Front Office Risk Manager - Equity Derivatives

Recruiter
Selby Jennings QRF
Location
Manhattan, USA
Salary
Negotiable
Posted
04 Sep 2022
Closes
22 Sep 2022
Ref
16257429
Job Function
Hedge Funds
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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:
  • 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

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