Head of Exotics Risk
Our client, a >$65Bn AUM Hedge Fund is looking to hire a Head of Exotics Risk Manager initially focussed on Equities.
This individual will be hands on working directly with a Senior PM on a fundamental multi billion $ Equities book focussed on Single Stock Vol, Index Vol, light Exotics and VIX.
The individual will be required to provide market risk commentary to the PM and traders as well as help build the risk framework, design and implement equity vol surface engines, provide stochastic and Monte Carlo modelling and enhance risk management capabilities.
The team also cover Rates Vol and are looking to expand into Credit Vol in the future.
This hire will, overtime, gain exposure to multi-asset vol risk.
You must have:
7
years in an Equity Vol function, buyside highly preferred A deep knowledge of Equity exotic products A strong understanding of options markets in EU/US Current hands on experience in modelling Exceptional Python AND/OR MATLAB Recommended Skills Matlab Python (Programming Language) Risk Management Asset Management Risk Analysis Servicing And Car Mechanics Apply to this job.
Think you're the perfect candidate? Apply on company site Estimated Salary: $20 to $28 per hour based on qualifications.
This individual will be hands on working directly with a Senior PM on a fundamental multi billion $ Equities book focussed on Single Stock Vol, Index Vol, light Exotics and VIX.
The individual will be required to provide market risk commentary to the PM and traders as well as help build the risk framework, design and implement equity vol surface engines, provide stochastic and Monte Carlo modelling and enhance risk management capabilities.
The team also cover Rates Vol and are looking to expand into Credit Vol in the future.
This hire will, overtime, gain exposure to multi-asset vol risk.
You must have:
7
years in an Equity Vol function, buyside highly preferred A deep knowledge of Equity exotic products A strong understanding of options markets in EU/US Current hands on experience in modelling Exceptional Python AND/OR MATLAB Recommended Skills Matlab Python (Programming Language) Risk Management Asset Management Risk Analysis Servicing And Car Mechanics Apply to this job.
Think you're the perfect candidate? Apply on company site Estimated Salary: $20 to $28 per hour based on qualifications.
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