Director, Mid-Level Senior Risk Management, Hedge Fund
Seven Degrees Executive Search | New York, New York | Posted: January 7, 2013
JOB DESCRIPTIONThe Risk Management team is dynamic and collaborative. They are responsible to ensure the adequacy of risk management infrastructure and drive continuous improvement in firm-wide risk, return and capital models used for risk-adjusted opportunity and performance evaluation. Team members are the primary architects of firm-wide extreme stress, other large move market risk models, liquidity risk and market capacity models, leverage, funding, financing models, capital usage and liquidity reserve models, including counterparty portfolio optimization, and risk-based performance measurement models.
1. 4-10 years experience.
2. Derivatives valuation models and risk sensitivities experience. Deep exposure to one or more structured credit asset classes will be valuable: ABS, CLO, CDO, private equity, other specialty finance.
3. Excel power user required.
4. Masters degree with quantitative finance and/or statistics and econometrics emphasis from a top program.
Additional InfoOur Hedge Fund Client is a leading absolute return manager focused on the credit markets managing $12 bn of assets. The Firm is headquartered in New York and has offices in London. Culture, incentives and infrastructure investment correspond to the firm philosophies of collaboration, professional integrity, and transparency. The firm is managed jointly which limits key man risk and supports organizational longevity. Senior Partners are paid based on the performance of the firm, not individual portfolio performance, which aligns investors’ interests with their own. A partnership track exists for professionals in all parts of the organization.
-- 2012 performance of 14+%, consistent historical positive performance except 2005 and 2008.
-- $12 billion in assets and plans to expand in other areas of the firm.
-- 5-Year Trailing Performance Annualized Returns of 11.4%.