Job Description
A US quant strategy Hedge Fund, rapidly expanding their presence in Europe, is looking to hire a senior risk manager for its London office.
The firm is highly prestigious, an industry recognized name in the US, with exceptional double-digit performance. The new hire will have complete ownership of ‘risk’ for the London business – this includes full-stack quantitative support, systematic screening, market risk management, and portfolio construction. Partnering with the European investment team is fundamental to the role regarding risk limits, investment decisions, and strategy – the remit has a core investment focus for which the hire will be expected to bring his/her own ideas to the table.
This is not a risk monitoring role; it is a highly technical/numerical/quantitative role – the hire will use his/her initiative to build out/develop the firm’s risk management framework, building multiple models & internal tools, designing data infrastructure and back-testing datasets, designing new trading processes for specific products, etc.
Once settled into the role and performing to a high standard, the expectation is for the hire to move into the ‘European Head of Risk’ role.
Candidates should be established risk management professionals, with a highly quantitative skillset, ideally extending to strong proficiencies in Python. The ideal candidate will have extensive multi-strategy, PM facing experience, roughly 7-15 years. Top-tier academic profiles are an expectation.
Our client has a wide budget, capped at a £750k total comp package. The variable depends on a) experience level of the individual hired into the role, b) individual performance, c) fund performance, but naturally, this is a highly lucrative role for the new joiner regardless. Upon joining, the firm is committed to buying out the hire’s bonus in full + providing a minimum bonus guarantee for next year.
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