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- Tasks: Manage long/short equity risk and conduct global portfolio risk analysis.
- Company: Join a top-tier Fundamental Equity Market Neutral Fund with a stellar performance record.
- Benefits: Collaborate with industry leaders in a dynamic, innovative environment.
- Why this job: Work directly with a renowned PM and leverage cutting-edge data processing techniques.
- Qualifications: Extensive experience in equity market risk management and strong Python programming skills required.
- Other info: This role is based in London and offers direct reporting to senior leadership.
The predicted salary is between 72000 - 108000 £ per year.
We are exclusively partnered with a highly successful Fundamental Equity Market Neutral Fund to identify an experienced Risk Manager/Quant researcher to join their team. This is a unique opportunity to work directly with a world-class PM and senior leadership team in a collaborative and innovative environment.
Key Responsibilities:
- Manage long/short equity risk using BARRA/Axioma models.
- Conduct risk analysis across EU, US, and Asia portfolios, utilizing both traditional and custom risk factors, with a focus on global macro events.
- Perform P&L attribution , event analysis , and provide actionable insights.
- Utilize optimizers and work closely with the investment team, quantitative researchers, and data engineers to drive portfolio performance.
- Leverage Python and other programming skills to develop and enhance risk tools and analytics.
The ideal candidate will have:
- Extensive experience in equity market risk management, ideally within a fundamental equity long/short strategy .
- A background in working with sophisticated risk models (e.g., BARRA/Axioma) and optimizers.
- Strong programming skills in Python and a proven ability to collaborate across investment, quant, and engineering teams.
- A deep understanding of global macro events and their impact on portfolios.
- Previous experience at a leading hedge fund is highly desirable.
This is a great opportunity to:
- Work with a PM renowned for their exceptional performance, including a Sharpe ratio >2 and a history of top-tier results at leading hedge funds.
- Collaborate with a highly talented team across investment, quantitative research, and data engineering functions.
- Join a fund that combines deep fundamental analysis with a cutting-edge approach to data processing and AI/ML to generate uncorrelated alpha.
This role is based in London and reports directly to the PM (also CIO) and COO.
To apply please reach out to
Quant Risk Manager – Fundamental Equity Market Neutral Fund employer: Octavius Finance
Contact Detail:
Octavius Finance Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quant Risk Manager – Fundamental Equity Market Neutral Fund
✨Tip Number 1
Familiarize yourself with BARRA and Axioma models, as these are crucial for managing long/short equity risk. Understanding how to apply these models in real-world scenarios will give you a significant edge during discussions with the team.
✨Tip Number 2
Stay updated on global macro events and their implications for equity markets. Being able to discuss recent developments and their potential impact on portfolios will demonstrate your expertise and proactive approach.
✨Tip Number 3
Showcase your programming skills in Python by working on relevant projects or contributing to open-source initiatives. This not only enhances your technical abilities but also provides concrete examples of your work to discuss during interviews.
✨Tip Number 4
Network with professionals in the hedge fund industry, especially those with experience in fundamental equity strategies. Engaging with this community can provide valuable insights and potentially lead to referrals for the position.
We think you need these skills to ace Quant Risk Manager – Fundamental Equity Market Neutral Fund
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your extensive experience in equity market risk management, particularly within a fundamental equity long/short strategy. Emphasize your familiarity with sophisticated risk models like BARRA and Axioma.
Craft a Strong Cover Letter: In your cover letter, express your enthusiasm for the role and the opportunity to work with a renowned PM. Discuss your programming skills in Python and how they can contribute to enhancing risk tools and analytics.
Showcase Relevant Projects: If you have worked on projects involving risk analysis or portfolio management, be sure to include these in your application. Highlight any experience with P&L attribution and event analysis, as well as collaboration with investment and quantitative teams.
Highlight Global Macro Understanding: Demonstrate your deep understanding of global macro events and their impact on portfolios. This could be through specific examples in your application that showcase your analytical skills and insights into market dynamics.
How to prepare for a job interview at Octavius Finance
✨Showcase Your Quantitative Skills
Be prepared to discuss your experience with risk models like BARRA and Axioma. Highlight specific projects where you utilized these models to manage equity risk, and be ready to explain your approach in detail.
✨Demonstrate Programming Proficiency
Since strong programming skills in Python are essential, come equipped with examples of how you've used Python to develop risk tools or analytics. Consider discussing any relevant code snippets or projects that showcase your technical abilities.
✨Understand Global Macro Events
Familiarize yourself with recent global macro events and their implications on equity markets. Be ready to discuss how these events could impact portfolio performance and how you would analyze them in your role.
✨Emphasize Collaboration Experience
This role requires working closely with various teams. Share examples of past collaborations with investment, quant, and engineering teams, focusing on how you contributed to achieving common goals and driving portfolio performance.
