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- Tasks: Lead a team in developing risk analytics for a market-leading firm.
- Company: Join a top Buy Side firm in London, known for its innovative approach.
- Benefits: Enjoy a dynamic work environment with opportunities for global impact.
- Why this job: Gain management experience and work closely with senior leaders from day one.
- Qualifications: Strong maths background and quantitative risk experience required; programming skills a must.
- Other info: No formal management experience needed; open to VP/Senior-level Analysts.
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 webinars 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 with developing risk models like PFE, VaR, and liquidity models. Be ready to share specific examples of how you've driven improvements in risk calculation engines or analytics platforms in previous roles.
✨Tip Number 4
Showcase your programming skills, particularly in Python and MATLAB, by discussing relevant projects or contributions. Highlighting your technical expertise will demonstrate your capability to lead a team in modernising risk infrastructure.
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 mentor the team. Mention specific examples of your experience with risk models like PFE, VaR, and liquidity.
Showcase Stakeholder Management Skills: Demonstrate your outstanding communication abilities by providing examples of how you've successfully partnered with senior stakeholders in previous roles. This will show that you can effectively shape future risk measurement capabilities.
Highlight Leadership Potential: Even if you don't have formal management experience, highlight instances where you've taken the lead on projects or mentored colleagues. This will help convey your readiness for a leadership role in the Quantitative Risk Analytics team.
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 PFE, VaR, and liquidity, as this will demonstrate your expertise in the field.
✨Demonstrate Leadership Potential
Even if you don't have formal management experience, it's important to convey your ability to lead and mentor a team. Share examples of how you've influenced or guided colleagues in previous roles, showcasing your communication and stakeholder management skills.
✨Understand the Business Context
Familiarise yourself with the firm's focus on exotic products and the less regulated environment of the buy side. This knowledge will help you articulate how your skills can contribute to their goals and how you can drive the modernisation of risk calculation engines.
✨Prepare for Technical Questions
Expect to face technical questions related to market risk, credit risk, and liquidity risk methodologies. Brush up on your programming skills in Python and MATLAB, as you may be asked to solve problems or discuss your coding experience during the interview.
