| Job Title: | Senior Risk Manager on Structured Credit Products. |
|---|---|
| Reference: | e23454546653524242 |
| Salary: | Highly Competitive |
| Location(s): | City of London |
| Industry(s): | Banking |
| Advertiser: | Selby Jennings |
| Employment Type: | Permanent |
| Posted: | 21-08-2008 |
Description:
A leading multi strategy hedge fund is looking for a quantitative market risk analyst with strong structured credit products (primarily ABS and leverage loans) 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 to work on their investment strategies and be responsible for Risk/Return calculations. The successful candidate must have strong structured credit products knowledge and have working experience in analyzing market risk. Strong knowledge of VaR models as well as good programming skills (VBA) is required. Please reply to risk@selbyjennings.comwww.selbyjennings.com
