Portfolio Analytics Quant
A Tier 1 Multi-Bn AUM Hedge Fund is seeking a Risk / Portfolio Analytics Quant to join its front‑office analytics function in London, supporting discretionary macro PMs across global markets. The role focuses on building and enhancing risk analytics, portfolio‑level tools, and scenario frameworks that directly inform trading decisions.
📌 Responsibilities
- Develop and maintain cross‑asset risk analytics used by discretionary PMs, including DV01/CS01, Greeks, beta, factor exposures, and scenario‑based risk.
- Build real‑time risk dashboards and analytics pipelines that support daily trade reviews and intraday decision‑making.
- Produce PnL attribution across macro products (rates, FX, credit, commodities), decomposing performance into curve, carry, vol, spread, and selection effects.
- Construct scenario and stress‑testing frameworks aligned with discretionary trading views (macro shocks, liquidity stress, vol spikes, cross‑asset contagion).
- Enhance pricing and curve analytics, including yield‑curve calibration, vol‑surface modelling, and cross‑asset risk‑factor construction.
- Partner directly with PMs and traders to deliver trade‑level analytics, pre‑trade risk, marginal risk contribution, and exposure decomposition.
- Collaborate with data engineering and quant teams to automate risk workflows, improve data quality, and migrate analytics to modern Python‑based frameworks.
- Contribute to the continuous improvement of the risk‑analytics platform through challenger models, backtesting, and diagnostics.
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