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Quantitative Risk Manager

2 months ago

London, Greater London, United Kingdom Mondrian Alpha Full time
Job Opportunity at Mondrian Alpha

Mondrian Alpha, a leading hedge fund in London, is seeking a skilled Quantitative Risk Manager to oversee systematic strategies and investments. With a strong focus on global equities markets, this role involves monitoring and managing risks while conducting quantitative research to enhance fund performance.

The successful candidate will have a minimum of 2 years of experience in risk management/quantitative research across equity products, with proficiency in Python and strong technical skills. Experience with research on factor exposures is beneficial.

We offer a competitive compensation package, flexible working hours, and 2 days of remote work per week. Our company culture is known for being fantastic, with a strong emphasis on work-life balance.

Key Responsibilities:

  • Oversee systematic strategies and investments
  • Monitor and manage risks
  • Conduct quantitative research to enhance fund performance
  • Collaborate with the Portfolio Management team

Requirements:

  • Minimum 2 years of experience in risk management/quantitative research
  • Proficiency in Python
  • Strong technical skills
  • Experience with research on factor exposures beneficial