Job Offer Finance Senior Commodities Risk Specialist required for Multi-Billion $ Global Hedge Fund-New York-$Highly competitive. selby-jennings-new-york Financial Engineering, Mathematical Finance, Financial IT, Quantitative Finance.

Job Offer Finance Senior Commodities Risk Specialist required for Multi-Billion $ Global Hedge Fund-New York-$Highly competitive. selby-jennings-new-york Financial Engineering, Mathematical Finance, Financial IT, Quantitative Finance.Use the "Print" option on your web browser to print this ad.

This leading global Hedge Fund has a long history of profitably trading the global financial and commodity markets using model-based purely systematic approaches and currently manages investments of over US$20B.
You will be responsible for monitoring all market risk, VaR & position limits across global emerging Markets, with a sole focus on Commodities.
You will be responsible for ongoing review, validation and enhancement of existing and new risk management models and methodologies and performance measurement.

Suitable candidates for the Commodities Specialist must be educated to BSc/MSc level, or equivalent, within a quantitative related discipline and have established experience within Financial Services, preferably from a Risk Management background, as well as significant Commodities product knowledge.
Advanced Excel/Access/VBA skills are essential. Familiarity with SQL would be highly advantageous.
www.selbyjennings.com

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