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Director, Credit & Risk Management
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|Sector||Credit & Risk Management|
Hedge Fund seeking a Front Office Quantitative Risk Analyst to join their dynamic team based in London.
Actively contribute to investment discussions and perform risk reviews of existing and proposed quantitative investment strategies;
Work as part of the Front Office Investments team overseeing all types of portfolio risk;
Operate existing risk systems (both proprietary and off-the-shelf) to analyse portfolio risk, produce risk and performance attribution reports;
Build risk and performance models, rather than use third party tools; by implication excellent programming skills are a must.
Skills/ Experience required
2-5 years experience as a quantitative risk manager or buy-side quantitative analyst.
Must have higher degree (MSc, PhD) in applied science (Physics, Maths, Engineering)
Excellent programming skills
Good understanding of major global markets across all asset classes.
Experience must include exposure to cash and derivative instruments
Familiarity with portfolio construction techniques including challenges within various asset classes (Various methods for constructing a risk / covariance, transaction cost modelling.)
Strong statistical ability: ( Time-series analysis, Statistical estimation, Monte Carlo methods, Bayesian techniques, Portfolio construction risk factor models, Scenario analysis, Optimization)
Strong technical ability
Can show evidence of good software development practice (source control, code review, continuous integration, system testing, audit and control of release to production systems
They have an expert level of understanding and practical experience with statistical languages to include R, Python, MATLAB
Strong object oriented programming skills (C++)
Good working knowledge of SQL
Hands-on experience with major commercial risk management system, e.g., BarraOne, RiskMetrics, FactSet
Experience of building models that are used within existing investment processes
For applications or enq
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