Front Office Risk Manager - Equity Derivatives
- Employer
- Selby Jennings QRF
- Location
- Manhattan, USA
- Salary
- Negotiable
- Closing date
- Sep 22, 2022
View more
- Job Function
- Hedge Funds
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
You need to sign in or create an account to save a job.
A $30 billion AUM Multi Strat Hedge Fund is hiring a Risk Manager to sit in the business and cover Equity Strategies and Derivatives Trading.
This individual will sit within a pod of 20-30 traders in the front office and take a very hands on approach to risk management at the desk level.
The firm has a central risk team, but this is a unique hire as it will be dedicated to this pod of equities traders. The firm runs long/short, long only, convertible/volatility arbitrage, systematic equity, and other quantitative strategies.
Responsibilities:
Qualifications:
This individual will sit within a pod of 20-30 traders in the front office and take a very hands on approach to risk management at the desk level.
The firm has a central risk team, but this is a unique hire as it will be dedicated to this pod of equities traders. The firm runs long/short, long only, convertible/volatility arbitrage, systematic equity, and other quantitative strategies.
Responsibilities:
- Approve trades and provide effective challenge to the business
- Enhance trading strategies from a risk-aware perspective and maximize risk adjusted returns
- Modify portfolio construction and explain equity risk factor models and risk metrics to trading teams
Qualifications:
- 6+ years of risk management experience
- Expert knowledge of equity derivatives
- Strong quantitative and technical literacy
- Python, SQL, R, Excel/VBA
You need to sign in or create an account to save a job.
Sign in to create job alerts
Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.
Create alert