What are the responsibilities and job description for the Portfolio Risk Manager - Quant Hedge Fund - $1m TC - **LONDON position at Mondrian Alpha?
A US quant strategy Hedge Fund, rapidly expanding their presence in Europe, are looking to hire a senior risk manager for its London office – the firm are happy to relocate a US risk professional.
The firm are highly prestigious, an industry recognised name, with exceptional double digit performance. The new hire will have complete ownership of ‘risk’ for the London business – this includes full-stack quantitative support, systematic screening, market risk management, and portfolio construction. Partnering the European investment team is fundamental to the role with regards to risk limits, investment decisions, strategy – the remit has a core investment focus for which the hire will be expected to bring his/her own ideas to the table.
This is not a risk monitoring role, it is a highly technical / numerical / quantitative role – the hire will use his/her initiative to buildout / develop the firm’s risk management framework, building multiple models & internal tools, designing data infrastructure and back-testing datasets, designing new trading processes for specific products etc.
Once settled into the role and performing to a high standard, the expectation is for the hire to move into the ‘European Head of Risk’ role.
Candidates should be established risk management professionals, with a highly quantitative skillset, ideally extending to strong proficiencies in python. The ideal candidate will have extensive multi-strategy, PM facing experience, roughly 7-15yrs. Top tier academic profiles are an expectation.
Our client is expecting to pay up to a $1m total comp package. Upon joining, the firm are committed to buying out the hire’s bonus in full providing a minimum bonus guarantee for next year. Naturally, relocation / visas will all be taken care of by the firm.
