Summary: A Global high-frequency prop trader in Amsterdam are currently looking for a Quantitative Risk Manager to work closely with the traders and technology team to manage risk facing the firms strategies. My client is looking for someone with hands-on experience with the funds, strategies and models across their state of the art platform.
The firm heavily values risk and is determined to develop and revolutionary risk platform to give them a competitive edge. The risk team is very front office facing, working closely with investment professionals and will have direct influence in the investment process and capital allocation.
Responsibilities:
- Responsible managing the day-to-day operations across the risk function incl. Validating margin methodologies, limits setting, Reports/investor reports and analysis of fund performance.
- Expected to liaise with Investor Relations, Compliance, Treasury, Finance and PMs, acting on any requests and issues faced across the funds.
- Extend and enhance the firms risk analysis framework to handle new strategies, new products and new asset classes
- Provide insight regarding drivers of risk movements to senior management and portfolio managers.
- Provide optimisation techniques with the intention of increasing risk-adjusted returns
Qualifications;
- Masters in Mathematics, Physics, Statistics, Engineering or an equivalent in other science disciplines.
- 5-12 years' experience working within a Risk position at a Hedge Fund, HFT or Trading position
- Strong Coding and analytical skills in Python, R, VBA or SQL for scripting, modelling and implementation purposes.
- Multi-asset background highly desirable - Equities is the preference
- Experience working alongside PMs, Quants, Finance and senior management
- Excellent communication skills, with the ability to interact effectively with researchers, technologists, PMs, and senior managers
