This visible senior level position reporting into the CIO which interfaces daily with the firm's Portfolio Managers and is responsible for a broad range of functions, including:
managing analysis, back testing and simulations
enhancing the firm's reporting tools in conjunction with the development team
working closely with Portfolio Managers to analyze, quantify and manage risks
regular communication with the fund's investors
The successful candidate will be a high-performance individual with 5+ years relevant experience underpinned by a record of academic excellence, ideally including a Masters in a quantitative discipline. Deep working knowledge of cash and synthetic credit products; detailed knowledge of credit spread risk, jump risk and the Greeks and intimate familiarity with pricing and risk models are all key requirements. A degree of technical proficiency as it relates to Excel and the handling of large data sets is also vital. Outstanding communication skills - and the ability to clearly and succinctly deliver thoughtful analysis - are paramount as there is extensive interaction not only with the firm's management team and PM's, but also with their sophisticated investor base.
A highly competitive base + performance-based bonus structure is on offer to the successful applicant.
Please submit an application for more detailed information and a discussion in confidence.
Internal Number: 3879802
About Undisclosed Employer
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