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Quantitative risk/model risk, contract, alternatives/hedge funds/private markets - efinancialcareers

London
Model
Posted: 17 February
Offer description

Our client is a liquid alternatives/hedge funds and private markets boutique based in London. They are looking for a risk contractor to join their team covering model quantitative risk. Responsibilities: Establish governance and validation frameworks for quantitative models used across the firm's investment strategies and fund vehicles Identify, measure, and monitor risks arising from model use, including model error, obsolescence, and potential misapplication Ensure all models are properly validated, documented, and that their limitations are clearly understood by end users Provide oversight to ensure models remain fit-for-purpose and compliant with regulatory expectations Develop and maintain sophisticated mathematical models that measure financial risks across the firm's portfolio, including value-at-risk (VaR), stress testing, factor exposure analysis, and portfolio risk metrics Build and enhance quantitative frameworks that support real-time risk measurement and scenario analysis across both liquid and illiquid fund strategies Develop and maintain pricing models across multiple asset classes relevant to the firm's offerings, including liquid hedge fund strategies, private credit, private equity, infrastructure, and other alternative assets Ensure accurate and consistent valuation methodologies across all fund vehicles, with particular attention to the differences between daily-priced UCITS funds and periodic NAV calculations for evergreen/semi-liquid private markets vehicles

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