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Info about the team
The firm’s Risk Management team is responsible for managing market risk, counterparty risk and liquidity risk. The team works closely with traders across discretionary and systematic trading of macro and relative value strategies in fixed income, foreign exchange, equities, credit and digital asset markets.
MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:
- Market risk management of equity, fixed income and foreign exchange macro and relative value trading.
- Contribute to enhancing risk measurement and portfolio analytics and controls.
- Work within a collaborative environment both within the Risk team and with other stakeholders.
- The role is hands on and will involve liaising with Portfolio Managers discussing portfolio and market risks and solutions to manage and optimise risks within the firm’s risk framework.
WORK EXPERIENCE/BACKGROUND:
Essential
- Quantitative degree from a Top Tier institution (Maths, Physics, Engineering, Computer Science, Finance or Economics)
- Between 4 and 7 years of experience in equity derivatives in a Quantitative-intensive role: Risk Management, Trading, Structuring
- Experience working directly with PMs/Traders
Desirable
- Trading or Market Risk background
- Exposure to common Hedge Fund equity strategies (e.g. dispersion)
- Experience in portfolio analysis
- Experience in data analysis
- Experience in coding and creating tactical tools in Excel
TECHINICAL/BUSINESS SKILLS & KNOWLEDGE:
Essential
- Proficient in Excel
- Understanding of equity markets
- Strong knowledge of equity derivatives (linear and non-linear)
- Strong problem-solving skills and acute attention to detail
- Ability to communicate effectively at all levels, both written and verbally
- Ability to prioritise multiple tasks and work under tight deadlines
Desirable
- Understanding of fixed income macro and relative value strategies
- Knowledge of SQL, VBA and Python
