Hedge Fund - Quantitative Risk Manager
- Hedge Fund compensation
- London, England, United Kingdom
- Permanent, Full time
- 13 Oct 17 2017-10-13
Quant Risk Manager - Hedge Fund - Multi-Asset Class - London, UK
This is a programming-orientated role, in which the successful candidate will design risk metrics and enhance the risk profile of the firm. Main daily duties will include, but not be limited, to:
- Analysing risks being taken across the company's entire portfolio.
- Developing new, and improving existing, performance systems.
- Conducting reviews of quantitative investment strategies.
- Improving operational processes within the firm.
- Liaising with all areas of the company.
- Must have strong programming skills in either Python or MATLAB.
- Will be educated to PhD level.
- Should have practical experience of working in financial markets, either as a risk manager or as a quantitative analyst.
- Will be experienced at working with large sets of data.
Please send your CV to email@example.com
Vennbridge is an employment agency in relation to this vacancy.