Equities Risk Manager - Hedge Fund - London

In this highly visible role, the successful candidate will be responsible for monitoring and managing equity portfolio risk, scenario analysis, multi-factor modeling and tail-risk analysis. The Risk Manager will regularly interact with portfolio managers and senior management on all equity risk related matters.

The successful candidate will have an advanced degree in a quantitative discipline with a minimum of 5+ years of risk and/or quantitative analysis experience gained at a leading asset manager. Extensive factor modelling experience is a key requirement. Deep knowledge of fundamental equities trading strategies is key. Programming ability in Python or R strongly preferred. Clear, deliberate and thoughtful communication skills are critical as regular interaction with the desk and senior management is an integral part of this role.

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