Portfolio Risk Analytics (Equity Derivatives SME) - Front Office - Hedge Fund - £150-200k TC

We have partnered with one of the most prestigious hedge funds globally, helping them on a specialist mandate to cover equity derivatives within the firms’ portfolio risk analytics team.

The hire will work within a multi-strategy team, in a stand-alone remit specific to the firm’s European equity derivatives business. The remit will focus on equity derivatives performance, analytics & risk, in what is a highly quantitative, autonomous, and visible role. From day one, the hire will be expected to provide extremely detailed commentary, analysis, and present to the most senior stakeholders in the business (working closely with industry-leading portfolio managers & traders). In tandem, the hire will work closely with exceptional quant & tech teams to build tools, dashboards & broader infrastructure/platform to produce more advanced quantitative analysis.

For this, we are looking to speak to technical candidates with exceptional knowledge of equity derivatives (many of the team are ex-structurers, strategists, risk professionals & traders). It is important to be comfortable using coding languages as part of your role (both to create basic models and develop frameworks with tech teams). Due to the visibility of this role, it is vital to have excellent communication skills.

The role is budgeted to pay a £150-200k TC year-one, with significant upside potential in the following years. The team is 4 days in their modern central London offices.