Equity Investment Risk Analyst Matlab SQL Finance London

Recruiter
Joseph Harry Limited
Location
London
Salary
£70k - £90k pa + Bonus + Pension + LTI
Posted
15 Feb 2017
Closes
15 Mar 2017
Contract Type
Permanent
Hours
Full Time
Equity Investment Risk Analyst (OTC Quantitative MATLAB Equity Equities Investment Risk Lead Manager Director SQL Modelling Modeller Trading Buy Side Asset Management Finance) required by my asset management client in London.

You MUST have the following experience:

- Current or recent experience as a Quantitative/Risk Analyst for equity derivatives
- Strong knowledge of equity derivatives pricing and risk modelling
- Buy-side experience- hedge fund or asset manager
- Programming/development in MATLAB or numerical alternative- such as R, Stata, S+, Eviews
- SQL
- Good stakeholder management skills

The following would be DESIRABLE, not essential:

- Team lead or management experience
- Knowledge of private equity valuations, counter-party risk
- Emerging markets or frontier market equity knowledge
- Science, Engineering or Mathematics masters' degree or doctorate (PhD)

Role: Equity Investment Risk Analyst required by an asset management client in London. You will be the sole Quantitative Equity Investment Risk Manager for the EMEA and APAC Equity Division. The team is likely to grow in the next 12 months, with you as manager. Your duties will include liaising with equity portfolio managers and specialists on a regular basis, researching and developing risk modelling (MATLAB) methodologies to identify and measure the risk of investment portfolios, monitoring portfolios on a daily basis, conducting stress tests on hypothetical and historical scenarios, private equity valuation, counter-party risk (OTC derivatives) and communicating these ideas successfully to clients.

You will be supported by a team of 11 in the US. The equities will be for EMEA and ASIAPAC markets, including emerging markets and frontier markets. The tools will be predominantly Matlab and SQL.

This is an excellent company to join. Retention of staff is incredibly high. Hours are 9-5 with opportunities for progression and development.

Salary: £70k - £90k + Bonus + Pension + LTI