Our clients are some of the top peforming hedge funds and they are looking to "beef" up their risk management practices.

As a top quant risk management professional, you will bring at least 8 years of risk management in equities and other liquid instruments to the table.

In your capacity as risk manager at our fund, you will liaise with our portfolio management, research and operations and trading teams to set risk management policies and procedures as well as monitor, communicate and  escalate any issues that might arise in the market, credit and operational risk for the fund and its various products.

You’ll be tasked with developing quantitative/analytic models and reports to help monitor and manage risk on both a day-to-day and longer-term basis.

The ideal person will bring to the table 10 years of industry experience with a strong preference for candidates from quantitative trading firms. You are expected to have extensive experience and  understanding of VAR, sensitivity analysis, shock analysis and stress tests.

You should have broad product experience and an understanding of product-specific risk measures, such as DV01 and delta and gamma exposure.  Familiarity with risk systems such as RiskMetrics,  Imagine, Algorithmics or Superderivatives is required.

Please email for all other relevant information.

All of our clients require exceptional communication skills, strong work ethics, detail oriented and strong interpersonal skills.

Due to the confidential nature of these roles, please call or email for further details.