Job Opportunity
Quantitative Risk Analyst
London, UK | Hybrid
Hedge Fund is seeking a Quantitative Risk Analyst. Support market and liquidity risk analytics, performance and risk attribution reporting, and portfolio construction. Bachelor’s, Master’s, or PhD Degree in Finance, Mathematics, Computer Science or closely related (quantitative) subject, or equivalent. 3-5 years of relevant work experience.
Want the Full Job Details?
To access the details for this job (and hundreds like it), you need to upgrade to a premium account.
Already have an account? Log in here!