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Senior Risk Specialist | Paris

  • Job type: Permanent
  • Location: Paris
  • Salary: €90000 - €110000 per annum
  • Job reference: CRHS26031845
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 28/03/2018
Top hedge fund is looking for a senior risk specialist to lead the hedge fund risk analysis
-          Senior risk specialist
-          Base Salary - €90,000 - €110,000 + bonus & additional benefits

The Risk Team measures risk and is part of the risk management process on the Funds and Products which includes equities, fixed income and hedge funds. Positioned close to the fund managers, they liaise with Fund Managers and senior management to provide regular and ad hoc risk analysis.

The senior market risk specialist will have the following responsibilities:
  • Production and analysis of regular risk attribution reports for use by the Fund Managers and other interested users of the data such as senior management, marketing, and compliance
  • Lead the development of the Hedge Funds risk analysis
  • Act as business lead for all Hedge funds risk projects and enhancements to the risk team service – including system reviews where appropriate.
  • Provide oversight reporting for all Hedge funds to senior management teams – highlighting areas of concern.
  • Escalation of issues to Head of Risk Measurement.
  • Respond to direct requests from Fund Managers.
  • Assist IT to develop new systems/feeds and enhance existing feeds.  This may include investigating the data requirements for new instrument types, sourcing this data and testing the risk output.
  • Assist the team in suggesting new analytics that will be beneficial to Fund Managers and senior management in the understanding of investment risk.
 The successful candidate will have the following background and skill set:
  • Educated to degree level or equivalent
  • Previous experience of working in the risk management function with an asset management company
  • Significant risk management experience and in particular extensive hedge fund risk experience
  • Strong quantitative skills
  • Excellent knowledge of derivatives (types, valuation/pricing, risks)
  • General knowledge of the hedge funds markets (styles/strategies)  
  • Detailed knowledge of tracking error, VaR, and stress testing methodologies together with an appreciation of their limitations
  • VBA and SQL experience

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