Senior Quant Risk Manager

Senior Quant Risk Manager – Multi-Asset Coverage (Hedge Fund)

Location: London & New York

WFH: 4 days in the office per week

I'm partnered with a leading hedge fund looking to hire a Senior Quant Risk Manager into its Multi-Asset business. This is a front-office, high-impact role sitting directly alongside portfolio managers across equity, credit and derivatives strategies.

You’ll be central to how risk is identified, measured and acted on across event-driven and relative value portfolios in fast-moving markets.

Responsibilities:

1. Monitor and analyse live risk across equity, credit and equity derivatives portfolios
2. Partner closely with PMs on event-driven and arbitrage strategies (mergers, restructurings, index events, capital structure trades)
3. Build and enhance risk metrics, tools and reporting across multiple strategies
4. Contribute to daily risk discussions and global risk forums
5. Deliver deep-dive and ad hoc analysis across portfolios and asset classes

Responsibilities:

1. 7+ years’ experience in risk, quant, trading or similar front-office role
2. Strong credit background (incl. convertible arb exposure ideal)
3. Experience in equity event-driven strategies (e.g. merger arb, index rebalances, spin-offs)
4. Strong quantitative background (maths, physics, economics, finance etc.)
5. Programming ability in Python and/or C++/Java/C#
6. Strong communicator comfortable engaging with PMs daily
7. High ownership, detail-driven, and commercially minded
8. Former traders/PMs open to transitioning into risk welcome

Please contact [email protected] for more information.

If this role isn’t quite right for you but you know someone who might be a good fit, we offer a market-leading referral scheme for successful introductions. T&Cs apply.