Risk Quant

Overview

As a Quant Analyst in Risk at Quant Capital, you will lead a small team of quantitative developers focused on risk management within a high-profile hedge fund. You will develop factor models, and an equity portfolio optimizer, and craft new analytics in collaboration with portfolio research. This London-based senior role combines trading and risk, supporting expansion into commodities, fixed income, and some equities. You drive risk processes in an entrepreneurial environment with meaningful impact.

Pay / Benefits

• personal training budget
• bonus on client site
• Bupa
• Pension
• travel loan

Responsibilities

• Lead a small team of quantitative developers in risk management
• Develop an optimizer for equity portfolio construction to tune factor exposures
• Create models to compute new analytics with the head of portfolio research
• Support and run processes for quantitative risk and risk management

Key requirements

• PhD or MSc in an advanced scientific field
• Minimum 5 years of front office quantitative experience with leadership
• Experience across fixed income and equities
• Experience in a small firm
• Strong track record in factor model development
• Strong software design knowledge (algorithms and OO)
• Proficiency in Python, R or C++ (R or Python strongly preferred)
• Strong communication skills for interactions with risk management and trading
• Demonstrated success in challenging environments

• strong communication
• leadership
• entrepreneurial mindset
• factor model development
• risk management analytics
• portfolio optimization

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