Quant Risk Quant Risk …

Capital Fund Management
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
selon profil
Capital Fund Management
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
selon profil
Capital Fund Management
CFM LLP is looking to reinforce its risk management function with a person that can accompany the strong growth of CFM's Quantitative Investment funds.

The context :

In compliance with regulations, CFM LLP has setup a Risk Management function, independent from Research and Trading, reporting to the Risk Manager of CFM SA on a day to day basis and the board of CFM LLP on a periodic basis. The Risk Manager of CFM LLP also participates in the Quantitative Investment Committee of the group.

The team’s key responsibilities include

  • Measure and monitor risk metrics in real time (exposures, VaR, Greeks, margins...)
  • Alleviate operational risk: manage limits, validate trading decisions and execution.
  • Reconcile trading in real time, using “drop copies” channels from brokers and exchanges.
  • Report key risk indicators to the board, regulators and investors.

 

The job :

CFM LLP is looking to reinforce its risk management function with a person that can accompany the strong growth of CFM's Quantitative Investment funds.

The position is based in London and involves visiting the Paris office on a monthly basis.

The role’s key responsibilities include

·Capture, monitor and understand all material risks in the portfolios.

·Ensure that these risks are reported accurately internally, to the board, regulators and investors.

·Manage risk limits. Investigate, report and audit breaches.

·Monitor underlying market conditions (volatility, liquidity).

·Keep a critical eye on new trading projects (new asset classes, new strategies...) and evaluate their impact on risk.

·Maintain ongoing close communication with Portfolio Managers and Research teams. Understand and challenge how they view and manage risk.

·Participate in Investment and Risk Committees.

·Participate in Due Diligence processes.

 

Your profile :

  • Masters or PhD (or similar) in a quantitative subject such as Mathematics, Physics, Statistics, Economics, or Finance.
  • 5 to 10 years of experience in quantitative roles within risk management, modeling or trading in financial institutions.
  • Knowledge of financial products across several, or all, asset classes: equities, fixed income, FX, commodities, credit, volatility.
  • Knowledge of computing and scripting languages (e.g. Java, C++ or Python).
  • Knowledge of SQL.
  • Ability to investigate problems into complex systems and data.
  • Ability to work autonomously and pro-actively.
  • Ability to work collaboratively in teams on complex programs.
  • Ability to communicate clearly with key stakeholders.
  • Ability to work independently in a confident and professional manner.

 

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