Quantitative Risk Manager – Systematic Equities

If you’re a self-motivated Risk Manager / Quant Researcher with a strong quantitative background and experience in risk management of systematic investment strategies, we’d love to hear from you. A unique opportunity for a Quant to explore a role offering exposure to risk management.

About the Role: Our client, an active investment management firm, has an exciting opportunity for a Quantitative Risk Manager with strong Python skills and experience in systematic equities and / or fast trading strategies. This permanent role is based in London, offering a dynamic and friendly team environment with a good work-life balance and collaborative working culture. The position involves 3 days in the office and 2 days working from home. The salary for this role is £130k, with possible visa sponsorship for the right candidate.

Why You Should Apply: This exciting opportunity is perfect for an individual with intellectual curiosity and a keen interest in working in Quantitative Research within a collaborative systematic environment. You will be involved in the research and development of new risk analytics, making a significant impact on the firm.

Key Responsibilities:

• Risk Monitoring & Management: Oversee and manage risk across the business, working with various teams to resolve risk issues as they arise.
• Framework & Infrastructure Development: Assist in building out the broader risk framework and analytical infrastructure, including developing and coding internal risk models.
• Innovative Research: Conduct research into new risk measurement and management techniques.
• Enhancing Risk Culture: Further develop the risk management framework and promote a strong risk culture across all functions.
• Stakeholder Reporting: Provide relevant risk data and information to key internal and external stakeholders.
• Training & Support: Offer training and support to team members and other departments on risk-related matters.

Key Skills & Experience:

• Professional Experience: 2-5 years in risk management or development of quantitative investment strategies, with a preference for experience in systematic equities and / or fast trading.
• Market Knowledge: Comprehensive understanding of financial markets across major asset classes.
• Technical Expertise: Advanced knowledge of portfolio risk modeling and risk management techniques.
• Analytical Skills: Strong financial and analytical abilities.
• Programming Proficiency: Advanced skills in Python or similar programming languages.
• Communication Skills: Excellent written and verbal communication skills.
• Educational Background: A master’s degree or equivalent in a highly mathematical subject, with a strong academic track record.

How to Apply: If you meet the key skills and experience required for this role, please submit your application today. Don’t miss this chance to join a leading investment management firm and advance your career in a supportive and innovative environment.