A high-quality hedge fund is building out its quantitative risk and portfolio analytics capability and is looking to hire a Quant / Quant Developer to work directly with the CRO and Portfolio Managers in the risk and investment team.
This is a hands-on, build-the-platform role focused on real decision support - not a reporting, model validation, or back-office risk seat.
What you’ll be doing
* Build PM-facing portfolio risk & analytics tools
Design and run:
* Stress tests & scenario analysis
* VaR & Credit VaR
* Tail risk & drawdown analysis
Develop tools to:
* Understand portfolio risk
* Support hedging decisions
* Explain P&L and risk drivers
* Work directly with PMs on:
* Portfolio construction
* Risk allocation
* Forward-looking scenario analysis
* Backtest strategies and trade ideas
* Help build a scalable, institutional-grade risk & analytics platform
Tech & skills
* Strong Python (core development language)
* Good OOP / engineering discipline
* Experience building:
* Analytics libraries
* Research frameworks
* Portfolio or risk tooling
* Excel / VBA useful but not core
* C# a plus
Background
* 2–5 years experience as:
* Desk Quant
* Risk Quant
* Quant Developer
* Portfolio Analytics Quant
* Strong academic background in:
* Maths, Physics, Engineering, or Computer Science
* Comfortable working directly with PMs and front-office teams
Asset class exposure (nice to have)
* Credit
* EM
* Rates
* Multi-asset portfolios
Why this is interesting
* Middle-to-Front-office, PM-facing role
* Real ownership of the analytics & risk stack
* High impact on how the portfolio is built and hedged
* Not a back-office or reporting function