Director, Multi Asset Arbitrage Risk Manager

Requirements

• 10 or more years’ experience in finance roles, as a risk manager, quantitative researcher, analyst, trader, and/ or portfolio manager in a bank or hedge fund.
• Practical experience in Equity Derivatives strategies (e.g. dispersion, index vol relative value).
• Asset class experience in Credit strategies including Convertible Arbitrage, High Yield and Investment Grade Credit, Municipal Bonds, CMBS, and CLOs.
• Practical strategy experience in event driven equity strategies (e.g. merger arbitrage, index rebalance, spin-off / corporate restructuring trades).
• Strong academic background in a quantitative area e.g. math, physics, economics or finance.
• Strong communication skills.

Qualifications

• Intermediate or better programming experience in any of Python/C++/C#/C/Java.
• Strong analytical skills. Creative, motivated, hard-working, and strong all-round interest in financial markets. Practical approach to problem solving.
• Attention to detail – takes ownership of projects, strong focus on data quality, correctness, and intuitiveness of output.