Job Description
We are exclusively partnered with a highly successful Fundamental Equity Market Neutral Fund to identify an experienced Risk Manager/Quant researcher to join their team. This is a unique opportunity to work directly with a world-class PM and senior leadership team in a collaborative and innovative environment.
Key Responsibilities:
* Manage long/short equity risk using BARRA/Axioma models.
* Conduct risk analysis across EU, US, and Asia portfolios, utilizing both traditional and custom risk factors, with a focus on global macro events.
* Perform P&L attribution, event analysis, and provide actionable insights.
* Utilize optimizers and work closely with the investment team, quantitative researchers, and data engineers to drive portfolio performance.
* Leverage Python and other programming skills to develop and enhance risk tools and analytics.
The ideal candidate will have:
* Extensive experience in equity market risk management, ideally within a fundamental equity long/short strategy.
* A background in working with sophisticated risk models (e.g., BARRA/Axioma) and optimizers.
* Strong programming skills in Python and a proven ability to collaborate across investment, quant, and engineering teams.
* A deep understanding of global macro events and their impact on portfolios.
* Previous experience at a leading hedge fund is highly desirable.
This is a great opportunity to:
* Work with a PM renowned for their exceptional performance, including a Sharpe ratio >2 and a history of top-tier results at leading hedge funds.
* Collaborate with a highly talented team across investment, quantitative research, and data engineering functions.
* Join a fund that combines deep fundamental analysis with a cutting-edge approach to data processing and AI/ML to generate uncorrelated alpha.
This role is based in London and reports directly to the PM (also CIO) and COO.
To apply please reach out to quantresearch@octaviusfinance.com