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.