One of the leading Multi-Strat Hedge Funds is looking to hire a seasoned Equity Derivatives Risk Strategist to join one of their most successful Multi PM pods.
This hire work directly in the trading team and run the risk management framework for their Equity Vol business. The candidate will be engaging in dynamic conversations with PM's centered around portfolio construction, optimization, risk-taking, and volatility strategies from a risk perspective. The hire will be given the chance to be directly involved in risk taking strategies.
The ideal hire will be coming from a Risk or Trading background, with prior experience managing the risk for an Equity Derivatives book.
Responsibilities:
- Build risk framework for Equity Derivatives/Vol book
- Communicate risk taking strategies to PM's and Traders on a daily basis
- Engage with PM's to optimize investment strategy and portfolio construction
- Closely evaluate risk drivers for the book, and explain possible risk adjusted return
- Automate Risk process for Pod and facilitate all risk related communication to the board and senior Business Managers
Qualifications:
- 7+ years in a Market Risk or Trading seat covering an Equity Derivatives book at an Investment Bank or Buyside Fund
- Expert level knowledge in Equity Vol/Derivatives
- Knowledge of Risk Metrics as they relate to Equity Derivatives
- Ability to work in Python and SQL
