This job has expired

Hedge Fund - Risk Manager - Equity Arbitrage (Event Driven)

Employer
Vennbridge
Location
UK
Salary
Competitive
Closing date
24 Jun 2021

View more

Sector
Technology & New Media
Contract Type
Permanent
You need to sign in or create an account to save a job.

Job Details

Role

The main purpose of the position is to risk manage the Global Event Driven Equity Arbitrage desk.

The firm and the team are expanding, hence the reason for this hire.

The role is based in London, UK.

Duties
  • Daily analysis of all Equity Arb portfolios.
  • Liaising with Portfolio Managers to understand trades, exposures, and trading ideas.
  • Creating, and performing, scenario analyses.
  • Improving the firm's risk processes, analytics and ways of reporting risks.

Candidate requirements
  • A degree in a quantitative subject followed by a postgraduate qualification.
  • Familiarity with arbitrage strategies - in any asset class.
  • Experience as a quant or as a risk manager in a bank or on the buy-side.
  • Solid programming skills, either in C/C++/C# or in Python within a large-scale production environment.
  • Strong problem-solving skills.
  • A positive mindset and a "can-do" attitude.

Extra Information

Vennbridge is an employment firm in relation to this posting. For further information, see www.vennbridge.com
You need to sign in or create an account to save a job.

Get job alerts

Create a job alert and receive personalised job recommendations straight to your inbox.

Create alert