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Head of Market Risk at a Top Hedge Fund

  • Job type: Permanent
  • Location: New York
  • Salary: US$275000 - US$400000 per year + Competitive
  • Job reference: 304081/004_1558476101
  • Sector: Selby Jennings, Risk Management
  • Date posted: 21/05/2019

A top American Investment Manager Is looking for a well rounded, seasoned market risk leader to join their Market Risk Management group. This person will be instrumental in supporting the Firm's investment management activities, leading a team responsible for covering new and historical products including equities, options, futures, OTC Derivatives, Fixed Income and Commodities. In this role you will work closely with teams across the business including engineers, traders, and portfolio managers, while leading the market risk team in day to day functions for the firm. This is a highly coveted position, team, and top company to work for with a leading team of scientists, technologists and academics that push the boundaries of traditional finance and provide solutions to the world's most difficult economic problems, spanning various markets and industries. If you are interested, do not hesitate to apply in to this role!

What You Will Find Yourself Doing:

  • Performing intraday and end of day portfolio risk analysis

  • Using a diverse set of risk models to look at exposure generation, stress testing and P&L attribution

  • Establishing processes to identify risks unidentified by models and developing tests to study them

  • Studying new asset classes

  • Executing and setting new risk limits

What We Would Like From You:

  • ~9 years of relevant institutional market risk management experience and/or trading experience from a complex investment manager and experience leading a team

  • Knowledge of multiple asset classes and market knowledge

  • Prior trading experience is a plus

  • Excellent academic recor with a degree in a scientific or mathematic discipline

  • Experience in quantitative finance

  • Proficiency in programming

  • Knowledge of financial mathematics and a strong understanding of probability and statistics is needed

  • Attention to detail and strong interpersonal, communication and presentation skills

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