Hedge Fund Risk Analyst

Black Swan Group; London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading hedge fund in London is seeking a Hedge Fund Risk Analyst to join their Risk team. The ideal candidate will monitor market risks, prepare risk reports, and ensure compliance with regulations. This role requires strong analytical skills and experience in market risk management.

Qualifications

• 2-4 years market risk experience in investment banking or hedge funds.
• Knowledge of Macro and EM Products.

Responsibilities

• Monitor and assess market risks including volatility and liquidity.
• Prepare risk reports on portfolio exposures and value-at-risk.
• Conduct stress tests and scenario analyses.

Skills

Python

SQL

Communication

Education

Degree in Finance

Degree in Economics

Degree in Physics

Degree in Mathematics

Job description

Full Job Description

Hedge Fund Risk Analyst - London

Company Overview:

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:

1. Continuously monitor and assess market risks, including market volatility, liquidity, interest rates, and foreign exchange fluctuations, to ensure positions are within risk tolerance limits.
2. 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.
3. 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.
4. Conduct stress tests and scenario analyses to identify vulnerabilities under different market conditions, offering actionable recommendations to mitigate identified risks.
5. 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.
• 2-4 years market risk experience working for an investment bank or hedge fund.
• Macro and EM Product Knowledge.
• Modeling Knowledge (Pricing, VaR)
• Python and/or SQL skills.
• Ability to communicate complex market risk issues clearly and effectively to diverse stakeholders.

If you believe you have the skills and experience to excel in this role and contribute to the firm’s continued success, we encourage you to apply.

For more details, please contact Jon Pettet at