Systematic Equities - Quant Risk Manager - Top Performing Hedge Fund

Our client is a large, multi-strategy hedge fund with global offices and a large, multi-Bn AUM. The fund trades across alternatives and long-only investments, and is particularly well known for the success of its systematic arm, which manages a third of the entire fund’s AUM.We are working with the Risk Management team of the firm, which is widely responsible for quantitative research and risk management, overseeing all funds and strategies and working closely with the Portfolio Management, Trading and Technology teams.The team is also responsible for independent research on new risk management techniques and improvements to existing analytics, including the internal multi-factor risk model and Python code base.We are looking for an experienced Quantitative Risk Manager to oversee all equity market neutral systematic, short-term strategies (1 minute+ holding period) of the fund. All risk management activities of the fund are quantitative-driven, nonetheless this specific role will have a significant component of quantitative research on factor investing.For this hire, our client is looking for a minimum of 5 years of experience in quantitative research or risk management, with at least 2 years focusing on systematic equities. The successful hire will have an advanced understanding of portfolio risk modelling and risk management techniques, as well as excellent Python programming skills. A strong academic background, with at least a Master's degree in highly quantitative subject, is required. The fund offers a competitive compensation package, as well as a good work-life balance and remote work up to 2 days a week.