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Front Office Market Risk Analyst | Global Asset Manager | London

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: 7438412321363JSDN
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 21/02/2018
A London and New York-based fund is looking to build out its front office quantitative market risk team. The successful candidate will report into and work alongside the CRO and the Senior Risk and Portfolio Managers across the business. 

The role is situated within the front desk and will be analysing the trades the company makes. The successful candidate will be required to understand the risk they're running and once settled into the team, this person will be responsible for their own funds and trades to research. A strong understanding of fixed income is a necessity.

Key requirements include:
  • A Master’s degree in a quantitative discipline such as Mathematics, Statistics, Finance, Engineering, Physics, Econometrics or similar. Strong Mathematical background.
  • Relevant experience within a quantitative based role (1 to 3 years max), ideally in fixed income.
  • IT skills including Python, R, Matlab, Visual Basic etc, Bloomberg and Risk Metrics
  • Strong communication skills at articulating quantitative concepts to both technical and non-technical individuals, and be able to engage senior management in strategic insights for credit policy
  • Knowledge of risk and statistics VAR, stress tests, tail exposure, PCA analysis etc
  • Exposure to big data and machine learning even if only at academic level will be expected.
  • The individual should fit into a culture that is not hierarchical, where title/level is not what drives its employees, and where regardless of seniority the individual will be happy performing a hands-on remit
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