My client, a well reputed hedge fund is looking for a Quantitative Risk Manager to support the system migration. This is a part of the risk management group and is highly convertible to permanent.
Quantitative Risk Manager
(6 Months contract – convertible on the basis of performance)
Morgan Mckinley is working in partnership with a globally leading hedge fund that is looking to fill a role in its Risk Management Group.
The Risk Management Group is responsible for the measurement of the firm’s risk exposures, the value at risk, betas, and multiple scenarios calculations, the setting up and monitoring of specific limits to safeguard the firm’s loss appetite and the risk data integrity of the official reporting to clients and regulators. All this reference data is processed and distributed to the end users with an in-house infrastructure, operated by the Risk Infrastructure Group, reporting into CRO.
The Successful Applicant
As a successful applicant, you would have the following skills & qualifications:
Referrals are greatly appreciated.
Morgan McKinley Pte Ltd
EA Licence No: 11C5502
Registration No: R
Registration Name: Suhani Malhotra
Only shortlisted candidates will be responded to, therefore if you do not receive a response within 14 days please accept this as a notification that you have not been shortlisted.