Looking for an experienced and exceptional Quant Risk Analyst who can lead the funds Risk Management and Portfolio Construction efforts. You should be a problem solver with proven experience of providing robust solutions to Portfolio Construction and Risk Frameworks within an equity long short fund. You will work closely with the CIO and other senior stakeholders and should be highly quantitative in your academic background and current role. In depth knowledge of equity risk models and experience building and customizing factor risk models and systems is a key requirement. Our client requires a commerical Quant who can optimize portfolio construction and you should be able to build high performance optimizers in Python. This is a senior level role for someone looking to leverage their industry experience and quantitative skillset in a seat that has plenty of head room for further growth in the Fund. This is a critical hire, they want to engage and run the process now and the Fund will buy out 2024 comp in order to onboard the right person.