Risk Quant
Quant Capital · London, England ·
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