Quantitative Equity Risk Analyst

4 weeks ago

London, Greater London, United Kingdom Barclay Simpson Full time

Company Overview:

Barclay Simpson is a prominent investment management firm offering a unique opportunity for a Quantitative Equity Analyst with a robust background in Python programming and systematic equities.

Role Overview:

This position involves engaging in a collaborative atmosphere within quantitative research while contributing to the development of innovative risk analytics and investment strategies.

While specific experience is preferred, candidates with a strong quantitative foundation and some familiarity with quantitative equity concepts such as factor modeling and statistical analysis of systematic long/short equity strategies are encouraged to apply.

  • This is a permanent position located in London, featuring a dynamic and supportive team that promotes a healthy work-life balance, with a structure of 3 days in the office and 2 days working from home.
  • Compensation includes a salary of £130k, along with a competitive bonus and benefits package.

Key Responsibilities:

  • Oversee and manage risk, collaborating with various departments to address risk-related issues as they emerge.
  • Assist in enhancing the overall risk framework and analytical infrastructure, including the development of internal risk models and coding.
  • Conduct investigations into new methodologies for risk measurement and management.
  • Advance the risk management framework and promote a strong risk culture throughout the organization.
  • Provide relevant risk data and insights to key stakeholders, both internal and external.
  • Offer training and support to all members of the broader risk team and other departments within the firm.

Key Skills & Experience:

  • A minimum of 5 years' experience in risk management or quantitative research, with at least 2 years focused on systematic equities, particularly in equity market neutral, high-frequency, or short-term trading strategies.
  • Comprehensive knowledge of financial markets across various asset classes.
  • Advanced understanding of portfolio risk modeling and risk management techniques.
  • Strong analytical and financial skills.
  • Proficient in Python or similar programming languages.
  • Excellent communication abilities.
  • Strong academic credentials, including a master's degree or equivalent in a highly quantitative discipline.

We look forward to discussing this opportunity further.

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