| Job Title: | Multi-Strategy Hedge Fund Risk Manager. |
|---|---|
| Reference: | mncxbncbnzxbmcmzx |
| Salary: | Highly Competitive |
| Location(s): | City of London |
| Industry(s): | Banking |
| Advertiser: | Selby Jennings |
| Employment Type: | Permanent |
| Posted: | 02-09-2008 |
Description:
A leading multi-strategy hedge fund is looking for a quantitative market risk analyst to join their team here in London. This is a front office role where you will be working with portfolio managers and CIO of the fund on their investment strategies and be responsible for Risk/Return calculations. You will also help develop an enhanced risk platform. The successful candidate must have strong quantitative background and knowledge of risk management processes (Greeks, VaR, stress testing). Candidates must be educated to MSc level within a Quantitative related discipline (Mathematics/Statistics etc) and be proficient in Excel/VBA. Java, C# or C++ experience would be highly advantageous.Please send your CV as a word document to jobs@selbyjennings.com
www.selbyjennings.com
