• Top Tier Fund House
• Lean and high performing team
• Exposure to global senior stakeholders

Our client is a top tier global fund house. As part of the CRO umbrella, our client is looking for a driven and ambitious professional to play a key role in their Quantitative Risk function.

Key Responsibilities:

• Implement, maintain, and document the stress testing methodologies
• Provide independent assessment of asset allocation and investment strategies
• Build tools to help portfolio managers understand the key drivers and document key factors
• Participate in global projects to enhance and consolidate the overall stress testing models and its methodologies
• Assist the CRO and the Front Office with any ad-hoc requests pertaining to Risk matters

Key Requirements:

• Bachelor’s Degree in a Quantitative field.
• At least 8 years of relevant experience as a Quantitative Risk Analyst or similar positions on the Buy-side
• Strong multi-asset exposure coupled with a good foundation in modelling
• Proficient in SQL/ Python/ R
• Risk candidates with a strong Quantitative background will be considered as well
• Excellent verbal and written communication skills to effectively interact with front office and senior stakeholders

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EA Licence No.: 15S7496