Senior Risk Manager on Structured Credit Products.
Company:
Selby Jennings
Location:
UK-London
Compensation:
Highly Competitive
Position Type:
Employee
Employment type:
Full time
Updated:
05 Sep 2008
eFC Ref no:
433451
A leading multi strategy hedge fund is looking for a quantitative market risk analyst with strong structured credit products (primarily ABS and leverage loans) to join their team here in London.
A leading multi strategy hedge fund is looking for a quantitative market risk analyst with strong structured credit products (primarily ABS and leverage loans) to join their team here in London. This is a front office role where you will be working with portfolio managers and CIO of the fund to work on their investment strategies and be responsible for Risk/Return calculations. The successful candidate must have strong structured credit products knowledge and have working experience in analyzing market risk. Strong knowledge of VaR models as well as good programming skills (VBA) is required. Please reply to risk@selbyjennings.com
A
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QUMAS
is a global compliance software company offering a complete Enterprise
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Belzberg
Technologies has been at the forefront of the electronic trading
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