Senior Equity L/S Risk Manager

Vallum Associates; San Francisco (CA); On-site; USD 200,000 - 225,000; Full time

Job summary

An established industry player seeks a Senior Equity L/S Risk Manager to enhance risk practices within the Equity business. This role involves collaborating with various teams to manage risk oversight and advise on investment decisions. The ideal candidate will have over a decade of experience in risk management, particularly within equity strategies, and will leverage their expertise in quantitative analysis and Python programming. This is an exciting opportunity to contribute to a dynamic team focused on driving commercial outcomes in a fast-paced environment.

Qualifications

• 10+ years in risk, quant, structuring, or trading roles.
• Experience providing risk insights to Portfolio Managers.

Responsibilities

• Manage risk oversight for specific Equity portfolios.
• Advise Portfolio Managers on investment and risk decisions.

Skills

Risk Management

Quantitative Analysis

Python

Equity Factor Modeling

Stress Testing

Education

Bachelor's in Finance

Master's in Finance or STEM

Tools

Risk Assessment Tools

Risk Reporting Systems

Job description

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This range is provided by Vallum Associates. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

$200,000.00/yr - $225,000.00/yr

The Senior Equity L/S Risk Manager will report to the Head of Equity L/S Risk and collaborate with Risk, Quant, Portfolio Management, and Development teams to guide risk practices and support the growth of the Equity business.

Responsibilities:

• Manage risk oversight for specific Equity portfolios and maintain a broader risk view across the Equity L/S platform.
• Advise and challenge Portfolio Managers on investment and risk decisions.
• Monitor global markets and help develop risk scenarios.
• Enhance tools, models, and systems for risk assessment and reporting.
• Identify emerging risks and concentrations, working with teams to mitigate them.
• Utilize and refine factor models for stress testing, crowding analysis, and event-driven forecasting.
• Partner with the global risk team to monitor developments and drive commercial outcomes.

Qualifications:

• 10+ years in risk, quant, structuring, or trading roles.
• Experience providing risk insights to Portfolio Managers or Traders.
• Strong knowledge of equity factor modeling, risk forecasting, and stress testing.
• Proficiency in Python.
• Deep understanding of long/short equity strategies.
• Bachelor’s degree in Finance or STEM (Master’s preferred).

Seniority level

• Not Applicable

Employment type

• Full-time

Job function

• Information Technology

Industries

• Venture Capital and Private Equity Principals

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