Risk Manager - Credit Strategies

Leading hedge fund is seeking to hire a highly technical risk manager 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 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:

• 5+ 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 submit your resume for more detailed information and a discussion in confidence.