Risk & Valuation Supervisor

• As a core member of our Risk team, you will be working with some of the industry s most accomplished professionals to deliver award-winning services for complex fund structures that our clients can depend upon

• A challenging and exciting role in a rapidly growing industry, providing quantitative risk services to hedge funds in the United Kingdom, Continental Europe, North America and Asia
• The team provides custom and regulatory risk reports that include, but are not limited to, exposure and PL reports, limits monitoring, scenario analysis, stress testing, value-at-risk, and fund performance analytics
• The role provides a unique opportunity to work closely with a wide range of securities, derivatives and structured products in many currencies that are traded by hedge funds on a global scale and to understand the hedge fund industry s evolving risk management needs

Your Role :

• This is a key operational role working with front middle and back office teams.

Duties include:

• Manage daily and monthly risk reporting requirements for clients
• Generate reports and working with complex and difficult clients
• Quality Assurance and regression testing of new reports and upgrades
• Research markets using Bloomberg, Reuters and other sources
• Develop new initiatives, calculation methodologies, custom solutions as specified by clients
• Documentation of policies and procedures
• Follow up and resolve questions on reports as they arise
• Other duties as assigned

Requirements:

• Bachelors/ Masters Degree with 3 years - 5 years of experience
• Experience or background in derivatives, risk management, financial engineering, performance reporting required
• Quick learner, strong attention to details, ability to take initiative
• Ability to work under pressure
• Demonstrated ability to deal effectively with clients and manage service level agreements
• Quantitative skills include basic calculus, statistics and financial math
• Technical skills include advanced Excel. Should be comfortable around IT and will need to quickly learn Excel VBA, SQL, Unix

Skills: Risk Management, Advanced Excel, Sql, Unix, Financial Engineering, Statistics, calculus, Performance Reporting, Excel Vba

Experience: 3.00-5.00 Years