Quantitative Risk Analyst (Front Office) – Hedge Fund – £75-110k base 50-100% bonus

A prestigious, large AUM hedge fund, rapidly expanding in London, are looking to hire a quantitative risk analyst. The remit of the role is broad, with coverage across quantitative risk, market risk and portfolio construction responsibilities. It will report directly into the Head of Risk. The nature of the role will see the hire work very closely to London based traders / portfolio management team, fully immersed in the investment process. Core to the role is a remit to work with the Head of Risk to further buildout the risk management framework / new models & tools. Candidates should have roughly 2-5yrs experience in a buy-side role, that has a strong emphasis on quantitative risk responsibilities. Some form of advanced coding skills, more specifically Python, are preferred. Our client expects candidates to have a first class STEM academic record. Our client feels that a £75-110k base salary range allows room to offer the hire a ‘substantial’ increase on his/her current base salary. Part of the front office bonus pool, a top performer can be paid a 50-100% bonus in a good year for the fund.