Very interesting opportunity to join a highly respected, collegiate, European Hedge Fund; acting as the key quantitative risk contact for the firm's sucessful New York Office.
*Quantitative background; highly numerate, Master's degree or PhD in Math, Stats, Physics etc
*Detailed understanding of the fundamentals of risk and performance metrics; comfortable with calculating from first principles.
*Ability to work pro-actively with Portfolio Managers and other Investment professionals in order to constantly improve and refine risk and investment process. Very much part of the investment team, albeit focus on risk management aspects.
*Excellent communication skills and ability to work in a sometime pressured, fast-paced, but collegiate and friendly, front office environment.
*Good data management and manipulation skills
*Motivation to be proactive and use initiative to drive continuous improvement in the risk and performance process
*Previous hedge fund experience advantageous
*Knowledge of Matlab, SQL, Excel, as well as programming language such as python, c++ or java.
About the opportunity:
*Detailed risk profiling of funds and strategies
*Directly engaging with portfolio management on risk and performance issues
* Providing granular performance measurement for internal and external Marketing purposes
*Overseeing the management and adherence to exposure limits as applied to funds and strategies.
*Research and development to ensure continual improvement to our approach to managing Risk and measuring Performance
please apply online, call or mail a.patersonwestbourne-partners.com for more information.