Job Title:
Market Risk Analyst - Derivatives

Company: Selby Jennings

Location: new york city, NY

Created: 2024-04-21

Job Type: Full Time

Job Description:

A Multi Strategy Hedge Fund is hiring a Quant Risk Analyst in NYC.This hire will report directly to the Chief Risk Officer and assist in building out firmwide and custom risk analytics for specific PMstrading teams. The fund is looking for a strong junior candidate with broad markets knowledge and experience with macro asset classes.This is a learning opportunity for an exceptional candidate who wants to continue growing their experience on the buy side. Ideally this person has experience with Listed and OTC derivativesoptions pricing and risk management. Technical skills are a huge plus, and great communication is essential for the senior leadership exposure in this tight knit fund.Requirements:2-7 years of market risk experienceMaster's or PhD in a quantitative disciplineProduct expertise: Exotic RatesEquity Derivatives, FX Options, Commodity FuturesOptions, CDSCDX, Index OptionsProficiency in PythonRSQL or similar languageGreat communication + no ego; it's a very collaborative team