolio optimization and risk visualization.
- Quantitative / risk modelling with a strong technical understanding to aid with a variety of model validation projects
- Work closely with Investment managers and CRO to build and enhance quantitative models and simulation engines used to price, monitor, analyze, stress and forecast risk in the firm’s portfolio of cross asset derivative trades and hedges
- Stress-testing and numerical simulation tool experience - Monte Carlo Simulation / VaR
- Model Validation
- Pricing and analysing financial products and derivatives - Exotic derivatives
- PhD/MPhil in Mathematics, Physics, Engineering, Finance or other related fields
- 4+ years of working in quantitative risk analytics
- Proven experiences in designing, building, testing, and using quantitative risk models in a front office or risk environment.
- Sound knowledge of exotic traded products, cross asset derivatives and dynamic strategies
- Strong Python programming skills
- Hands-on experience working with large data sets
- Superior communication skills and the ability to work closely with senior management, operations and technology in a collegial and collaborative work culture
To apply, please send your resume to Donna (firstname.lastname@example.org), thanks.