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Quantitative Risk Manager – Systematic Equities

  • London
  • £130k

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: 2-8 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.

We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.

Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.

Tamryn George – Quant Risk

Principal Consultant

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