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Quantitative Risk Manager


Industry Leading Hedge Fund

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ABOUT THIS ROLE

  • / London, UK
  • / Permanent
  • / Competitive Salary
REF: TN10852

Quantitative Risk Manager – Industry Leading Hedge Fund

Competitive Package
Hybrid Working

The Company

Our client, a global industry-leading hedge fund our looking for a highly skilled quantitative risk manager. Our client’s Investment Risk team is a part of their wider investment risk function and is responsible for risk management, monitoring and risk-related research across Market, Liquidity and Counterparty Risk. The team is also responsible for independent research on new risk management techniques and improvements to existing risk analytics.

The Role

Our client is seeking a self-motivated Risk Manager & Researcher with a strong quantitative background including experience of risk managing systematic investment strategies to be part of a dynamic Management team. This is an exciting opportunity for a Quantitative Risk Manager with intellectual curiosity and an interest in working in Quantitative Research in a collaborative environment.

Key Responsibilities

  • Monitor and manage risk across AHL
  • Work with all areas within the business – both within and outside AHL – to resolve risk issues as they arise
  • Assist in building out the broader risk framework and analytical infrastructure – including internal risk models and code
  • Conduct research into new risk measurement and management techniques
  • Further, develop the risk management framework and broaden awareness and good risk culture across all functions at Man
  • Reporting relevant risk data and information to key stakeholders – both internal and external – as and when required
  • Training and support for all members of the wider risk team and to other areas within the firm

Key Skills & Experience:

  • A minimum of 2 years experience in risk management or development of quantitative investment strategies, with a preference for experience in managing equity market neutral, high-frequency or short-term trading strategies
  • In-depth knowledge of financial markets across major asset classes
  • Advanced understanding of portfolio risk modelling and risk management techniques
  • Strong financial and analytical skills
  • Advanced Python or similar programming skills
  • Excellent communication skills
  • Very strong academics including a master’s degree or equivalent in a highly mathematical subject
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