Description

• Conduct daily analysis on portfolios in equity, corporate credit, and equity derivatives asset classes. Develop understanding around thematic and fundamental investments across multiple strategies.


• Improve methodologies, metrics, and reporting for risk managing Multi Asset Arbitrage portfolios; build monitoring tools to share with PMs.


• Provide input for daily Risk Worksessions and weekly Global Risk committee discussions.


• Contribute to BAM's risk analytics, processes and reporting within the Multi Asset Arbitrage business. Perform ad-hoc risk analysis for other portfolios across the firm


• Report to Co-heads of Systematic and Event Risk

• Asset class experience in Credit strategies including Convertible Arbitrage


• Practical strategy experience in event driven equity strategies (e.g. merger arbitrage, index rebalance, spin-off / corporate restructuring trades)


• Strong academic background in a quantitative area e.g. math, physics, economics or finance.


• 7 or more years' experience in finance roles, either as a risk manager, quantitative researcher, analyst in a bank or hedge fund. Would entertain former traders / portfolio managers looking to transition their careers.


• Strong communication skills. The role involves constant dialogue with all parts of the organization


• Intermediate or better programming experience in any of Python/C++/C#/C/Java.


• Strong analytical skills. Creative, motivated, hard-working, and strong all-round interest in financial markets. Practical approach to problem solving.


• Attention to detail - takes ownership of projects, strong focus on data quality, correctness, and intuitiveness of output.

• Practical experience in Equity Derivatives strategies (e.g. dispersion, index vol relative value)


• Knowledge of RiskMetrics


• Programming experience with SQL or other databases