Cross Asset Quantitative Risk Manager for Industry Leading, Multi-Strategy Hedge Fund - Developing risk infrastructure alongside the CEO

• Company

  Selby Jennings

• Location

  USA-NY-New York City

• Remuneration

  Competitive

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  29-Oct-2013

• eFC Ref no

  1300030

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Front office risk role within a live trading environment.

Cross Asset Quantitative Risk Manager for Industry Leading, Multi-Strategy Hedge Fund – Developing risk infrastructure alongside the CEO

A private investment management company is seeking a quantitative analyst who will work directly with the CEO and CIO in the development of the risk management infrastructure and trade management tools for the firm.

This company consists of an international team of highly quantitative professionals creating cutting-edge technology to improve and streamline trade processes.

Your responsibilities will include analyzing trader performance and new strategies across various asset classes, monitoring those strategies in a live-trading environment, developing tools to evaluate risk for individual traders and developing scripts for ad hoc trading.

The ideal candidate will come from a highly quantitative background with either an M.Sc or Ph.D from a top tier university, have experience in a live trading environment and have excellent C++ and Python coding skills.

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