Note: This role is specifically earmarked for a suitably qualified EE candidate
A top rated Investment firm is seeking a numerically astute candidate to join their ALM team that is responsible for analysing and hedging the market risk on a large portfolio of diverse assets. In addition, the successful incumbent would be actively involved in quantitative trading strategies and product development across multiple asset classes.
• Research and develop new and/or enhanced risk measurement models and optimise hedging strategies.
• Design and maintain quantitative financial models to support the ALM functions.
• Monitor and manage the day-to-day hedging strategies and rebalance positions where required.
• Assess the risks and evaluate the hedging requirements for new products.
• Collect and interrogate data for interpretation and analysis.
• Provide input into the reporting process.
• Research and develop general portfolio management tools to optimise and broaden portfolio management capability.
• Honours or Masters degree in Mathematics / Financial Mathematics strongly preferred.
• Computer programming skills (VBA as a minimum, C#, Python and/or Matlab would be an advantage).
• A minimum of 3-5 years’ experience in a Quantitative Finance environment.
• Strong analytical skills
• Exceptional attention to detail
• Problem solving, innovation and perseverance
• Self-motivated and have the ability to use initiative
• Ability to work both independently and within a team
• Planning and organizing
• Communication and presentation skills