A prestigious, large AUM hedge fund, rapidly expanding in London, are looking to hire a quantitative risk manager.
Ensure you read the information regarding this opportunity thoroughly before making an application.
The remit of the role is broad, with coverage across quantitative risk, market risk and portfolio construction responsibilities. The nature of the role will see the hire work very closely to the CIO of the fund / portfolio management team, fully immersed in the investment process.
Core to the role is a remit to further buildout the risk management framework / new models & tools.
Candidates should have roughly 7-12yrs (potential flexibility either side of this) experience in quantitative risk, specifically on the buy-side. Advanced coding skills, more specifically Python, are required. Our client expects candidates to have a first class STEM academic record.
The role will offer the hire a ‘substantial’ increase on his/her current base salary and a 100-200% bonus potential.