Hedge Fund - Quantitative Risk Manager

  • Hedge Fund compensation
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • Vennbridge
  • 13 oct. 17 2017-10-13

Quant Risk Manager - Hedge Fund - Multi-Asset Class - London, UK


This is a programming-orientated role, in which the successful candidate will design risk metrics and enhance the risk profile of the firm.  Main daily duties will include, but not be limited, to:

  • Analysing risks being taken across the company's entire portfolio.
  • Developing new, and improving existing, performance systems.
  • Conducting reviews of quantitative investment strategies.
  • Improving operational processes within the firm.
  • Liaising with all areas of the company.


  • Must have strong programming skills in either Python or MATLAB.
  • Will be educated to PhD level.
  • Should have practical experience of working in financial markets, either as a risk manager or as a quantitative analyst.
  • Will be experienced at working with large sets of data.


Please send your CV to louis@vennbridge.com

Vennbridge is an employment agency in relation to this vacancy.