Quantitative Risk Manager
Imagine discovering something undiscovered
G-Research is a leading quantitative research and technology company. By using the latest scientific techniques, we produce world-beating predictive research and build advanced technology to analyse the world’s data.
Our researchers are free to explore ideas, finding patterns in large, noisy and real-world data sets to predict the movements in global financial markets.
This is a senior position, which will report directly to the Head of Risk Management, as her deputy.
This isn’t a traditional risk management role. It is closer to quant research, requiring a degree of creativity in understanding where the real issues are and how we can capture them. It is also more active than traditional risk management, requiring responsive, customised analysis to inform portfolio management decisions. We are attempting to be forward-looking both in a quantitative way (e.g. quantifiable risks, but which couldn’t be incorporated in portfolio optimisation) and a qualitative way.
The successful candidate will be someone with both market experience and strong quantitative and coding skills. The role will involve frequent liaising with senior decision-makers and so we are looking for someone who communicates well. In particular, the role will suit someone who enjoys a collaborative environment.
Main responsibilities will include:
- Creatively investigate and model risk, beyond traditional risk management methods.
- Make recommendations to the CIO based on analytically rigorous research.
- Evaluate whether the firm is sufficiently rewarded for the risk it runs and review each day’s profit and loss.
- Analyse the proprietary risk system and make changes to it, both for maintenance and innovation.
- Remain up-to-date with current events and evaluate their potential impact on the firm’s positions.
Who are we looking for?
Candidates will have at least three years of financial experience. The ideal candidate will combine both a quantitative background and hands-on portfolio management experience. A Bachelor’s degree in a quantitative subject from a leading university is required, with a Ph.D. being highly advantageous. Good object-oriented coding skills are necessary, preferably Python. The ideal candidate will also possess the following:
- Analytical rigour: Rigorous attention to detail and facility with data analysis will be essential for success in the role.
- Intellectual curiosity: A questioning approach and a desire to discover the causes of events are equally important for success in the role.
- Communication ability: The Risk Manager should be able to communicate with clarity, brevity, and intellectual sophistication. He/she will need to explain recommendations to the CIO and Quants to a high level of detail, and be open to debate. Building strong relationships and mutual respect with Quant Researchers and Business Management will be crucial in achieving success in the role.
Why should you apply?
- Highly competitive compensation plus annual discretionary bonus
- Informal dress code and excellent work/life balance
- Comprehensive healthcare and life assurance
- 25 days holiday
- Contributory pension scheme
- Cycle-to-work scheme
- Subsidised gym membership
- Monthly company events
- Central London office close to 5 stations and 6 tube lines