Summary: A Global Systematic Hedge Fund (circa $15bn AUM across its Equity and Global Macro business) is looking for an experienced and driven Quantitative Risk Analyst to work alongside both the Portfolio and Risk Managers to optimise its hi-tech platform, manage risk exposures across Fixed Income funds and build out its Global Macro business. You will be sitting in a front office facing role as part of a team with an international scope, close to the investment professionals and supporting the business with capital allocation and investment strategies.
- Work closely with the Risk Managers in constructing a robust risk management framework and implementing the Risk Toolkit (reports, dashboards, risk analytic tools/models).
- Responsible for building ad-hoc tools/risk metrics that resolve issues surrounding the market and risk exposures, with the ability to adapt to and tackle new challenges facing the business.
- You will be expected to deliver a detailed report, showing a complete understanding of the risks facing the business now and in the future.
- Assist with the streamlining of the current Risk Management framework and work-flows used by the Risk Managers.
- Carryout and in-depth quantitative analysis on all models, including risk and reporting models, and the continued optimisation of risk tools used in the front office by the PM's, using Python, VBA and SQL.
- Carryout quarterly reports on risk breaches and flag findings to the board with your recommendations for change
- Tasked with new product design, carrying out detailed analysis and continued development of the models across the Fixed Income business and risk associated to the platform.
- Work closely with portfolio managers, communicating your findings in a non-technical manner for complete understanding and coherence
- 2-7 years' experience working within a buy-side environment.
- Strong background within the Fixed Income space and knowledge of its key concepts.
- Strong Quantitative ability to code in Python and use simple models e.g. Options Pricers.
- Strong market knowledge - Global Macro (Rates).
- Knowledge with Risk concepts associated with Fixed Income (VaR, P&L attribution, bond math - value, yield and riskiness).
- Experience working within a Front Office position within Risk and the ability to communicate effectively with PM's, Risk Managers and the board.