Senior Systematic Risk Manager

X4 Engineering; New York (NY); On-site; USD 250,000 - 300,000; Full time

Job summary

X4 Engineering partners with a world-leading global investment firm to hire a Senior Systematic Risk Manager in New York, NY. You will shape risk across diverse systematic strategies, develop risk methodologies, and analyze portfolio exposures to inform high-level investment decisions.

You will collaborate with PMs, researchers, and leadership, building analytics and monitoring tools for the firm’s global trading platform.

Qualifications

• Master's or PhD in Mathematics, Physics, Computer Science, Financial Engineering, or another quantitative discipline.
• 10+ years' experience in quantitative finance in roles such as Risk Manager, Quant Researcher, Portfolio Manager, or Quant Trader.
• Strong programming in Python, C++, or C#.
• Deep understanding of equity statistical arbitrage and equity factor models.
• Experience developing quantitative risk models, portfolio analytics, and systematic risk methodologies.
• Excellent communication with Portfolio Managers and senior stakeholders.
• Strong analytical mindset with attention to detail and passion for financial markets.
• Execution algorithms and market microstructure.
• Transaction cost analysis and modelling.
• Machine Learning or LLM applications within systematic trading.
• Operational Risk.

Responsibilities

• Shape risk across a diverse portfolio of systematic investment strategies.
• Develop innovative risk methodologies and portfolio analytics.
• Analyze portfolio exposures to influence investment decisions.
• Collaborate with Portfolio Managers, Quant Researchers, and senior leadership.
• Build sophisticated analytics and monitoring tools used across the trading platform.
• Participate in investment committee discussions.
• Drive the evolution of systematic risk management.

Skills

Python

C++

C#

Risk modeling

Portfolio analytics

Factor models

Machine learning

Education

Master's or PhD in quantitative field

Tools

Python

C++

C#

Job description

Industry: Hedge Fund / Quantitative Trading

Location: New York, NY

Salary: $250,000–300,000 Base Salary + Bonus

X4 Engineering are proud to be partnering with a world-leading global investment firm renowned for combining cutting-edge technology, quantitative research, and world-class investment talent to generate consistent returns across global markets.

As part of the continued growth of their Systematic Trading business, they're looking to hire a Senior Systematic Risk Manager to play a key role in shaping risk across a diverse portfolio of systematic investment strategies. You'll work closely with Portfolio Managers, Quant Researchers, and senior business leadership, developing innovative risk methodologies, analysing portfolio exposures, and influencing investment decisions at the highest level.

This is a highly visible position where you'll help drive the evolution of systematic risk management, contribute to investment committee discussions, and build sophisticated analytics and monitoring tools used across the firm's global trading platform.

Key Requirements:

• Master's or PhD in Mathematics, Physics, Computer Science, Financial Engineering, or another quantitative discipline.
• 10+ years' experience within quantitative finance, ideally as a Risk Manager, Quantitative Researcher, Portfolio Manager, or Quant Trader.
• Strong programming skills in Python, C++, or C#.
• Deep understanding of equity statistical arbitrage and equity factor models.
• Experience developing quantitative risk models, portfolio analytics, and systematic risk methodologies.
• Excellent communication skills with the ability to partner closely with Portfolio Managers and senior stakeholders.
• Strong analytical mindset with exceptional attention to detail and a genuine passion for financial markets.
• Execution algorithms and market microstructure.
• Transaction cost analysis and modelling."+ "
• Machine Learning or LLM applications within systematic trading.
• Operational Risk.