Quantitative Risk Analyst

1 week ago


London, Greater London, United Kingdom Mondrian Alpha Full time

About Mondrian Alpha

Mondrian Alpha is a leading multi-strategy hedge fund in London, known for its exceptional performance and growth. With a strong focus on global equities markets, the firm is seeking an experienced professional to join its team.

Job Summary

We are looking for a skilled Quantitative Risk Manager to oversee the systematic strategies and investments of the fund. As a key member of the Investment function, you will work closely with the Portfolio Management team to identify and mitigate risks.

Key Responsibilities

  • Monitor and manage risks across global equities markets
  • Conduct quantitative research on factor exposures to improve fund performance
  • Collaborate with the Portfolio Management team to develop and implement risk management strategies
  • Provide regular risk reports and updates to senior management

Requirements

  • Minimum 2 years of experience in risk management/quantitative research across equity products
  • Strong technical skills, including proficiency in Python
  • Experience with research on factor exposures is beneficial

What We Offer

Mondrian Alpha offers a dynamic and supportive work environment, with a focus on work-life balance. We provide competitive compensation packages and flexible total compensation options. Our company culture is built on mutual respect, open communication, and a commitment to excellence.



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