Head of Risk

4 weeks ago


New York, United States eFinancialCareers Full time

 

The Head of Risk will have a range of responsibilities including:

  • working closely with Portfolio Managers to analyze, quantify and manage risks
  • backtesting trading strategies and scenarios
  • contributing to the portfolio construction process
  • regular communication with both senior management and a highly sophisticated investor base

The successful candidate will be a high-performance individual with the following:

  • 10+ years relevant experience buy side risk management experience with 5+ years spent covering L/S strategies
  • Excellent academics with a Masters in a quantitative discipline
  • CFA charterholders preferred
  • Deep knowledge of the mechanics of derivative products is a must - specifically credit and equity
  • Detailed knowledge of credit spread risk, jump risk and the Greeks combined with intimate familiarity with options pricing and risk models are all key requirements;  
  • Outstanding communication skills, with the ability to clearly and succinctly deliver thoughtful analysis and commentary;
  • Deep passion for the financial markets.

Please submit your resume for more detailed information and a discussion in confidence.


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