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Quantitative Market Risk on Interest Rates/FX., London
- UK - City of London - London
- Highly Competitive
- Full-Time Permanent
- Financial Services - Risk Management
- 07-08-08
Job Description
A leading well established hedge fund is looking for a quantitative candidate with strong knowledge of the rates and FX market to join their risk management team. This is a quantitative role where you will be reporting directly to the CRO and the head of Fixed Income trading in order to manage the risk taken on their trades on a daily basis. Suitable candidates must have strong market risk management back ground as well as quantitative educational back ground. Please send your CV to: risk@selbyjennings.com
www.selbyjennings.com
www.selbyjennings.com
- The Team
- mnbvcvftgyhytre
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