Risk Analyst, Credit Strategies (Hedge Fund)
- Employer
- Finance Network
- Location
- New York, USA
- Salary
- competitive base salary + bonus
- Closing date
- Dec 11, 2020
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Leading hedge fund is seeking to hire a highly technical risk analyst with a passion for the markets to join their top-performing credit strategies team. This is a highly visible position which reports into the CRO and offers extensive interaction with Portfolio Managers.
Responsibilities include:
-enhancing the firm's reporting tools (using Python) in conjunction with the development team;
-working closely with Portfolio Managers to analyze, quantify and manage risks;
-regular communication with senior management.
The successful candidate will be a high-performance individual with the following:
-4+ years relevant experience in analytics/quant/risk/trading/valuations with a bank or fund;
-Excellent academics, Masters in a quantitative discipline preferred;
-CFA charter holder preferred;
-Deep knowledge of the mechanics of credit derivative products is a must - specifically CDS and CDX;
-Detailed knowledge of credit spread risk, jump risk and the Greeks combined with intimate familiarity with option pricing and risk models are all key requirements;
-Advanced technical toolkit, to include Python (NumPy, Pandas, SciPy, Jupyter);
-Outstanding communication skills, with the ability to clearly and succinctly deliver thoughtful analysis and commentary;
-Deep passion for the financial markets.
A highly competitive base + performance-based bonus is on offer to the successful candidate.
Please apply with your resume for a confidential discussion.
Responsibilities include:
-enhancing the firm's reporting tools (using Python) in conjunction with the development team;
-working closely with Portfolio Managers to analyze, quantify and manage risks;
-regular communication with senior management.
The successful candidate will be a high-performance individual with the following:
-4+ years relevant experience in analytics/quant/risk/trading/valuations with a bank or fund;
-Excellent academics, Masters in a quantitative discipline preferred;
-CFA charter holder preferred;
-Deep knowledge of the mechanics of credit derivative products is a must - specifically CDS and CDX;
-Detailed knowledge of credit spread risk, jump risk and the Greeks combined with intimate familiarity with option pricing and risk models are all key requirements;
-Advanced technical toolkit, to include Python (NumPy, Pandas, SciPy, Jupyter);
-Outstanding communication skills, with the ability to clearly and succinctly deliver thoughtful analysis and commentary;
-Deep passion for the financial markets.
A highly competitive base + performance-based bonus is on offer to the successful candidate.
Please apply with your resume for a confidential discussion.
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