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|Sector||Credit & Risk Management|
Senior Risk Analyst sought by London based Hedge Fund.
Review T-1 trades, portfolio exposure, market events. Escalate potential issues to Senior Management. Engage with PMs to discuss any concerns.
Run daily and other periodic processes (VaR, stress tests, etc)
Interact with Ops / IT / Compliance to ensure Risk is properly captured in all systems.
Monitor intraday risk - live exposure, PnL, etc.
Risk limits: calibrate risk limits for the funds and individual strategies. Suggest new limits when appropriate.
Portfolio analysis: improve factor analysis, stress testing, perf attribution, liquidity, etc.
Handle ad hoc requests from Portfolio Managers (hedging, performance analysis, etc).
Contribute to the development of internal Risk systems.
Prototype new Risk analytics and new reports (with IT support).
Help develop the Counterparty and Operational Risk infrastructure.
Skills/ Experience required
Products: good understanding and practical knowledge of Equity and/or vanilla Fixed Income / Credit products. This is not a Quant nor model validation role, but youll have to understand the pricing methodology, meaning of sensitivities, what risk parameters are relevant for each trading strategy etc.
Ability to shadow Portfolio Managers, i.e. understand the trades, risk drivers, market developments etc.
Education: minimum MSc level in scientific/numerical subject (PhD not essential).
Programming: good knowledge of at least one language (ideally Python). Focus on data analysis.
Database: good understanding of data modelling, working knowledge of SQL.
Exposure to a prop trading environment, either buy-side or sell-side FO / PB experience.
Nice to have
Risk Software: Front Arena, BBG PORT, MSCI RiskMetrics, Barclays Point.
Understanding of Factor models
For applications or enquiries, email Simeon.Randell@BRUINFinancial.com
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