Hedge Fund - Junior Quantitative Risk Analyst

  • Base salary + discretionary bonus + benefits
  • London, England, United Kingdom
  • Permanent, Full time
  • Vennbridge
  • 17 Nov 17 2017-11-17

Risk Management - Hedge Fund - London, UK


To be a Risk Analyst in a quantitative hedge fund, across all asset classes.  Key responsibilities will include:

  • Cross-asset class review of all portfolio risks.
  • Risk reviews of investment strategies.
  • Development of risk tools and systems.
  • Liaising with senior stakeholders regarding the risk profile of the fund.

Candidate requirements:

  • Portfolio Construction experience.
  • Software development skills.
  • Statistical language experience in R, Python, and MATLAB.
  • Working knowledge of SQL.
  • Stats abilities (Monte Carlo; Time-Series; Bayesian techniques).
  • Familiarity with major commercial risk management systems (such as Risk Metrics).
  • An appetite for solving problems that are associated with huge datasets.
  • Good English-language communication skills.


Please send your CV to louis@vennbridge.com

Vennbridge is an employment agency in relation to this vacancy.