Senior Quantitative Risk Manager – Systematic Strategies

Senior Quantitative Risk Manager – Systematic Strategies

New York | Global Alternative Investment Manager

A leading alternative investment platform is seeking an experienced quantitative risk professional to work with its expanding systematic investment business.

The appointment sits at the intersection of quantitative research, portfolio risk and investment decision-making. It offers the opportunity to analyse sophisticated systematic strategies, engage directly with portfolio managers and influence how capital is allocated across a diverse quantitative platform.

This is not a traditional oversight or reporting role. The successful candidate will be expected to form independent views, identify emerging risks and improve the analytical framework through which systematic portfolios and investment teams are evaluated.

The role

• Analyse systematic portfolios on both an intraday and end-of-day basis.
• Examine portfolio construction, research design, simulations and historical testing frameworks.
• Evaluate whether research assumptions remain credible when applied to live portfolios and current market conditions.
• Identify factor concentrations, changing correlations, crowded positioning and common exposures across managers.
• Investigate performance through both quantitative attribution and broader market or thematic drivers.
• Develop new metrics for shorter-horizon and higher-turnover strategies.
• Create analytical tools that allow portfolio managers and senior stakeholders to monitor changing exposures.
• Assess the scalability, resilience and risk-adjusted performance of systematic investment approaches.
• Contribute to the evaluation of quantitative investment teams and strategies.
• Build trusted relationships with portfolio managers and business leaders across multiple locations.
• Present clear recommendations to senior investment and risk decision-makers.
• Contribute to broader research, portfolio analytics and risk-development initiatives.

Candidate profile

• Substantial experience in quantitative investment management, systematic trading or portfolio risk, gained within a hedge fund, proprietary trading firm, investment bank or quantitative asset manager.
• Previous experience as a quantitative risk manager, portfolio manager, researcher or systematic trader.
• Advanced academic training in mathematics, physics, computer science, engineering or another highly quantitative discipline.
• Strong knowledge of equity statistical arbitrage and systematic equity strategies.
• A practical understanding of equity factor models and their limitations.
• Strong programming capability, ideally using Python, C++ or C#.
• The ability to interrogate research processes, identify weaknesses in model assumptions and distinguish genuine investment skill from unintended exposure.
• Excellent analytical and research skills, combined with sound financial-markets judgement.
• The communication skills and commercial credibility to challenge experienced quantitative portfolio managers constructively.
• A practical, inquisitive approach to problem-solving and a willingness to investigate issues in depth.
• A strong commitment to data quality, methodological accuracy and clear presentation.
• A record of independently owning complex analytical projects.

Additional relevant experience

Exposure to one or more of the following would be particularly valuable:

• Trade execution and order-placement methodologies
• Market microstructure
• Transaction-cost and market-impact analysis
• Systematic macro or cross-asset strategies
• Machine learning in an investment context
• Applied use of large language models within quantitative research or trading
• Technology, model or operational risks associated with automated investment processes

The opportunity

The successful candidate will join an organisation in which risk professionals are expected to contribute directly to investment outcomes. The position combines detailed quantitative analysis with regular interaction across portfolio management, research and senior leadership.

It offers broad visibility across a sophisticated systematic platform, the resources to develop genuinely useful analytical tools and the opportunity to shape how quantitative investment risk is understood and managed.

The role is based in New York and offers a highly competitive, individually structured compensation package.

All discussions and applications will be treated in strict confidence.