You will conduct quantitative research into market risk across their multi-asset class portfolios (Equities, Futures, Commodities, FX, Credit) and your work will have a direct impact on their trading. You will also work with product development teams on the development of new products.
Responsibilities:
- Conduct Quant analysis on systematic strategies and portfolios across a range of asset classes to inform our risk approach.
- Work with senior managers and PMs/Quant strats to provide insight regarding drivers of risk and affect change in our positioning.
- Build tools to monitor performance, factors, exposures and correlations.
- Develop novel risk algorithms to assess positioning in both normal market conditions and stressed scenarios.
What We're Looking For:
- Experience supporting systematic strategies, ideally in a risk capacity.
- Knowledge of any of; Equity, Futures, Commodities, FX, Credit markets, and risk management techniques.
- Strong numerical, research and data analytics skills.
- Proficient coding in Python or the ability to quickly adapt a similar skillset.
This is an excellent opportunity to be part of an Investment Risk function within a high profile business in Central London.
