Portfolio Optimization Specialist

3 weeks ago


London, Greater London, United Kingdom OCR Alpha Full time
Job Summary:

We are seeking a seasoned Senior Quantitative Risk Opportunity to spearhead our risk management and portfolio construction initiatives at OCR Alpha.

Key Responsibilities:
  • Develop and maintain robust risk management processes, working closely with the CIO to ensure seamless execution.
  • Design and implement cutting-edge quantitative tools for portfolio construction and risk assessment, leveraging expertise in equity risk models and factor systems.
  • Oversee data acquisition and integration, ensuring seamless workflows within our cloud-based infrastructure.
  • Prioritize and enhance factor risk systems, driving firm-wide optimization and minimizing risk.
Requirements:
  • A minimum of 8 years' experience in quantitative risk analysis, with a proven track record in equity risk models and factor systems.
  • Strong proficiency in Python, SQL, and related libraries (e.g., numpy, scipy, pandas), with experience in multi-threading and cloud data integration.
  • Familiarity with multi-manager or multi-strategy risk management is advantageous, showcasing versatility and expertise in managing complex portfolios.
  • Exceptional technical skills in linear algebra, optimization, probability theory, and time-series analysis are crucial for success in this role.
Salary Range:

$150,000 - $200,000 per annum



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