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

Octavius Finance jobs

Quant Risk Manager - Fundamental Equity Market Neutral Fund