Selby Jennings | Risk Analyst - Volatility

A Multi Strategy Hedge Fund is hiring a Risk Analyst to cover the Volatility business in NYC. This is a specialized role, working exclusively to cover multiple volatility strategies (Vol Arbitrage, Macro Vol, Rates + FX Vol, Options Market Making, Dispersion, etc.) and contributing to a culture that enhances smart risk-taking across the business. Broad experience with multi-asset derivatives is a must, and specialization in Volatility Derivatives or Exotic EquityRates derivatives will be a huge plus. For any candidate looking to join a top performing fund and leverage their derivatives and volatility knowledge, this is a great opportunity. This hire will work closely with senior risk managers as well as the business, so strong communication is essential. Qualifications:4+ years of experience in market risk managementderivative pricing Familiarity with volatility modelling + vol surface construction across products and asset classes Proficiency in Python + SQL; experience with Java preferred Specialization in Vol Derivatives, EquityRates Exotics pricing, Macro Vol strategies, Vol Arbitrage, and Dispersion strongly preferred

Created: 2025-01-01