Hedge Fund Quant Risk Manager

Our Client aNew Yorkbased hedge fund with over 2 Billion under management is seeking a VP of Risk management to join a growing leader in investment management.

This role will be reporting directly into the Chief Risk Officer.This professional will be managing the creation of analytical tools, libraries, stress testing, enhancement of VaR models review pricing and risk model documentation , understanding pricing and validation methodologies, developing and executing test plans, writing/modifying valuation scripts, analyzing model weaknesses, benchmarking to external vendor models, documenting and reporting the results and risk management framework/methodologies.

Requirements

* 3-5 years risk experience in a top financial institution
* Degree in quant field
* FRM and/or CFA is desirable
* Excellent understanding of any of Structured Products
* Extensive experience in model development & validation
* Quantitative and programming skills (C, C++, C#, VBA, Matlab, SQL, Java)
* Exceptional communication skills

To find out more about Huxley Associates please visit www.huxley.com