London-Based Market Risk Quant: Real-Time Risk Modeling

Capital Fund Management (CFM); Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

Capital Fund Management (CFM) in London seeks a risk professional to reinforce its risk management function as funds grow. The role involves monitoring material risks, reporting to the board and investors, and collaborating with PMs and risk tech to integrate models.

Based in London with frequent trips to Paris, you will leverage advanced quantitative techniques, build risk dashboards, and contribute to regulator and stakeholder reporting.

Qualifications

• Masters or PhD (or similar) in a quantitative subject such as Mathematics, Physics, Statistics, Economics, or Finance.
• Advanced Python (pandas, NumPy, scikit-learn) for modeling and automation.
• Knowledge of financial products covering equities, fixed income, FX, commodities, credit, volatility.
• Ability to investigate problems into complex systems and data.
• Ability to work autonomously and pro-actively.
• Ability to work collaboratively in teams on complex programs.
• Ability to communicate clearly to key stakeholders.
• Ability to work independently in a confident and professional manner.

Responsibilities

• Support the head of Risk to monitor and understand all material risks in the portfolios.
• Ensure that these risks are reported accurately internally to the board, regulators and investors.
• Manage risk limits. Investigate, report and audit breaches.
• Monitor underlying market conditions (volatility, liquidity).
• Support management and PMs with risk dashboards and real-time metrics.
• Coordinate with Risk Technology Specialists to integrate models into production platforms.
• Explore advanced quantitative risk techniques (e.g. factors, pca, machine learning) for modelling metrics such as VaR, scenarios.
• Prepare risk reports for portfolio managers and external stakeholders.

Skills

Python for modeling

Data analysis

Autonomy

Team collaboration

Education

Masters/PhD in quantitative subject

Tools

SQL

NumPy

Pandas

scikit-learn

Job description

Capital Fund Management (CFM) in London seeks a risk professional to reinforce its risk management function as funds grow. The role involves monitoring material risks, reporting to the board and investors, and collaborating with PMs and risk tech to integrate models.

Based in London with frequent trips to Paris, you will leverage advanced quantitative techniques, build risk dashboards, and contribute to regulator and stakeholder reporting.