Senior Quantitative Risk Lead - Hedge Fund Investments

Objective Partners; Chicago (IL); Hybrid; USD 120,000 - 180,000; Full time

Job summary

Objective Partners in Chicago seeks a Quantitative Investments Risk Associate to advance hedge fund risk analysis and portfolio decisions, building risk models, alpha decomposition, and stress testing with Python and large data sets.

You will collaborate with portfolio managers and the Investment Committee, producing polished risk and performance materials, and shaping roadmaps for risk infrastructure in a hybrid schedule with three onsite days per week.

Qualifications

• Bachelor's or Master's in a quantitative field; strong technical background.
• 3–7 years in investment analysis, risk management, or asset allocation, hedge funds preferred.
• Proficiency in Python and handling large structured datasets; AI-assisted tools a plus.
• Outstanding written and verbal communication; ability to translate analyses for committees and clients.
• Strong presentation skills using PowerPoint or equivalent reporting formats.

Responsibilities

• Quantitative Risk Modeling: Build and maintain models using Python and large structured datasets (SQL, data lakes).
• Portfolio Construction & Analysis: Support evaluation and asset allocation decisions.
• Market Monitoring: Track risk exposures, factor trends, and market conditions relevant to hedge fund strategies.
• Stakeholder Collaboration: Partner with PMs and Investment Committee on portfolio construction decisions.
• Reporting & Presentation: Design and deliver polished risk and performance materials for oversight and investors.

Skills

Python

Communication

Presentation

Initiative

Education

Bachelor's or Master's in quantitative field

Tools

SQL

Data Lakes

PowerPoint

Job description

Objective Partners in Chicago seeks a Quantitative Investments Risk Associate to advance hedge fund risk analysis and portfolio decisions, building risk models, alpha decomposition, and stress testing with Python and large data sets.

You will collaborate with portfolio managers and the Investment Committee, producing polished risk and performance materials, and shaping roadmaps for risk infrastructure in a hybrid schedule with three onsite days per week.