Quantitative Risk Analyst Quantitative Risk Analyst …

Caxton
in London, England, United Kingdom
Permanent, Full time
Last application, 16 Jun 19
£60000 - £80000
Caxton
in London, England, United Kingdom
Permanent, Full time
Last application, 16 Jun 19
£60000 - £80000
Role Title: Quantitative Risk Analyst Location: London Salary: £60000 to £80000 & Competitive bonus Closing date for applications: June 3rd 2019

Company Overview:

Caxton Associates, founded in 1983, is a New York-based trading and investment firm with further offices in New Jersey, London, Sydney and Singapore. Caxton Associates’ primary business is to manage client and proprietary capital through global macro hedge fund strategies.  Assets are managed via a broad mandate to trade in a variety of global markets and instruments. 

The role:

The firm's 30 portfolio management teams engage in a diverse set of investment strategies spanning all asset classes.  The risk function is an integral part of the firm's investment process and is responsible for the development of risk management frameworks to assess, manage and ultimately control the risk for each strategy and the firm in aggregate.

We are seeking to add a strong candidate to the risk management department to provide computational, quantitative and analytical support to the firm’s senior risk managers.

Principal Responsibilities:

  • Streamline, re-factor and enhance existing risk and performance analytics and processes
  • Implement and deploy automated solutions for the production of risk metrics and reports
  • Design, build and maintain a robust framework for the efficient, timely and accurate production of summary risk information for subsequent distribution to regulators and investors
  • Work with senior risk managers to produce various analyses, often on a time sensitive basis
  • Implement new measures to quantify risk, assess portfolio manager performance and monitor portfolio construction
  • Support the response to requests from the firm’s Chief Risk Officer and the Risk Committee
  • Challenge the status quo and seek out opportunities to make processes more robust, accurate and comprehensive
  • Experience Required:
  • 2-6 years of work experience in a role requiring extensive using of quantitative and coding skills
  • College degree with a quantitative focus e.g. computational finance, mathematics, physics (Bachelors or Masters)
  • Strong Python programming skills are essential.
  • Knowledge of C# is a plus
  • While prior risk management and finance experience is an advantage, but not necessary, a keen interest in financial markets is essential
  • Knowledge of visualization libraries and Tableau
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