Senior Quantitative Analyst, Fund of Funds (Chicago, NY)

Overview of Responsibilities:

Implementing quantitative risk management techniques in a hedge fund of funds framework
Performing due diligence on hedge fund manager’s risk management capabilities
Developing and maintaining manager factor risk profiles
Providing Quantitative support for ongoing investment initiatives

Ideal candidates will have practical experience/working knowledge of the following: VaR, Forward and Historical Simulation, Bayesian Methods, Risk Adjusted Return Measures, and Implications of Non-Normal Distributions.

Applicant must have 4+ years of experience in Quantitative Finance and strong problem solving skills. Must be able to function independently as well as work collaboratively with a team.

Strong communication skills are a must as this individual will be a point person with investors and must be able to explain complex concepts in layperson’s terms.

Advanced degree in Mathematics, Financial Engineering, Finance, Statistics, or similar Quantitative background strongly preferred.

Please submit resume in Word Format to Amy Roulston - Associate, DHR International: aroulston@dhrinternational.com

For nearly 20 years DHR International has been a leading, privately held provider of executive search solutions with more than 40 wholly-owned offices spanning the globe. DHR’s renowned consultants specialize in all industries and functions in order to provide unparalleled senior-level executive search, management assessment and succession planning services tailored to the unique qualities and specifications of our select client base. For more information on DHR International, a “Top 5” executive search firm, visit http://www.dhrinternational.com

Recruiter: DHR International
Type: Recruitment Agency
Contact: Amy Roulston
Email: aroulston@dhrinternational.com
Telephone: 312-782-1581

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