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- Tasks: Lead a team in developing risk analytics for exotic products on the trading floor.
- Company: Join a market-leading Buy Side firm in London, known for its innovative approach.
- Benefits: Enjoy a rare promotion opportunity and direct exposure to senior management.
- Why this job: Experience a less regulated environment with freedom to innovate and shape future capabilities.
- Qualifications: Strong maths background and quantitative risk experience required; programming skills essential.
- Other info: No formal management experience needed; applications from VP/Senior-level Analysts welcome.
The predicted salary is between 72000 - 108000 £ per year.
Statera Talent is recruiting an experienced quantitative professional for a market-leading Buy Side firm in London. In this role, you will manage the Quantitative Risk Analytics team. Working in a less regulated industry, you will have the freedom to develop models without the documentation and governance elements of Investment Banking. Sitting on the trading floor, you'll work with exotic products in a smaller, commercially focused environment. From day one, you will have management responsibility for the team. You will report to an established leader who is highly regarded across the business.
Responsibilities:
- Lead the development and enhancement of an integrated risk analytics platform.
- Manage and mentor a team responsible for developing PFE, VaR and liquidity models.
- Drive the modernisation of risk calculation engines and infrastructure.
- Partner with senior stakeholders to shape future risk measurement capabilities.
Requirements:
- Strong mathematical background (MSc/PhD preferred).
- Quantitative Risk experience in energy trading or investment banking.
- In-depth knowledge of commodity products.
- Understanding of market risk, credit risk, and liquidity risk methodologies.
- Advanced programming skills (Python/MATLAB).
- Outstanding stakeholder management and communication abilities.
Why Join?
- This is a rare opportunity for promotion on entry.
- Direct exposure to senior management and trading teams.
- Global remit with implementation across multiple continents.
- You don't need formal management experience. Applications from VP/Senior-level Quantitative Risk Analysts are welcome.
If you are an experienced Quantitative Risk Analyst looking for a leadership role, apply today.
Head of Quantitative Risk - Buy Side employer: Statera Talent
Contact Detail:
Statera Talent Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Head of Quantitative Risk - Buy Side
✨Tip Number 1
Network with professionals in the quantitative risk field, especially those working in buy-side firms. Attend industry conferences or local meetups to connect with potential colleagues and leaders who can provide insights into the company culture and expectations.
✨Tip Number 2
Familiarise yourself with the latest trends and technologies in risk analytics, particularly in energy trading and commodity products. Being well-versed in current methodologies will help you stand out during discussions with stakeholders.
✨Tip Number 3
Prepare to discuss your experience in managing teams and mentoring others, even if you don't have formal management experience. Highlight instances where you've led projects or collaborated with others to achieve common goals.
✨Tip Number 4
Showcase your programming skills by being ready to discuss specific projects or models you've developed using Python or MATLAB. Having concrete examples will demonstrate your technical expertise and problem-solving abilities.
We think you need these skills to ace Head of Quantitative Risk - Buy Side
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your quantitative risk experience, particularly in energy trading or investment banking. Emphasise your mathematical background and any relevant programming skills, such as Python or MATLAB.
Craft a Compelling Cover Letter: In your cover letter, express your enthusiasm for the role and the company. Discuss your management style and how you plan to lead the Quantitative Risk Analytics team. Mention specific achievements that demonstrate your stakeholder management and communication abilities.
Showcase Relevant Projects: If you've worked on projects involving PFE, VaR, or liquidity models, be sure to include these in your application. Detail your contributions and the impact of your work on previous teams or organisations.
Highlight Soft Skills: Since the role requires outstanding stakeholder management, make sure to highlight your communication skills and ability to partner with senior stakeholders. Provide examples of how you've successfully collaborated with others in past roles.
How to prepare for a job interview at Statera Talent
✨Showcase Your Quantitative Skills
Make sure to highlight your strong mathematical background and any relevant experience in quantitative risk. Be prepared to discuss specific models you've developed, particularly in energy trading or investment banking.
✨Demonstrate Leadership Potential
Even if you don't have formal management experience, emphasise your ability to mentor and lead a team. Share examples of how you've influenced others or taken initiative in previous roles.
✨Understand the Business Context
Familiarise yourself with the firm's focus on exotic products and the less regulated environment. Be ready to discuss how this impacts risk management and how you can contribute to developing innovative solutions.
✨Communicate Effectively with Stakeholders
Since outstanding stakeholder management is crucial for this role, practice articulating complex quantitative concepts in a clear and concise manner. Prepare to discuss how you've successfully partnered with senior stakeholders in the past.
