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- Tasks: Lead quantitative risk management for equity long short strategies and support portfolio construction.
- Company: Join a top-tier hedge fund known for its innovative investment strategies and strong performance.
- Benefits: Enjoy a competitive salary of £500k+ with potential for significant bonuses based on performance.
- Why this job: Be at the forefront of investment decisions in a dynamic environment with a focus on innovation.
- Qualifications: Exceptional academics, strong buy-side risk experience, and coding skills are essential.
- Other info: This role offers a unique opportunity to influence high-stakes investment strategies.
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.
Quantitative Risk Lead – Equity L/S - Hedge Fund - £500k+ TC | London, UK employer: Mondrian Alpha Recruitment Solutions
Contact Detail:
Mondrian Alpha Recruitment Solutions Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Risk Lead – Equity L/S - Hedge Fund - £500k+ TC | London, UK
✨Tip Number 1
Network with professionals in the hedge fund industry, especially those who work in quantitative risk management. Attend industry conferences or seminars to meet potential colleagues and learn about the latest trends in equity long short strategies.
✨Tip Number 2
Brush up on your coding skills, particularly in languages commonly used in quantitative finance like Python or R. Consider working on personal projects or contributing to open-source projects that demonstrate your ability to apply these skills in a financial context.
✨Tip Number 3
Stay updated on market trends and developments in the equity long short space. Read relevant research papers, follow influential figures on social media, and engage in discussions to showcase your knowledge during interviews.
✨Tip Number 4
Prepare for technical interviews by practising quantitative risk scenarios and portfolio construction problems. Familiarise yourself with common risk metrics and how they apply to equity long short strategies to demonstrate your expertise.
We think you need these skills to ace Quantitative Risk Lead – Equity L/S - Hedge Fund - £500k+ TC | London, UK
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your quantitative risk management experience, particularly in equity long short strategies. Include specific examples of your work in market risk and portfolio construction to demonstrate your expertise.
Craft a Compelling Cover Letter: In your cover letter, express your passion for quantitative risk management and how your background aligns with the hedge fund's needs. Mention any relevant coding skills and how they have contributed to your success in previous roles.
Showcase Academic Excellence: Given the emphasis on exceptional academics, ensure you mention your educational qualifications prominently. If you have any relevant certifications or courses, include those as well to strengthen your application.
Highlight Collaborative Experience: Since the role involves working closely with the portfolio management team, emphasise any past experiences where you collaborated with investment teams. This will show your ability to integrate into their processes effectively.
How to prepare for a job interview at Mondrian Alpha Recruitment Solutions
✨Showcase Your Academic Excellence
Given the emphasis on exceptional academics, make sure to highlight your educational background. Be prepared to discuss specific projects or coursework that relate to quantitative risk management and equity strategies.
✨Demonstrate Your Buy-Side Experience
Candidates should be ready to share their previous experiences in buy-side risk management. Discuss how you've contributed to portfolio construction and market risk analysis in past roles, particularly in equity long short strategies.
✨Highlight Your Coding Skills
As coding skills are expected, be prepared to discuss your proficiency in relevant programming languages. Consider bringing examples of how you've used coding to support quantitative analysis or idea generation in your previous roles.
✨Engage with the Portfolio Management Team
Since the role involves working closely with the portfolio management team, demonstrate your ability to collaborate effectively. Prepare to discuss how you would approach teamwork and communication in a fast-paced investment environment.
