Risk Manager Job

• Develop and implement comprehensive risk management frameworks, policies, and procedures specifically tailored for hedge fund trading activities in financial transmission rights (FTRs) within US electricity markets.
• Conduct quantitative analysis using advanced statistical and mathematical techniques, including stochastic processes and probability theory, to assess and model potential risks associated with FTR trading.
• Perform stress testing and scenario analysis to evaluate the impact of various market conditions on the fund's portfolio, utilizing programming languages such as Python for data analysis and modeling.
• Monitor risk exposures, enforce risk limits, and calculate risk-adjusted performance metrics using specialized risk management software and custom-built tools.
• Prepare and present detailed risk reports to senior management and stakeholders, communicating complex quantitative insights in a clear and actionable manner.

- Master’s degree in Mathematics or Financial Mathematics or other closely related field.
- Eighteen (18) months of experience as Quantitative Analyst in design and implementation of trading products using quantitative analysis and financial modeling.
- Skills in using advanced statistical and data analysis software (R and Python), financial modeling techniques, and machine learning algorithms.

To apply: Send CV to HR, Ecesis Investment LLC, 101 Aragon Ave, Coral Gables, FL 33134. Ref. LSFL2024