Director, Mid-Level Senior Risk Management, Hedge Fund

JOB DESCRIPTION

The 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.