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Quantitative Risk Manager (Power & Gas) - Hedge Fund

Employer
Paritas Recruitment - Data & Tech
Location
London, United Kingdom
Salary
Competitive Salary
Closing date
Feb 13, 2024

View more

Job Role
Risk Manager
Sector
Finance
Contract Type
Permanent
Hours
Full Time


Responsibilities:

  • Identifying, capturing, and communicating material risks of the business, including credit, tail risk, liquidity, and convexity.
  • Ensuring that risk-taking at the individual portfolio level and at the firm level is efficient and deliberate, by setting appropriate risk guidelines and limits.
  • Developing and advancing stress testing and VaR frameworks.
  • Developing and maintaining a framework for capital allocation to maximize risk-adjusted returns and profitability at the various business levels and at the firm level.
  • Actively managing the firm’s risk exposures through regular meetings, analysis and insights.
  • Leading research efforts to develop innovative risk management approaches, tools and analytics by leveraging the collective knowledge of the platform.
  • The goal is to enhance the quality of performance and improve the firm’s risk-adjusted return.
  • Enhancing management’s understanding of investment performance by developing intuitive and efficient frameworks for performance attribution and educating all internal constituencies on those frameworks.
  • Provide additional support with other risk managers in managing the market risk across the Macro business. Manage and mentor Quantitative Analysts on the team.


About you:
  • Minimum 5 years experience as a Risk Manager covering US & EU Power & Gas Products
  • Strong understanding of Pricing models, risk sensitivities, best practice for risk aggregation.
  • Prior experience working with Portfolio Managers / Traders
  • Advanced programming experience with Python
  • Advanced degree in Quantitative discipline (Computer Science, Mathematics, Statistics, Financial Engineering, Quantitative Risk Management)

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