Senior Systematic Risk Manager

What you'll do

• Conduct daily and intraday risk analysis on Systematic portfolios.
• Review process architecture, simulation methodologies, and backtest results for systematic strategies.
• Refine manager selection and performance assessment processes focusing on macro drivers and crowding.
• Develop metrics and tools to monitor risks for short-term systematic trading strategies.
• Contribute to firm-wide risk analytics, reporting processes, and data quality standards.
• Participate in Global Risk committee discussions and provide recommendations to the Investment Committee.
• Advise leadership on whether the firm is being sufficiently rewarded for taken risks.

What we're looking for

• Advanced degree (Masters or Doctorate) in a quantitative discipline such as Math, Physics, Computer Science, or Financial Engineering.
• 10 or more years of relevant experience in the quantitative finance field as a risk manager, portfolio manager, or quant trader.
• Strong programming skills in Python or C++/C#.
• Well-versed in equity statistical arbitrage and familiar with equity factor models.
• Strong communication, research, and analytical skills with a practical approach to problem solving.
• Knowledge of execution algorithms (preferred).
• Knowledge of market microstructure or transaction cost modelling (preferred).
• Experience with systematic macro strategies, LLMs, Machine Learning, or Operational Risk (preferred).