Central Risk Book - Lead Quantitative Researcher

About the firm:

A top-performing investment firm that achieved exceptional results in 2024 is undertaking a comprehensive transformation of one of their legacy business lines, including a full-scale revamp of their Central Risk Book (CRB). They are looking for a Senior Central Risk Book Trader/Researcher to spearhead this initiative. This role offers direct exposure to the C-suite, significant autonomy, and the opportunity to drive innovation in a dynamic, high-growth environment.

Key Responsibilities:

Develop and refine quantitative strategies to optimize risk management and enhance profitability.

Conduct advanced research to uncover new sources of alpha.

Manage and oversee algorithmic execution to ensure seamless portfolio operations.

Work closely with traders, quantitative analysts, and portfolio managers to enhance risk management frameworks.

Innovate and implement new methodologies for central risk management.

Qualifications:

5+ years of experience managing an equity portfolio within a hedge fund, bank, or market-making environment.

Strong quantitative expertise in mathematical modeling, statistics, and programming.

Demonstrated success in roles integrating trading, research, and quantitative strategy development.

Deep knowledge of market structure, trading mechanisms, and risk management principles.

A strategic and disciplined approach to managing complex risk exposures.

Outstanding problem-solving, analytical, and communication skills.

What Sets This Role Apart?

Significant impact - This role offers a rare opportunity to shape the future of this business.

Direct access to leadership - Report directly to the C-suite, ensuring visibility and strategic influence.

Entrepreneurial freedom - Significant autonomy to innovate and build within a well-capitalized, top-performing firm.

Strong performance & momentum - Coming off a record-breaking year, makes this an ideal time to join and contribute to the next phase of growth.