- GBP50000 - GBP70000 per annum
- London, England, United Kingdom
- Permanent, Full time
- Selby Jennings QRF
Start-up Hedge Fund | Quantitative Risk Analyst
- Location: London, England, United Kingdom
- Salary: GBP50000 - GBP70000 per annum
- Job Type: Full time
Start-up Hedge Fund is seeking a Quantitative Risk Analyst
A start-up Hedge Fund is looking for a Quantitative Risk Analyst to join its fund platform in London.
This rapidly expanding buyside institution is seeking an entrepreneurial individual who would be comfortable working across the fund platform. You will be engaging with the Head of Risk and CEO on a daily basis. You will be central to the company as it grows across the fund space from the end of 2018.
Dealing with the estimation of the risk profile of trade Ideas, working across asses and instruments.
Assess and automate valuations, market alerts and risk monitoring tasks for the Trade Ideas.
Daily testing of valuations accuracy and differing functionalities.
Plug-in the risk monitoring system.
Determine and run risk reports for the Fund.
Work with the developers in specifying, testing and evaluating new functionalities.
QUALIFICATIONS AND SKILLS
Strong quantitative educational background, ideally in a Mathematical or Statistical based discipline
Previous experience in a risk management role within financial services (ideally coming from a Hedge Fund environment.
Ideally has prior exposure or succinct knowledge of Fixed Income
The capability to code in Python
The ability to work as part of a team and individually (pro-active, self-motivation needed)
CFA is a plus, but not a prerequisite