Portfolio Risk Manager - Quant Hedge Fund - up to £750k TC - eFinancialCareers : Job Details

The firm are highly prestigious, an industry recognised 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 the European investment team is fundamental to the role with regards to risk limits, investment decisions, 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 buildout / 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 7-15yrs. 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 are committed to buying out the hire’s bonus in full + providing a minimum bonus guarantee for next year.