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Equity Risk Manager with Statistics for top Hedge Fund

Connecticut
 
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Leading Hedge Fund hiring for long / short Equity Risk Manager. You will sit on trading floor and work with portfolio managers playing an active role in portfolio risk management, capital allocation and portfolio construction decisions. You will analyze and report the equity market risk and individual portfolio level and overall firm. Work to develop new approaches and risk tools. Review and distribute periodic risk reports. Work with quant team and developers to design and implement methodologies and techniques.

Requirements:

- 3-5 yrs experience in Equity Program trading, Algo Trading, Prop trading or Risk management.
- Strong quantitative skills with understanding of multivariate statistical techniques (Time series analysis, data mining, optimization)
- Risk measurement methodologies in Equity factor models, stress test and performance analysis
- Programming skills in Matlab or SAS, VBA, SQL, C++ or C#
- Masters or PhD in Math, Statistics, Computer Science, Physics

If you are looking for a highly technical, analytical role with the opportunity to communicate with traders and senior level management please consider this position immediately.

Send your resume to Dara with Huxley Associates.

Quant, quantitative, statistics, market risk, equity, factor models, optimization, MS, statistics,


Additional Information

Salary: 
150000-250000 (USD) + bonus + benefits
Position Type: Full Time, Employee
Ref Code: 1021153

Contact Information

Dara Lubarsky
Huxley Associates - New York
23RD FLOOR 1270 AVENUE OF THE AMERICAS
NEW YORK 10020
Tel: +1 212 707 8332
Fax: +1 212 707 8330
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