Hedge Fund - Risk Manager - Equity Arbitrage (Event Driven) Hedge Fund - Risk Manager - Equity Arbitrage  …

Vennbridge
in London, United Kingdom
Permanent, Full time
Last application, 16 Jun 21
Market leading hedge fund compensation
Vennbridge
in London, United Kingdom
Permanent, Full time
Last application, 16 Jun 21
Market leading hedge fund compensation
Posted by:
Louis Altman • https://www.linkedin.com/in/louisaltman/
Posted by:
Louis Altman
https://www.linkedin.com/in/louisaltman/
Risk Management | Equity Arbitrage - London, UK

Role

The main purpose of the position is to risk manage the Global Event Driven Equity Arbitrage desk. 

The firm and the team are expanding, hence the reason for this hire. 

The role is based in London, UK.

Duties

  • Daily analysis of all Equity Arb portfolios.
  • Liaising with Portfolio Managers to understand trades, exposures, and trading ideas.
  • Creating, and performing, scenario analyses.
  • Improving the firm's risk processes, analytics and ways of reporting risks.

Candidate requirements

  • A degree in a quantitative subject followed by a postgraduate qualification.
  • Familiarity with arbitrage strategies - in any asset class.
  • Experience as a quant or as a risk manager in a bank or on the buy-side.
  • Solid programming skills, either in C/C++/C# or in Python within a large-scale production environment.
  • Strong problem-solving skills.
  • A positive mindset and a "can-do" attitude.

Extra Information

Vennbridge is an employment firm in relation to this posting. For further information, see www.vennbridge.com

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