Job Title:	Quantitative Market Risk Manager.
Reference:	vfvdgdgdfgdsfdfdfgfd
Salary:	Highly Competitive
Location(s):	Non UK / Overseas
Industry(s):	Banking
Advertiser:	Selby Jennings
Employment Type:	Permanent
Posted:	03-09-2008

Description:

A leading multi strategy hedge fund is looking for a quantitative market risk manager to join their rates desk in Dubai. The hedge fund has one of leading cutting edge quantitative strategies within the fixed income market and you will be working directly with the senior fund managers in order to manage and limit the risks taken on their investment strategies. This is a highly quantitative risk management role where you will influence how they will trade and manage their money within the interest rates market. Candidates from risk management back ground within other hedge funds or investment banks are suitable for this role. Strong understanding of the rates market is essential as well as quantitative educational back ground. Direct experience in building risk tools and pricing models is highly advantageous. Excellent salary and benefit packages are on offer.

Please apply to: risk@selbyjennings.com

www.selbyjennings.com