Risk Manager - Equity Market-Neutral

Our client is an active investment management firm who have an exciting opportunity for a Risk Manager with a strong quantitative background and good python skills. Experience managing equity market neutral, high-frequency or short-term trading strategies is preferred.

This is a permanent role based in London. A dynamic and friendly team offering a good work life balance and collaborative working environment. 3 days in the office and 2 WFH.

Salary £130k plus bonus and benefits. Visa sponship can be arranged.

A great opportunity to work in Quantitative Research within a collaborative environment and be involved with research and development of new risk analytics.

Key Responsibilities:

• Monitor and manage risk and work with all areas within the business to resolve risk issues as they arise
• Assist in building out the broader risk framework and analytical infrastructure – including internal risk models and code
• Conduct research into new risk measurement and management techniques
• Further develop the risk management framework and broaden awareness and good risk culture across all functions
• Reporting relevant risk data and information to key stakeholders – both internal and external
• Training and support for all members of the wider risk team and to other areas within the firm

Key Skills & Experience:

• A minimum of 2 years’ experience in risk management or development of quantitative investment strategies, with a preference for experience in managing equity market neutral, high-frequency or short-term trading strategies
• In-depth knowledge of financial markets across major asset classes
• Advanced understanding of portfolio risk modelling and risk management techniques
• Strong financial and analytical skills
• Advanced Python or similar programming skills
• Excellent communication skills
• Very strong academics including masters degree or equivalent in a highly mathematical subject

Applications close on Friday.