Quant Risk Manager – Fundamental Equity Market Neutral Fund - London

We are exclusively partnered with a highly successful Fundamental Equity Market Neutral Fund to identify an experienced Risk Manager/Quant researcher to join their team. This is a unique opportunity to work directly with a world-class PM and senior leadership team in a collaborative and innovative environment.

Key Responsibilities:

• Manage long/short equity risk using BARRA/Axioma models.

• Conduct risk analysis across EU, US, and Asia portfolios, utilizing both traditional and custom risk factors, with a focus on global macro events.

• Perform P&L attribution, event analysis, and provide actionable insights.

• Utilize optimizers and work closely with the investment team, quantitative researchers, and data engineers to drive portfolio performance.

• Leverage Python and other programming skills to develop and enhance risk tools and analytics.

The ideal candidate will have:

• Extensive experience in equity market risk management, ideally within a fundamental equity long/short strategy.

• A background in working with sophisticated risk models (e.g., BARRA/Axioma) and optimizers.

• Strong programming skills in Python and a proven ability to collaborate across investment, quant, and engineering teams.

• A deep understanding of global macro events and their impact on portfolios.

• Previous experience at a leading hedge fund is highly desirable.

This is a great opportunity to:

• Work with a PM renowned for their exceptional performance, including a Sharpe ratio >2 and a history of top-tier results at leading hedge funds.

• Collaborate with a highly talented team across investment, quantitative research, and data engineering functions.

• Join a fund that combines deep fundamental analysis with a cutting-edge approach to data processing and AI/ML to generate uncorrelated alpha.

This role is based in London and reports directly to the PM (also CIO) and COO.

To apply please reach out to quantresearch@octaviusfinance.com