Market Risk Manager / Technologist (C#,Java) at Hedge Fund - Los Angeles
- Los Angeles, CA, USA
- Permanent, Full time
- Analytic Recruiting Inc.
A West Coast Hedge Fund is seeking an experienced market risk team lead to join their risk technology team covering fixed income, credit derivatives and equity (i.e. Structured Credit, Loans, Emerging Markets, CLO’s, CDO’s, Credit Derivatives, Futures and Options).
Responsibilities will include hands-on management of a small team in creation of analytical tools and libraries and enhancement of VaR models and risk management framework/methodologies. High visibility in communicating with risk managers. Candidates must have 5-7 years of relevant risk technology experience and a degree in a software discipline such as Computer Science or Engineering. Strong quantitative and C# /Java programming skills are required; any additional Database Skills are also preferred. Any additional experience with Convertible Bonds and related derivatives is also a plus. This position offers a base salary, competitive bonus and a comprehensive benefits package. Opportunity for career advancement.
Keywords: Market Risk Manager, Risk Technology, Convertible Bonds, Hedge Fund, Global Macro, Database, Performance Attribution, VaR, Volatility, Correlation, Credit Derivatives
Refer to Job #21008 - EFC and email MS Word attached resume to Jim Geiger, firstname.lastname@example.org