- Analyze and understand P&L of internal desks and returns of external managers.
- Develop tools to examine P&L through quantitative statistical techniques. Gain insights into P&L drivers through in-depth knowledge of markets, instruments, positions and trading strategies and information gained through interactions with internal and external portfolio managers. Compile relevant reports.
- Write insightful P&L commentaries for management. Participate in development of a framework to predict returns of external managers.
- Understand risk, trading positions and strategies; explain them to other members of the group & management.
- Provide in-depth analysis of investment strategies. Stay up-to-date with constantly evolving markets and hedge-fund-like trading strategies.
- Help develop appropriate risk measures for each strategy. Analyze risk, especially tail risk, on the internal and external platform. Ensure that our stress-tests are adequate as market and trading strategies change. Monitor risk concentrations.
- Develop MATLAB and Excel –based tools to analyze risk and returns.
- Help prepare presentations for management and the Board of Directors.
- Manage responsibilities pertaining to business continuity preparedness, documentation, Disaster Recovery site visits, etc.
- 3+ years' experience within derivatives trade support, model validation/pricing or risk management
- Strong technical knowledge of derivatives pricing, risk explain, and trading strategies. Product coverage should include expertise in one or more of the following: Fixed Income, Equity, FX, or Commodities.
- Excellent programming skills with working experience in Excel/VBA, C++ and/or Matlab.
- Knowledge of risk methodologies, spreadsheet creation, stress testing and the ability to work independently are critical
- Desire to work in a dynamic, demanding environment.
- Ability to work under pressure of time and market, meet deadlines and collaborate with other departments is essential.
- Bachelors / Masters degree in Financial Engineering, Mathematics, Physics, Engineering, etc. within a top tier institution with excellent performance
For immediate consideration, please forward resume and contact details to: firstname.lastname@example.org
Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
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