Risk Manager

Based in Mayfair

We are a multi-manager and multi-strategy hedge fund manager looking for a quantitative risk analyst to join our team in London. The ideal candidate will drive the development and implementation of methodologies and tools to monitor and report Investment Risk, Liquidity Risk and other financial risks, and will liaise closely with Portfolio Managers and senior management.

Responsibilities:

• Develop and maintain investment risk analysis and reporting across various asset classes

• Work with Portfolio Managers, and external service providers to implement enhanced risk & quantitative models, risk systems and reporting workflows

• Drive a quantitative approach to risk management across VaR, counterparty, liquidity, market and performance risk measures

• Develop tools to conduct analysis or implement efficient data management.

• May require the manual building of reports or prototypes (e.g. using coding or spreadsheets, but not limited to this) to provide proof of concept before tools are implemented.

• Maintain awareness of actual and proposed regulatory changes which impact requirements for risk monitoring

• Daily risk report production and investigation of out of tolerance metrics.

• Liaise with Portfolio Managers and Analysts as required to refine analyses and communicate key findings.

• Perform stress-testing activities.

Requirements:

• Good understanding of AIFM regulations from a risk perspective.

• 5-10 years' experience within financial services, with at least 3 years of Investment or Market Risk, preferably in hedge fund industry

• Ability to explain complex ideas and share knowledge.

• Proactive approach and able to work independently.

Preferred:

• Programming skills

• Experience with portfolio analytics software

• Experience with multi-factor risk models preferred.

• Industry qualifications such as FRM, PRM or CFA