Tier-1 Multi Strategy Hedge Fund - Market Risk Manager
This Market Risk Manager role is for a tier-1 multi-strategy hedge fund, sourced via Selby Jennings. The position involves developing risk frameworks, assessing trading initiatives, and creating tailored risk models for trading books. Candidates must have extensive experience in risk management or quant analytics within a hedge fund environment. The role requires proficiency in Python and the ability to partner effectively with front office and senior leadership stakeholders.
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Experience
8+ years
Function
Finance
Work mode
Onsite, Singapore
Company
Tier 2
What you will work on
This Market Risk Manager role is for a tier-1 multi-strategy hedge fund, sourced via Selby Jennings. The position involves developing risk frameworks, assessing trading initiatives, and creating tailored risk models for trading books. Candidates must have extensive experience in risk management or quant analytics within a hedge fund environment. The role requires proficiency in Python and the ability to partner effectively with front office and senior leadership stakeholders.
TAL's take
Role is for a reputable recruiting firm sourcing for a tier-1 hedge fund, but lacks direct employer branding.
Clear and coherent description of risk management responsibilities, though specific firm details are masked.
Must haves
- Bachelor's degree in a quantitative field
- 8+ years of relevant experience in Risk Management or Quant Analytics
- Proficiency in Python and other programming technical skills
- Excellent analytical and problem-solving skills
- Strong communication and interpersonal skills
Tools and skills
About the company
Selby Jennings is a recruitment agency/consultancy and not a direct hedge fund employer.