A Global Systematic Hedge Fund is looking for an experienced and driven Quantitative Risk Analyst to work alongside both the Portfolio and Risk Managers to optimise its hi-tech platform, manage risk exposures across across Global Macro business. You will be a part of a team with an international scope, sitting in a front office facing role that works alongside investment professionals in developing the build proprietary technology and develop statistical methods to leverage public and in-house data sets. Our team members combine strong technical skills with a passion for problem solving and an intellectual curiosity about financial markets.
Responsibilities:
- Work closely with the Risk Managers in constructing a robust risk management framework implementing the Risk Toolkit (reports, dashboards, risk analytical tools/models).
- Responsible for building ad-hoc tools/risk metrics that resolve issues surrounding the market and risk exposures, with the ability to adapt to and tackle new challenges facing the business.
- You will be expected to deliver a detailed report, showing a complete understanding of the risks facing the business now and in the future.
- Assist with the streamlining of the current Risk Management framework and workflows used by the Risk Managers.
- Carryout and in-depth quantitative analysis on all models, including risk and reporting models, and the continued optimisation of risk tools used in the front office by the PM's, using Python, VBA and SQL.
- Carryout quarterly reports on risk breaches and flag findings to the board with your recommendations for change
- Tasked with new product design, carrying out detailed analysis and continued development of the models across the Fixed Income business and risk associated to the platform.
- Work closely with portfolio managers, communicating your findings in a non-technical manner for complete understanding and coherence
Qualifications:
- 2-7 years' experience working within a buy-side environment.
- Strong background in either commodities, foreign exchange, fixed income, equities, and derivatives
- Strong Quantitative ability to code in Python and use simple models e.g. Options Pricers.
- Strong market knowledge - Global Macro (Rates).
- Knowledge with Risk concepts associated with Fixed Income (VaR, P&L attribution, bond math - value, yield and riskiness).
- Experience working within a Front Office position within Risk and the ability to communicate affectively with PM's, Risk Managers and the board.
