Quantitative Risk Manager (Commodities Front Office) Leading Hedge Fund - £300-400k TC

A major, global, multi-billion dollar AUM hedge fund, rapidly building out their presence in the global commodities space, are looking to make a newly created, senior quantitative risk management hire. Working as the most senior person in a small, specialist team, the hire will directly support / face off to industry leading commodity Portfolio Managers, Traders and quants. The coverage is broad, but a core focus is on Power & Gas. The hire will lead the buildout of internal risk management frameworks / infrastructure, specific to P&L, pricing and valuation of commodity products lead the setup of new products & risk / pricing models. The hire will also be the go-to point of contact for market leading portfolio managers looking to resolve pricing, position and risk related issues. Candidates must be energy / power specialists with roughly 7-15yrs experience in quantitative risk / market risk, however we could consider a trader looking for a new challenge. Strong academic profiles are required and advanced coding skills preferred. The role is projected to pay a £300-400k TC, with year-on-year comp growth. A leading benefits package is also offered. If timings align that way, 2024 bonuses will be bought out in full.