Market Risk Manager | Cross-asset

This top Global Hedge Fund is looking to take on a talented quantitative risk candidate who is looking for a challenge to hit the ground . This market risk group is not like your average risk group as it encompasses a wide spectrum of the business units allowing these team members to gain exposure to other business functions.

This market risk team are widely known for their leading financial projects and have been internationally praised for their cutting-edge approach to finance. The hedge fund is looking to expand throughout 2011 their trading platforms across all assets and this key hire will play a major role in the success of the PnL of the desk. A major responsibility for this role will be the implementation of new technology across the trading platforms as well as development of relationships and interaction with the front office teams to help establish a coherent and balanced business relationship and maintain risk as a business partner with other trading focused teams in the fund.

This role will provide an excellent opportunity to gain extensive front office experience and develop an already high performing risk team.

The market risk manager will have the following background:

• University degree with a quantitative subject. Postgraduate degree or relevant professional qualifications (eg CFA, FRM & CQF) preferable.
• Understand in detail the products and risks arising from the businesses under their control, how and where P/L is generated, and the details/implications of how their markets are evolving.
• Excellent quantitative skills with experience of working with building and the implementation of risk models.
• Extensive knowledge of Equity and Fixed Income products and has worked previously in either market risk, trading or research role.
• Extensive knowledge of pricing and risk management of a variety of Equity instruments, both Cash and Derivative, from practical experience.
• Knowledge of risk management methodologies (eg Stress Tests, VaR) and their strengths/weaknesses is beneficial.
• Experience of managing a team would be preferable but not a necessity
• Strong systems skills, particularly Excel/VB
• Team player, enthusiastic, with strong communication and influencing skills

If you fit with the above profile please send all applications to risk@selbyjennings.com

Type: Full-time

Location: Moscow

Category: Risk Jobs

Apply Email: risk@selbyjennings.com