We have a current opportunity for a Quantitative Market Risk Analyst on a permanent basis. For further information about this position please apply.
This role will play a key part of the firms investment process, performing research to identify opportunities for improve risk management and portfolio construction. Work closely with the Risk Management team to ensure quantitative monitoring of equity market risks for the discretionary and systematic teams.
You will research and develop risk analysis tools, based on various mathematical notions, such as statistical and econometric modelling of equity portfolios, multi-factor modelling, and indicator predictions using machine learning algorithms.
- Master's degree (BAC + 5) or higher in Mathematics, Physics, Statistics, or Computer Science
- High level of proficiency in quantitative programming (Python, MATLAB, R, SQL, Dask, Spark…)