Risk and Quantitative Analytics, Hedge Fund

An established hedge fund is currently on growth mode and hiring a Risk Quant to be part of the Front Office Trading team.

This is a renowned hedge fund that has multi-asset class strategy and have had an excellent year. On the back of their stellar year, they are hiring for their Front Office trading team. Working as part of the Risk and Quantitative Analytics team, this is a role that will combine Valuations, Market Risk Management and Quantitative Development. The incumbent will be liaising with internal Developers and functional teams to deliver Front-Office Quant Analytics and Technology solutions

The successful candidate must have the following:

• 2 - 5 years of experience actively facing Front-Office teams consisting of Portfolio Managers/Traders and/or Execution teams.
• Good understand of FX/Equities/Commodities/Rates instruments through a current Desk Development or Risk Development role.
• Excellent coding skills in C++ /C#/ Python
• Excel and VBA development skills obtained authoring/ supporting tools and reports developed for an active Risk managing desk.
• Market Risk management and Reporting experience, including understanding of Risk Measures such as VaR and PnL attribution.
• Degree in Computer Science/Mathematics/ Statistics/ Economics/ Quantitative Finance

If you believe you fit the requirements for the role, please click APPLY NOW or drop an email to Sumukhi.Ramnath@ambition.com.sg. Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1986098