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Senior Risk Analyst, Hedge Fund

Salary £80k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/SIMR/29749
Contact Simeon Randell
Date posted 06-09-2018

Senior Risk Analyst sought by London based Hedge Fund.
Key responsibilities
Risk Monitoring
• 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 Management:
• 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).
Risk Infrastructure:
• 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 you‘ll 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.
• FX experience
• Understanding of Factor models

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AVP, Consultant