Market Risk Analyst - Hedge Fund

Black Swan Group; Greater London; On-site; GBP 50,000 - 90,000; Full time

Job summary

Join a leading hedge fund in London as a Market Risk Analyst, where your expertise will contribute to the firm's growth and stability. In this pivotal role, you will monitor market risks, collaborate with portfolio managers, and prepare insightful reports for senior management. The ideal candidate will possess a strong background in finance or mathematics, along with practical experience in market risk assessment. This opportunity offers a dynamic work environment where your analytical skills will directly impact investment strategies and risk management practices. Embrace the challenge and advance your career in a thriving industry!

Qualifications

• 2-4 years market risk experience in investment banking or hedge funds.
• Strong knowledge of Macro and EM products.

Responsibilities

• Monitor and assess market risks to ensure compliance with risk tolerance limits.
• Prepare risk reports and conduct stress tests for portfolio management.

Skills

Market Risk Assessment

Python

SQL

Communication Skills

Modelling Knowledge

Education

Degree in Finance

Degree in Economics

Degree in Mathematics

Job description

Recruiting Compliance, Legal, and Risk Professionals in London

Market Risk Analyst – Hedge Fund - London

Company Overview:

Our client is a leading hedge fund based in London. They are currently seeking a Market 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.
• Modelling 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 [e-mail].