I wanted to reach out to discuss an exciting opportunity I am currently working with an industry-leading, Global systematic hedge fund who is currently building out their global macro business in London and is looking to on board a quantitative Investment risk analyst to contribute to the development of their state of the art platform. The fund is consistently near of the top in terms of annual returns, and has been focused on hiring the best in the business to expand their footprint. They're currently managing around $7bn AUM spread across their Multi-strat funds.
The firm heavily values risk and is determined to develop a revolutionary risk platform to give them a competitive edge. The investment risk team is very front office facing as you will be working closely with portfolio managers and will have direct influence in the investment process and shaping the strategies across the business.
Responsibilities:
- Extend and enhance our risk analysis framework to handle new strategies, new products and new asset classes.
- Build tools to monitor performance, factors, exposures and correlations across strategies and portfolios.
- Develop novel risk algorithms to assess positioning in both normal market conditions and stressed scenarios.
- Provide insight regarding drivers of risk movements to senior management, portfolio managers and other internal teams.