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Quantitative Risk Analyst

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Salary Competitive
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/26569
Contact Tim Holbrough
Date posted 21-07-2017

World leading Hedge Fund in London seeks a Quantitative Risk Associate with a strong background in programming to work closely with portfolio managers, risk management, and the core engineering team. The key responsibilities will include developing automated risk analytics and providing real-time risk oversight, focusing on quantitative execution risk, market risk, and operational risk.
Responsibilities:
The Associate will be responsible for:
• Developing and maintaining automated risk applications for portfolio risk regime monitoring and reporting (market risk, liquidity risk, concentration risk, and regulatory capital calculations)
• Monitoring trading strategies across all markets and asset classes during the European market trading hours
• Controlling, in real-time, both execution risk and market risk utilisation of all strategies, as well as escalating and reporting risk-related issues in a timely manner
• Working closely with portfolio managers, traders, and the core engineering team to respond effectively to risk limit violations and unusual trading behaviour
• Collaborating with the core engineering team, exchanges, prime brokers, and clearers to identify and resolve trading related issues
• Assisting risk management and core engineering teams to enhance proprietary risk systems
• Providing ad-hoc risk analysis and back-testing on a regular basis
• Interacting continuously with global risk team
• Working closely with the business management team to provide risk support and advisory, as appropriate
Qualifications:
• Strong quantitative skills with advanced programming experience in Python
• At least two years of experience in a front-office quantitative risk, market risk, or operational risk role
• Exposure to electronic execution gained with a quantitative proprietary trading group, systematic hedge fund manager, or from a sell side front-office facing role
• Experience with low-latency execution and systematic quantitative strategies (a plus)

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AVP, Consultant