Job Title:	Market Risk Manager on Structured Credit Products.
Reference:	kghreiewr8wo;
Salary:	Highly Competitive
Location(s):	City of London
Industry(s):	Banking
Advertiser:	Selby Jennings
Employment Type:	Permanent
Posted:	04-07-2008

Description:

A leading multi strategy hedge fund is looking for a quantitative market risk manager with strong structured credit products (primarily CDOs) to join their team here in London. This is a front office role where you will be working with portfolio managers and CRO of the fund to work on their investment strategies and be responsible for Risk/Return calculations.



The successful candidate must have strong structured credit products knowledge and structured credit trading experience as well as practice in analyzing market risk. The Market Risk Manager must have strong Model Validation and VaR models skills. Programming familiarity as well as ACA or ACCA is highly advantageous



This position will suit candidates keen to work in a front office environment, and looking to utilize and develop their commercial expertise, with progression opportunities across the front office on offer to the successful candidate.



Excellent salary and benefit packages are on offer.

Please send your Word Doc CVs to risk@selbyjennings.com

www.selbyjennings.com