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Hedge Fund, are currently looking for a talented, self-motivated entry – level Quantitative Risk Analyst with solid technical computing skills (e.g SQL, UNIX or other scripting, VBA, an exposure to an object-oriented language) and a broad exposure to cross-asset class financial products. Must have 2+ years of financial industry experience (optional).
Hedge Fund are currently looking for a talented, self-motivated entry – level Quantitative Risk Analyst with solid technical computing skills (e.g SQL, UNIX or other scripting, VBA, an exposure to an object-oriented language) and a broad exposure to cross-asset class financial products. The ideal candidate must be familiar with current risk management techniques, including VaR, stress testing and greeks.
This position involves day-to-day contact with US hedge fund risk managers and involvement on the quantitative and technical side of supporting the production of risk analysis and reports. The candidate will gain an in-depth understanding of all the steps in the risk generation process including the underlying pricing and analysis algorithms, as well as the experience with regulatory risk reporting, such as Form PF, OPERA, AIFMD, etc.
Providing support to clients (mainly hedge fund risk managers) regarding the content and the production of risk reports: answering queries on risk exposures, measures, scenarios, Value-At-Risk calculations and models used within the risk system
Creating ad hoc SQL scripts to extract data out of the GoRisk engine to facilitate investigations
Working together closely with the risk development team to test and validate new pricing models and enhancements
Reconciling client expectations with the numbers reported by our system using alternate systems such as Bloomberg and/or in house Excel add in libraries.
Coordinating and actively participating in the setting up of new clients on the risk platform and configuring the risk engine to conduct the set of analyses as required
Identifying and addressing any adhoc issues regarding the production of risk reports and escalating to the appropriate team
Provide input and feedback for the continuous enhancement of the system
Bachelor’s degree and/or Master’s degree in Finance, Financial Engineering or Quantitative Finance
2+ years of financial industry experience (optional)
Strong understanding of modern programming language and database management concepts
Knowledge of undergraduate level Statistics
Experience in SQL
Knowledge of cross asset class financial instruments modeling and pricing (equity/FX options, bonds, futures, interest-rate swaps, CDS, etc.)
Understanding of risk management techniques, VaR approaches (Historical, Monte-Carlo) and sensitivity measures (option greeks, DV01…etc)
Basic understanding of trading strategies across all major asset classes and hedge fund investment styles
Strong analytic skills and logical reasoning/problem solving
Basic knowledge of Unix/Linux a plus
Experience with production software environments a plus
Familiarity with Bloomberg a plus
Familiarity with SAS a plus
Experience in a client facing role a plus
Good written and verbal communication skills
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