Risk Analyst - Volatility at Selby Jennings

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 Equity/Rates 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 management/derivative 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, Equity/Rates Exotics pricing, Macro Vol strategies, Vol Arbitrage, and Dispersion strongly preferred