Snr Risk Opportunity at Leading Quant Hedge Fund

OCR Alpha is currently working with one of the most successful hedge funds globally as they look to add a Risk professional to their London office. The end client is without doubt one of the leading hedge funds globally, and with this, have a reputation of hiring the best talent as well as adding exceptional value to someone’s career. Their AUM currently is in excess of $7 Billion and they are projected to exceed this in the coming year.
Given the size of the team, the role would naturally be very broad and allow the successful applicant a larger breadth of responsibility than you would typically get within a big institutional firm.
Based within the Risk department, some of the roles responsibilities include management of the day-to-day operations of the Risk function, such as validating margin methodologies across multiple counterparties and asset classes, analysing opportunities for optimization as well as strengthening the existing reporting framework.
Qualifications/Skills Required:
• At least 4/5 years of Risk/Market Risk experience, gained from either the buy-side or the sell-side. Though open-minded, the hiring quant fund has a preference for applicants currently working on the buy-side at systematic businesses.
• Knowledge and experience within Fixed Income is essential for this opportunity, the ideal candidate will be a specialist within this product.
•Advanced mathematical background with a minimum Bachelor’s degree in a finance, engineering or other mathematical field
• Excellent analytical skills with previous involvement in data analysis projects
• Experience with scripting languages essential (Python or SQL preferred)
This is an urgent hire for the team and they are keen to get candidates on board as soon as possible. If interested please apply now!