Quantitative Risk Analyst
1 month ago
Quantitative Risk Manager Opportunity
My client, a leading multi-strategy hedge fund, is seeking a Quantitative Risk Manager to enhance their risk management framework across diverse strategies, including systematic futures, market-neutral equities, and options-based volatility strategies.
Key Responsibilities:
- Develop and maintain quantitative risk models (VaR, stress testing).
- Enhance risk infrastructure, including Python-based tools and PostgreSQL databases.
- Monitor and analyze portfolio risk exposures, provide scenario analysis, and support investment teams.
- Collaborate with senior management to ensure robust risk oversight.
Key Qualifications:
- 5+ years in quantitative risk management at a hedge fund, investment bank, or asset manager.
- Proficient in Python, PostgreSQL, and advanced risk methodologies.
- Strong analytical skills and experience with multi-strategy portfolios.
This is a unique opportunity to work in a dynamic, high-performing environment at the forefront of quantitative risk management.
Role is paying up to £200k + bonus for the right candidate.
If this is something that is of interest to you, please do apply with an up to date CV and we can arrange a time for a call.
Many thanks,
Ed
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