Hedge Fund Risk Analyst

Black Swan Group; Greater London; On-site; GBP 65,000 - 90,000; Full time

Job summary

Black Swan Group, a leading hedge fund based in London, is seeking a Risk Analyst to join the Risk team and contribute to risk management and growth of the firm.

The role focuses on monitoring market risks, VaR, stress testing and producing insights for senior management, with collaboration across portfolios and traders. A degree in finance or related field and 2-6 years of experience are required.

Qualifications

• Degree in Finance, Economics, Physics, Mathematics, or related field.
• 2-6 years market risk experience in bank or hedge fund.
• Knowledge of VaR and stress testing beneficial.

Responsibilities

• Monitor market risks and ensure exposure stays within limits.
• Collaborate with PMs and traders to assess risk factors.
• Prepare regular risk reports including VaR and stress tests.
• Conduct stress tests and scenarios to identify vulnerabilities.
• Assist in regulatory reporting and audits and policy compliance.

Skills

Python

SQL

Education

Bachelor's degree in Finance, Economics, Physics, Mathematics

Job description

Our client is a leading hedge fund based in London. They are currently seeking a Risk Analyst to join their Risk team and contribute to the success and growth of the firm.

Key Responsibilities:

• Continuously monitor and assess market risks, including market volatility, liquidity, interest rates, and foreign exchange fluctuations, to ensure positions are within risk tolerance limits.
• Collaborate with portfolio managers and traders to evaluate potential risk factors associated with hedge fund investments, ensuring strategies align with the fund’s risk appetite and objectives.
• Prepare regular risk reports, providing insights on portfolio exposures, value-at-risk (VaR), stress testing, and risk-adjusted performance metrics for senior management and stakeholders.
• Conduct stress tests and scenario analyses to identify vulnerabilities under different market conditions, offering actionable recommendations to mitigate identified risks.
• Ensure that risk management practices comply with relevant regulations, internal policies, and best practices, assisting in regulatory reporting and audits when necessary.

Requirements:

• Degree in Finance, Economics, Physics, Mathematics, or a related field.
• 2-6 years market risk experience working for an investment bank or hedge fund.
• Macro and EM Product Knowledge.
• Modelling Knowledge (Pricing, VaR)
• Python and/or SQL skills.
• Ability to communicate complex market risk issues clearly and effectively to diverse stakeholders.

For more details, please contact Jon Pettet at [e-mail]