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Quantitative Researcher for Equity Risk

2 months ago

London, Greater London, United Kingdom Barclay Simpson Full time

About the Role:

Barclay Simpson is seeking a talented Quantitative Equity Analyst with a robust background in Python programming and experience in systematic equities, particularly in the area of risk management.

This position offers a unique chance to engage in a collaborative environment focused on quantitative research while contributing to the development of innovative risk analytics and the formulation of new investment strategies.

While the preferred qualifications are outlined below, we are open to considering candidates who possess a strong general quantitative foundation and some familiarity with quant equity concepts, such as factor modeling and statistical analysis of systematic long/short equity strategies.

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

Key Responsibilities:

  • Oversee and manage risk, collaborating with various departments to address risk-related issues as they arise.
  • Assist in the enhancement of the overall risk framework and analytical infrastructure, including the development of internal risk models and coding.
  • Conduct research into innovative risk measurement and management methodologies.
  • Further refine the risk management framework and promote a strong risk culture across all organizational functions.
  • Report relevant risk data and insights to key stakeholders, both internal and external.
  • Provide 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 dedicated to systematic equities, preferably in equity market neutral, high-frequency, or short-term trading strategies.
  • Comprehensive knowledge of financial markets across major asset classes.
  • Advanced expertise in portfolio risk modeling and risk management techniques.
  • Strong financial acumen and analytical capabilities.
  • Proficient in Python or similar programming languages.
  • Exceptional communication skills.
  • Strong academic credentials, including a master's degree or equivalent in a highly quantitative discipline.

We encourage interested candidates to explore this opportunity further.