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Job Vacancy Details

IT Quant - Risk

Hedge Fund

London West End

Permanent

Updated September 2, 2008

As a Quantitative Risk Analyst your role will be to provide assistance to the Risk Manager where you will be exposed to a much wider range of products than in a normal risk management role. You will help identifying, analysing, measuring and communicating risks resulting from the trading activities of the firm to senior management, traders and investors.

Who we're looking for
• Provide IT assistance in the development of an enhanced automated risk system
• Help maintain automated risk system with new funds
• Provide a daily/weekly/monthly risk analyses (Greeks, VaR, stress testing, liquidity, margins etc.) to risk manager, fund managers, traders and investors.
• Ensure reports, analysis results, research and systems development information are accurate and posted on the department shared server location
• Strong academic background, educated to minimum Msc level in a quantitative or computational finance.
• Highly proficient in Excel and Visual Basic Application (VBA) with a focus on delivering IT efficiencies
• Preferably experienced with Java, C# or C++
• Minimum 2 years' experience in financial institution including derivatives exposure
Personal Attributes
• High level analytical, problem solving and investigative skills with strong attention to detail
• Enthusiastic, committed individual ready to work as part of a team and learn more about the hedge fund industry
• Good team collaboration to effectively work with peers in various departments

About our client
Our client is an award-winning hedge fund based in London. The company manages over US$3bn of assets on behalf of a wide range of institutional investors, in eleven offshore funds. The hedge fund strategies cover special situations, event driven, credit/distressed, volatility, long/short equity and multi-strategy. The company has top tier performance over its 7 year track record and a solid infrastructure with 40+ staff.

What's on offer
Highly Competitive package

Michael Page Contact
For further info, apply or phone on 020 7645 1423. Job Ref: 12997743
Your application will be sent to Richard Tricker.