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Quantitative Risk Analyst

Salary £75k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/AXC/26875
Contact Aaron Crowley
Date posted 01-09-2017

Hedge Fund seeking a Front Office Quantitative Risk Analyst to join their dynamic team based in London.
Key Responsibilities
 Actively contribute to investment discussions and perform risk reviews of existing and proposed quantitative investment strategies;
 Work as part of the Front Office Investments team overseeing all types of portfolio risk;
 Operate existing risk systems (both proprietary and off-the-shelf) to analyse portfolio risk, produce risk and performance attribution reports;
 Build risk and performance models, rather than use third party tools; by implication excellent programming skills are a must.

Skills/ Experience required

• 2-5 years experience as a quantitative risk manager or buy-side quantitative analyst.
 Must have higher degree (MSc, PhD) in applied science (Physics, Maths, Engineering)
 Excellent programming skills
 Good understanding of major global markets across all asset classes.
 Experience must include exposure to cash and derivative instruments
 Familiarity with portfolio construction techniques including challenges within various asset classes (Various methods for constructing a risk / covariance, transaction cost modelling.)
 Strong statistical ability: ( Time-series analysis, Statistical estimation, Monte Carlo methods, Bayesian techniques, Portfolio construction risk factor models, Scenario analysis,)
 Can show evidence of good software development practice (source control, code review, continuous integration, system testing, audit and control of release to production systems
 They have an expert level of understanding and practical experience with statistical languages to include R, Python, MATLAB
 Strong object oriented programming skills (C++)
 Good working knowledge of SQL
 Hands-on experience with major commercial risk management system, e.g., BarraOne, RiskMetrics, FactSet
 Experience of building models that are used within existing investment processes

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Contact Aaron about this job

Director, Credit & Risk Management