Systematic Risk Manager

Key Responsibilities

• Perform ongoing monitoring and analysis of systematic portfolios, including both daily and intraday risk assessment.
• Build strong working relationships with quantitative portfolio managers and senior stakeholders globally
• Evaluate and enhance model development frameworks, including simulation techniques, backtesting standards, and implementation processes
• Improve manager evaluation frameworks with emphasis on performance attribution, macro sensitivities, thematic exposures, and market crowding dynamics
• Design and implement risk methodologies tailored to short-horizon systematic strategies; develop tools and dashboards for real-time monitoring
• Contribute to the broader risk infrastructure, reporting, and analytics used across the firm
• Engage with business leadership to support strategic initiatives and risk oversight
• Participate in regular risk forums, providing insights and recommendations on portfolio exposures and risk-adjusted returns
• Assess whether portfolio risks are appropriately compensated and aligned with investment objectives

Candidate Profile

• Advanced degree (Master’s or PhD) in a quantitative field such as Mathematics, Physics, Computer Science, or Financial Engineering
• Extensive experience (typically 10+ years) in quantitative finance within a risk, portfolio management, or trading capacity at a financial institution or investment firm
• Strong programming capabilities (e.g., Python, C++, or similar languages)
• Solid understanding of equity-based quantitative strategies, including statistical arbitrage approaches
• Familiarity with factor-based risk models and portfolio construction techniques
• Excellent communication skills, with the ability to interact effectively across technical and non-technical teams
• Strong analytical mindset with a hands-on, problem-solving approach
• High attention to detail, with a focus on data integrity, robustness of analysis, and clarity of outputs