Portfolio Risk Analytics (Equity Derivatives Sme) – Front Office - Hedge Fund – £150-200K Tc

A major, multi-billion dollar AUM hedge fund, are looking to make a newly created hire into its London based ‘Portfolio Risk Analytics’ team.

The hire will join a multi-strategy team, albeit with ownership of a remit specific to the firm’s European equity derivatives business. The remit will focus on equity derivatives performance, analytics & risk, in what is a highly quantitative, autonomous and visible role – from day one the hire will be expected to provide extremely detailed commentary & analysis and present up to the most senior stakeholders in the business (working closely to industry leading portfolio managers & traders). In tandem, the hire will work closely to the quant & tech teams to build tools, dashboards & broader infrastructure / a platform to produce more advanced quantitative analysis.

Candidates should ideally have a first-class STEM degree and 3-6yrs relevant work experience. Advanced knowledge of equity derivatives products is a pre-requisite (interviews will be technical and so only experts in the product should apply) / understanding equity derivatives risk + P&L to the most advanced standard. The broader team are ex-structurers, strategists & traders, but we could also consider market risk professionals (a valuations/product controller could only be considered if they are highly technical and understand the products in critical detail).Advanced coding skills would be beneficial – either to produce analysis themselves or to better work with technology teams to develop the required platforms that would help the hire perform more critical analysis in this role.

The role is budgeted to pay a £150-200k TC year-one, with significant upside potential in the following years.