Quantitative Risk Analyst
- Employer
- Omni Partners LLP
- Location
- London, United Kingdom
- Salary
- £45,000-£50,000 and discretionary bonus
- Closing date
- Jul 6, 2019
View more
- Job Function
- Hedge Funds
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities:
Expectations from the candidate:
If you are interested in applying for this position, please provide us with both the following:
Contact Details:
Please email hr@omni.co.uk
Closing date. 16 February 2019
Salary: £45,000 - £50,000 and discretionary bonus
Benefits: Health and Dental Insurance, Pension, Life Assurance and Income Protection, Season Ticket Loan and more
- Running risk systems/programs/processes and managing transaction and position related data across products and portfolios
- Measuring, monitoring and reporting in-house risks (Greeks, VaR, Stress, Concentrations, Factor Analysis, etc.) associated with the trade activities and positions
- Assisting in back testing and validation of house risk models
- Quantifying risk exposure and escalating noteworthy overruns, exceptions and unusual activities/situations; comparing position data and risk measures with pre-established trading limits
- Participating in the implementation of new processes, procedures, analytics and systems to support new products and improve/automate current products
- Maintaining the current SQL databases and designing new databases when needed
- Assisting with investor requests; liaising and cooperating with other teams
- Developing Python/VBA script for automation, data processing and quantitative analysis
- Preparing data disclosures for stock exchanges and regulators
Expectations from the candidate:
- Previous experience in a relevant role
- Master's degree in a highly quantitative subject (eg. quantitative finance, mathematics, computer science, economics) desirable
- Professional financial certifications (FRM, CFA) an advantage
- Strong knowledge of risk measurement techniques, including option theory, VaR, stress testing, Monte Carlo simulation, econometric analysis; understanding hedge fund strategies and financial products
- Programming experience in the following languages: Python, VBA, SQLDatabase development and data analysis experience
- Experience in Bloomberg an advantage
- Good understanding of and interest in the financial markets
- Highly motivated and proactive, excellent time management, multi-tasking, attention to detail, analytical skills, systemic and long term thinking
- Team player, demonstrable integrity and commitment to the role and firm
If you are interested in applying for this position, please provide us with both the following:
- Current CV; and
- Cover letter setting out why you wish to work for Omni Partners
Contact Details:
Please email hr@omni.co.uk
Closing date. 16 February 2019
Salary: £45,000 - £50,000 and discretionary bonus
Benefits: Health and Dental Insurance, Pension, Life Assurance and Income Protection, Season Ticket Loan and more
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