Quantitative Risk Analyst - Hedge Fund

Responsibilities:

• Work with our CRO and trading to build pricing algorithms and work on risk management systems
• Years of experience - 3-10 years max
• Develop and research credit products and alpha signals communicating to the CRO
• Switching models on returns, build and backtest
• Strong communication skills are vital to interact effectively with the risk management team, portfolio managers, research analysts as well as IT and developers in a fast-paced, highly results-driven environment.
• Conduct review, backtesting, or internal model recalibration exercises
• Participate in the operational integration of the models developed and the calibrations carried out
• Responsibilities will include capital markets/new issue management, new idea generation, new idea sourcing, and trade execution, as well as position management and PNL responsibility.
• Executing high volume trade flows and trade research
• Must have strong relationships in capital markets
• Additional responsibilities will be cultivating broker relationships as well as monitoring, filtering, and efficiently communicating relevant market information to the broader investment team.
• Responsible for trade origination, analysis, structuring, and execution
• Help evaluate and analyze trading performance and existing signals and create new signals
• Collaborate closely with other researchers, software developers, and the fundamental credit team to constantly evolve our trading system and process
• Portfolio optimization process

Qualifications:

• Research experience ideally working with Credit products assets or having extensive experience and success working with other financial products like equities and derivatives
• M.S./Ph.D. from a leading university in a quantitative discipline such as math, physics, statistics, computer
• Proficiency in one or more of the following languages: C++, Python, Matlab, and R
• Experience using statistical packages and advanced ability with very large datasets
• Ability to communicate effectively
• Outstanding analytical, problem-solving, and organizational skills
• Works well with a team AND possesses the ability to work independently
• Deep passion for financial markets

Location: Greenwich

Salary: $ Competitive + Bonus + Benefits

REFER A FRIEND

If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on +44 (0)203 603 4474 or info@srinvestmentpartners.com for more details

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