Quant Analyst, Market Risk Models (Java), VP, Large Hedge Fund, London

London
Ref: QDJA-2303
Total to £220k + Benefits
Market Risk Analysis - Models & Tools, VaR, Derivatives, Java, SQL,
Leading Global Hedge Fund

This leading Macro Hedge Fund has over 250 staff and offices in London, Hong Kong, and New York.  Reporting to the Head of Quantitative Risk Management, they now seek a Quantitative Analyst to work on core Market Risk models such as Sensitivities, Stress Scenarios and VaR.  You’ll work closely with the Risk Management team to define & implement solutions and also interact with Quants & Quant Devs who build pricing and analytics capabilities.  Programming in Java is required but they also have C# & Scala modules. 

This is a wonderful opportunity to apply your deep Risk modelling skills in a cross-asset environment and gain great exposure to a wide variety of derivatives from a buy-side perspective.

ESSENTIAL:

  • 5 yrs in a related financial area, e.g. market risk, derivatives pricing/analytics or market data
  • Worked on core market risk projects such as calculation of Sensitivities, Stress Scenarios & VaR
    • Several years experience of Java
    • Experience of Databases, SQL, with great data analysis skills
    • Strong verbal and written communication skills
    • Masters degree in a technical discipline