We are seeking an experienced Risk Manager to support a growing systematic trading platform. This individual will work closely with portfolio managers and quantitative teams to enhance risk oversight, portfolio construction insights, and performance evaluation.
Key Responsibilities
- Perform daily and intraday risk analysis across systematic trading portfolios
- Partner with systematic portfolio managers and senior stakeholders globally
- Review and challenge portfolio construction processes, including model architecture, simulations, and backtesting frameworks
- Enhance manager selection and performance evaluation methodologies, with a focus on macro drivers and crowding dynamics
- Develop and implement risk metrics tailored to shorter-term systematic strategies; build and maintain monitoring tools for portfolio managers
- Contribute to the evolution of firm-wide risk analytics, reporting, and governance frameworks
- Engage with senior leadership within the systematic business to support strategic decision-making
- Participate in global risk discussions, providing insights and recommendations on risk-reward trade-offs
Requirements
- Advanced degree (Master’s or PhD) in a quantitative discipline such as Mathematics, Physics, Computer Science, or Financial Engineering
- 10+ years of experience in quantitative finance, ideally in risk management, portfolio management, or systematic trading within a bank, hedge fund, or trading firm
- Strong programming skills (e.g. Python, C++, or C#)
- Deep understanding of equity statistical arbitrage and factor-based models
- Excellent communication skills, with the ability to engage effectively across technical and non-technical teams
- Strong analytical and research capabilities, with a practical, solutions-oriented mindset
- High attention to detail and ownership of deliverables, with a focus on data integrity and clarity of output
Share
Similar Jobs: