A leading hedge fund is looking to hire a quantitative risk management lead in London, specific to its equity long short business.
The remit covers market risk, portfolio construction, and full-stack quantitative support on ad-hoc idea generation. The role sits in equities front office, working with the portfolio management team, and is heavily involved in the investment process.
Candidates must have exceptional academics, a strong buy-side risk background, and expertise supporting equity long short strategies. Coding skills are also expected.
The role is budgeted to pay a circa £500k total comp package, with substantial upside if both the hire and strategy perform to a strong standard.