Risk Quant Dev (VP, Dir), Large Hedge Fund (London & NYC)

This leading Macro Hedge Fund has over 300 staff and offices in London, Hong Kong, and New York.  Reporting to the Head of Quant Risk, they now seek a skilled Quant Developer to work on core market risk projects such as calculation of 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.

This is a wonderful opportunity to deepen your understanding of Market Risk models & tools with cross-asset exposure to a wide variety of derivative instruments from a buy-side perspective.

ESSENTIAL:

• 3-6 years working on core market risk projects such as calculation of Sensitivities, Stress Scenarios & VaR
• Or, 3-6 yrs in a related financial area, e.g. market risk, pricing/analytics or market data
• 3 yrs+ experience in C# and Python (or Java)
  
• Strong experience with Databases, Data & strong SQL, data analysis skills
  
• Honours degree or Masters in a technical discipline

DESIRABLE:

• Experience with AWS, CI/CD, Docker, Kubernetes
• Experience with Spring or similar
• Experience with message queues and/or stream processing
• Excellent analytical skills
  
• Strong verbal and written communication skills