A global multi-strategy hedge fund is seeking a Quantitative Risk Manager to cover the equities business.
The fund has over $10 Billion in AUM deployed across a variety of fundamental and systematic Fixed Income, Macro, and Equity strategies.
This hire will report to the Head of Equity Risk and work with equity PMs on a mix of the following strategies: Fundamental Equity L/S, Systematic Equity, Stat Arb, Event Driven, and/or Equity Index/Index Rebalance.
The team is looking for commercially focused, hands-on risk managers with strong front office communication skills. This individual will be expected to advise the front office and senior stakeholders as well as challenge the business when necessary.
- 4+ years of buy side risk management experience
- Master's or PhD in a quantitative discipline
- Proficiency with Python/C++ and SQL
- Experience enhancing equity risk factor models and developing new risk factors
- FRM and/or CFA certifications strongly preferred