Quantitative Risk Analyst - Leading Hedge Fund - Competitive Compensation + Hybrid Working

We are partnering with a market-leading hedge fund based in New York, who have had an incredibly strong start to 2024. This multi-strategy hedge fund is unique in its highly collaborative setup, driven by multiple teams contributing to trade idea generation.

Following the strong start to the year, the firm is looking to make a new hire for a Quantitative Risk Analyst to be based in either New York or London office. You will report directly into the Chief Risk Officer and will work closely on shaping and building out the firm's risk management ecosystem as well as analytics framework. The successful candidate will develop and improve models for pricing, VaR, and stress testing while supporting pricing and risk management analytics. You will closely interact with the Trading and Technology desks, getting actively involved in the investment process on a daily basis.

This is a great opportunity for the hire to play an integral part in the development of a market-leading risk function while getting regular exposure to industry leading trading teams and working alongside some of the brightest minds in the space.

We are looking for a candidate with the following criteria:

• 2-5 years of relevant experience at a top-tier bank, hedge fund, market making trading firm or third-party analytics provider.
• Strong academic background in a quantitative discipline.
• Strong analytical skills and a strong grasp of quantitative risk and pricing models.
• Strong programming skills, with experience in Python (Pandas, NumPy) or C++.

Our client is known in the market to offer competitive total compensation packages. They also offer a completely flexible working pattern as well as benefits such as healthcare, dental, vision, retirement planning, 30 days holiday and free lunches when in the office.