Our client is a leading quantitative trading firm with a 25+ year track record of innovation and performance. Built around a high-performance platform and independent trading teams, the firm is home to some of the world's leading systematic trading and engineering talent.
Portfolio managers are empowered to build their teams and run strategies independently, while benefiting from the infrastructure, resources, and scale of a global organization.
Responsibilities
- Partner closely with portfolio managers, traders, and research teams to assess portfolio construction, challenge risk-taking, and support investment decision-making while maintaining independent oversight.
- Monitor portfolio risk metrics on an intraday and end-of-day basis, escalating material issues and providing timely risk guidance.
- Develop and oversee risk factor frameworks and exposure models, including proprietary and strategy-specific methodologies.
- Enhance and calibrate VaR, stress testing, and scenario analysis frameworks across multi-asset portfolios.
- Analyse risk exposures across strategies and portfolios, identifying concentration risks, correlation effects, and diversification opportunities.
- Design and maintain pricing, valuation, and performance analytics models to support risk measurement, P&L attribution, and portfolio analysis.
Requirements
- Advanced degree (MS, PhD, or equivalent) in a quantitative discipline.
- Minimum 3 years of experience in quantitative risk management.
- Strong understanding of pricing models, risk sensitivities, and portfolio risk aggregation.
- Proven experience developing and validating VaR models.
- Experience building custom risk factors and factor-based exposure frameworks.
- Strong programming skills in Python and SQL.
- Familiarity with MSCI RiskMetrics and Barra risk models is advantageous.
This is an excellent opportunity to join a world-class quantitative trading platform and work alongside leading portfolio managers, researchers, and technologists in a highly collaborative environment.
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