Quantitative Risk Manager | Trading Floor | Hedge Fund

Position
Quantitative Risk Manager | Trading Floor | Hedge Fund


Recruiter
Selby Jennings


Location
Singapore


Salary
Competitive


Date
17 July 2017


Apply now
Award winning Hedge Fund run by Top Tier Fund Managers, my prestigious client has multi-strategy fund business in multiple countries with significant investment in the APAC region.

Responsibilities for Quantitative Risk Manager Trading Floor Hedge Fund

Support the top management to manage overall portfolio risk in all trading activities

Setting up the risk frameworks

Managing and assessing of risk exposures and risk limits

Developing new Risk Management tools.

Analyse market risk reports by explaining the trading positions and activities and understanding trading and hedging strategies in light of changes in the market conditions.

Assessing trading performances and providing market risk monitoring, analysis, reporting, market risk stress test reporting and analysis, daily P&L attributions for all asset classes:

Requirements for Quantitative Risk Manager Trading Floor Hedge Fund

Degree in Business/Quantitative/Finance related subjects

The candidate should have at least 5-7 years of experience in managing market risk

Strong communication skills;

Open-minded and enjoys challenge
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