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Quantitative Risk Manager - Systematic Equities at Top-Tier Multi-Strat Hedge Fund - Strong Total Co
Quantitative Risk Manager - Systematic Equities at Top-Tier Multi-Strat Hedge Fund - Strong Total Co
Quantitative Risk Manager - Systematic Equities at Top-Tier Multi-Strat Hedge Fund - Strong Total Co
Posted 8 days ago
- London, Greater London
- Any
- External
Mondrian Alpha are engaged in an exciting search for a multi-strategy hedge fund in London. The firm manages a constantly growing AUM and has a record of consecutive years of strong performance.
Our client is looking for an experienced Quantitative Risk Manager to oversee all the systematic strategies and investments of the fund, with a strong focus on global equities markets. As the fund continues its expansion across mid-frequency and high-frequency systematic strategies, you will have a dual role involving monitoring and managing risks while carrying out quantitative research activities on factor exposures to improve the fund’s performance.
Risk management at this firm is considered part of the Investment function, facing off directly to a market-leading Portfolio Management team. This is an incredible opportunity to establish yourself as a specialist professional at a market-leading buy-side firm and to be actively involved in the investment process.
We are looking for a candidate with a minimum of 2 years of relevant experience in risk management/quantitative research across equity products either on the sell-side or buy-side. Candidates must also have strong technical skills and be proficient in Python, while any experience with research on factor exposures can be beneficial.
Aside from its stellar performance, our client is known in the market for its fantastic company culture. They offer balanced working hours as well as 2 days of work from home per week. In addition, they can offer competitive compensation packages and are flexible on the total compensation.
Our client is looking for an experienced Quantitative Risk Manager to oversee all the systematic strategies and investments of the fund, with a strong focus on global equities markets. As the fund continues its expansion across mid-frequency and high-frequency systematic strategies, you will have a dual role involving monitoring and managing risks while carrying out quantitative research activities on factor exposures to improve the fund’s performance.
Risk management at this firm is considered part of the Investment function, facing off directly to a market-leading Portfolio Management team. This is an incredible opportunity to establish yourself as a specialist professional at a market-leading buy-side firm and to be actively involved in the investment process.
We are looking for a candidate with a minimum of 2 years of relevant experience in risk management/quantitative research across equity products either on the sell-side or buy-side. Candidates must also have strong technical skills and be proficient in Python, while any experience with research on factor exposures can be beneficial.
Aside from its stellar performance, our client is known in the market for its fantastic company culture. They offer balanced working hours as well as 2 days of work from home per week. In addition, they can offer competitive compensation packages and are flexible on the total compensation.