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Head of risk - alphagrep global capital

London
AlphaGrep Securities
Head of risk
Posted: 23 June
Offer description

We are a global quantitative multi-strategy asset management firm, with a global investment focus and team. We are seeking an experienced Head of Risk to lead the firms global fund risk management function, ensuring comprehensive risk oversight and reporting in full compliance with regulatory standards. The successful candidate will have had experience with the risk management and monitoring of strategies spanning equity market-neutral, quantitative futures/macro, and options-based strategies.

Key Responsibilities

* Develop and maintain risk frameworks, methodologies, and infrastructure to support mid-frequency strategies.
* Design and implement robust risk reporting in collaboration with the groups central risk and engineering teams, incorporating VaR-based models, Barra models, option Greeks, volatility surfaces, and scenario analysis.
* Collaborate closely with portfolio managers to provide real-time risk insights and proactive risk mitigation strategies.
* Ensure compliance with UK regulatory risk reporting requirements and industry best practices.
* Contribute risk reporting, recommendations and insights to the Investment
* Committee, senior management and other stakeholders.

Key Requirements

* Minimum of 10 years of experience in risk management within a quantitative hedge fund or proprietary trading firm.
* Excellent communication skills with the ability to convey complex risk concepts to both technical and non-technical stakeholders.

Compensation

* Competitive, commensurate with experience.

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