At a Glance
- Tasks: Build cutting-edge portfolio risk and analytics tools for decision support.
- Company: High-quality hedge fund focused on quantitative risk and portfolio analytics.
- Benefits: Competitive salary, hands-on role, and impactful work with PMs.
- Other info: Collaborate directly with front-office teams and make a significant impact.
- Why this job: Gain real ownership of analytics and risk stack in a dynamic environment.
- Qualifications: 2-5 years experience in quant roles and strong Python skills.
The predicted salary is between 60000 - 80000 € per year.
A high-quality hedge fund is building out its quantitative risk and portfolio analytics capability and is looking to hire a Quant / Quant Developer with Orchestrade experience to work directly with the Head of Risk and the QR in the risk team. This is a hands-on, build-the-platform role focused on real decision support - not a reporting, model validation, or back-office risk seat.
What you’ll be doing:
- Build PM-facing portfolio risk & analytics tools
- Design and run:
- Stress tests & scenario analysis
- VaR & Credit VaR
- Tail risk & drawdown analysis
- Develop tools to:
- Understand portfolio risk
- Support hedging decisions
- Explain P&L and risk drivers
- Work directly with PMs on:
- Portfolio construction
- Risk allocation
- Forward-looking scenario analysis
- Backtest strategies and trade ideas
- Help build a scalable, institutional-grade risk & analytics platform
Tech & skills:
- Strong Python (core development language)
- Orchestrade
- Good OOP / engineering discipline
- Experience building:
- Analytics libraries
- Research frameworks
- Portfolio or risk tooling
- Excel / VBA useful but not core
- C# a plus
Background:
- ~2–5 years experience as:
- Desk Quant
- Risk Quant
- Quant Developer
- Portfolio Analytics Quant
- Strong academic background in:
- Maths, Physics, Engineering, or Computer Science
- Comfortable working directly with PMs and front-office teams
Why this is interesting:
- Middle-to-Front-office, PM-facing role
- Real ownership of the analytics & risk stack
- High impact on how the portfolio is built and hedged
- Not a back-office or reporting function
Quantitative Developer - C# in London employer: Finna Group
Join a prestigious hedge fund that prioritises innovation and collaboration, offering a dynamic work environment where your contributions directly influence portfolio management and risk strategies. With a strong focus on employee development, you will have access to cutting-edge tools and the opportunity to work closely with experienced professionals in a hands-on role that fosters growth and meaningful impact. Located in a vibrant financial hub, this position not only provides competitive benefits but also immerses you in a culture that values creativity and excellence.
StudySmarter Expert Advice🤫
We think this is how you could land Quantitative Developer - C# in London
✨Tip Number 1
Network like a pro! Reach out to people in the industry, especially those who work at hedge funds or in quantitative roles. A friendly chat can lead to insider info about job openings and even referrals.
✨Tip Number 2
Show off your skills! If you’ve built any cool tools or analytics libraries, make sure to showcase them. A personal project or GitHub repo can really set you apart from the crowd.
✨Tip Number 3
Prepare for technical interviews by brushing up on your Python and C#. Practice coding challenges and be ready to discuss your past projects in detail. We want to see how you think and solve problems!
✨Tip Number 4
Apply through our website! It’s the best way to ensure your application gets seen. Plus, we love seeing candidates who are proactive and take the initiative to connect with us directly.
We think you need these skills to ace Quantitative Developer - C# in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV highlights your experience with Python and Orchestrade, as these are key for the role. We want to see how your skills align with the hands-on, build-the-platform nature of the job.
Showcase Relevant Projects:Include specific examples of projects where you've built analytics tools or worked on portfolio risk. This will help us understand your practical experience and how you can contribute to our team.
Craft a Compelling Cover Letter:Your cover letter should reflect your passion for quantitative development and your understanding of risk analytics. We love seeing candidates who can communicate their ideas clearly and effectively.
Apply Through Our Website:We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures it gets into the right hands quickly!
How to prepare for a job interview at Finna Group
✨Know Your Tech Inside Out
Make sure you’re well-versed in Python and Orchestrade, as these are crucial for the role. Brush up on your OOP principles and be ready to discuss how you've applied them in past projects.
✨Showcase Your Analytical Skills
Prepare to talk about specific tools or libraries you've built for portfolio risk and analytics. Be ready to explain your thought process behind stress tests, scenario analysis, and how you’ve supported hedging decisions in previous roles.
✨Engage with Real Scenarios
Think of real-life examples where you’ve worked directly with PMs or front-office teams. Discuss how you contributed to portfolio construction and risk allocation, and be prepared to backtest strategies and trade ideas.
✨Demonstrate Your Problem-Solving Approach
Be ready to tackle hypothetical scenarios during the interview. Show how you would approach building a scalable risk and analytics platform, and don’t shy away from discussing potential challenges and your solutions.
