Description
The firm Mondrian Alpha are partnering with a multi-billion $, multi-strategy hedge fund which operates in the major equity, macro and commodities markets. The fund is seeking a Quantitative Risk Manager to join its growing team, expanding particularly in the Macro space. The team This team plays a vital role in the firm’s investment process, building a deeply rooted culture of efficient risk management and factful performance attribution. Risk Managers and Quant Risk Researchers perform research to identify opportunities for improved risk management, investment behavior, and portfolio construction, with the goal of helping the firm deliver superior risk-adjusted performance. The paramount mission of the team is to protect the fund from improper levels of exposure and ensure that risk-taking is always efficient and deliberate. The role As a pivotal member of the team, you will be responsible for: · Leading risk , portfolio construction and optimisation projects aimed at innovating the firm's risk management approach, with a focus on supporting Portfolio Managers trading across North American and European Power & Gas markets. · Building and testing new tools to help improve the performance of the fund's commodity strategies. · Working alongside Senior Risk Managers to engage with Portfolio Managers and Analysts on topics such as risk limit usage, tail exposure, and forward-looking risk events. · Analyzing and understanding the drivers of strategy performance, developing risk profiles and facilitating efficient risk management. The ideal candidate for this position will have 5 years of experience in a quantitative research, trading or risk management capacity related to energy products with experience in US and European power & gas products. Benefits: · Competitive total compensation package. · Fully-paid health care benefits. · Generous parental and family leave policies. · Volunteer opportunities. · Support for employee-led affinity groups representing women, people of color and the LGBT community. · Mental and physical wellness programs. · Tuition assistance. · A 401(k) savings program with an employer match and more. · Flexible working environment – 3 days in the office, 2 days from home.