| Job Title: | Quant Risk Manager |
|---|---|
| Reference: | 205595 |
| Salary: | £70000 per annum |
| Location(s): | City of London |
| Industry(s): | Risk |
| Advertiser: | Joslin Rowe |
| Employment Type: | Permanent |
| Posted: | 05-01-2009 |
Description:
Our client, who are a global brokerage group currently seek an exceptional Quant Risk manager to join their London office. Reporting to the Market Risk Manager, you would initially spend time in Paris for training.Specific Responsibilities
•Create Global Margin Call Reports for a specific number of clients each morning. Ensure clients have adequate collateral to cover risk. Report breaks on trigger limits and take necessary action to correct
•Create Market Risk Report for Fimat Proprietary Accounts. Ensure all positions are within limits. Breaks must be reported, explained and resolved in a timely fashion
•Top day monitoring of cash equity execution business
•Client Portfolio Analysis - Calculate and present risk analysis for select prospect clients and existing clients.
•Prospective and existing clients are typically off-shore hedge funds trading a variety of strategies such as global macro, long/short, relative value and arbitrage
•Formulate a general approach for margin methodology.
•Propose required margins based on a sample portfolio or trading style.
•Product testing - Fimatrix risk engine : testing is required for new instruments.
The ideal candidate will posses a highly numerate academic background, ideally to MSc with previous experience in a risk environment working with quantitative strategies. You will also possess excellent communication and project management skills.
Just one more thing... The Joslin Rowe Salary Survey is now available online www.joslinrowe.com/salary-survey
Joslin Rowe - Winner of 4 UK Recruiter Awards & highly commended for our recruitment excellence in 2005, 2006, 2007 & 2008.
Joslin Rowe Associates Ltd encourages applications from individuals from all backgrounds but candidates must be able to demonstrate their ability to work in the UK.
Joslin Rowe Associates Ltd is acting as an Employment Agency in relation to this vacancy.
