Senior Specialist – Quant Market Risk

Job description

Charterhouse is partnering with a government entity based in Abu Dhabi who are looking to hire a Senior Specialist to join their Market Risk team. This role requires the candidate to have a strong understanding equities and derivatives, investment strategies, and risk management techniques to effectively analyse and communicate risk whilst providing risk analysis on portfolio and individual manager levels.

About the role
As a Senior Specialist, the main responsibility will be to conduct quant risk analysis ensuring to monitor investments and conducting performance reports on these. This role will also be tasked with the responsibility of maintaining a robust infrastructure to support the above measures whilst designing and implementing the risk dashboards to provide a clear insight into the risk metrics of the Equities portfolio.

Additionally, the Senior Specialist will evaluate portable alpha strategies from a risk perspective using derivatives to do so to optimize portfolio performance as well as identifying stress scenarios and performing in depth risk analysis on prospective investments to evaluate their risk/ reward potential.

Whilst completing the above tasks, this role will also involve developing quantitative tools to enhance their investment process this can be by liaising with external parties to keep up to date with the latest quant developments as well as conducting quant research and completing portfolio representation of equities portfolios.

About you
To be considered for this role, the successful candidate must hold a degree in a quant disciplined role with a Masters and CFA also be preferable. The ideal candidate will have experience in another similar specialist quantitative role involving model design within either asset managers/ hedge funds/ sovereign wealth funds as well as hold a proven track record of developing and implementing quant models.