Market Risk Quant

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

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Founded in 1991, we are a global quantitative and systematic asset management firm applying a scientific approach to finance to develop alternative investment strategies that create value for our clients.
We value innovation, dedication, collaboration, and the ability to make an impact. Together, we create a stimulating environment for talented and passionate experts in research, technology, and business to explore new ideas and challenge existing assumptions.

Your Role

CFM LLP is looking to reinforce its risk management function with a person that can accompany the strong growth of CFM's funds.

The position is based in London and involves visiting the Paris office on a frequent basis.

Key Responsibilities

The role’s key responsibilities include

• 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.

Your Skills

• 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 SQL.
• Knowledge of financial products covering equities, fixed income, FX, commodities, credit, volatility. Strong knowledge of at least one or two asset classes would be preferred.
• 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.

Preferable but not essential:

• Familiarity with equity factor models (e.g., Fama-French, BARRA) and option pricing (volatility surface, smile etc.)
• Knowledge of systematic trading strategies would be preferable.

EQUAL OPPORTUNITIES STATEMENT

We are continuously striving to be an equal opportunity employer and we prohibit any discrimination based on sex, disability, origin, sexual orientation, gender identity, age, race, or religion. We believe that our diversity, breadth of experience, and multiple points of view are among the leading factors in our success.
CFM is a signatory of the Women Empowerment Principles .