• Permanent, Full time
  • Anson McCade
  • 2018-07-19
  • London, England, United Kingdom
  • Competitive
  • Full time

RISK STRAT

My client has been generating risks for a while. As this team is looking for a strat that looks at the floor wide risk all day; and looks to build new metric to automate risk management.

RISK STRAT
VP/Dir/ED Level


My client has been generating risks for a while. As this team is looking for an Equity derivatives strat that looks at the floor wide risk all day; and looks to build new metric to automate risk management.

Requirements:

  • Has been a strat working in Equity derivatives
  • Has been a trader or risk manager in Equity derivatives
  •  Someone who monitors risks and creates new metrics. 
  • Also looks at the PNL and can explain whether the risks are meaningful.
  • Somebody who understands the statistical significance of a signal.
  • You will be asked to have views on which risk is more relevant at any given time.
  • You will need generic quant skills (i.e. Mixture of a modeller and coding this is a well rounded profile).
  • Needs to be able to go in the library and debug a risk, or fix things. 
  • Know how to debug a library and understand why some risks are wrong.

This role is not looking for a typical quant, instead this role is looking for a candidate who is watching the risks most of the time. 


Essential skills:

  • Earned a PhD or Master’s degree in math, statistics, physics, financial engineering, computer science or other quantitative fields.
  • Knowledge of European ABS market or familiarity with Interest Rate instruments such as Swaps and  Swaptions.
  • Strong software design and development skills using C++, Python or Java.
  • Experience with big data, time series and statistical analysis.
  • Great communication and interpersonal skills.
London, England, United Kingdom London England GB