Quantitative Risk
London, United Kingdom
We seek a quant risk professional to join our investment risk function. You will be part of a small team, operating within our quant group, that works with senior management, portfolio managers and other internal teams on the risk management and development of Winton's systematic strategies.
You will conduct quantitative research into market risk across our multi-asset class portfolios and your work will have a direct impact on our trading. There will be a tight feedback loop between your efforts and our ability to evolve our investment strategies and products.
Responsibilities:
- Conduct quant analysis on systematic strategies and portfolios across a range of asset classes to inform our risk approach.
- Work with senior managers and PMs/quant strats to provide insight regarding drivers of risk and affect change in our positioning.
- Build tools to monitor performance, factors, exposures and correlations.
- Develop novel risk algorithms to assess positioning in both normal market conditions and stressed scenarios.
What We're Looking For:
- Experience supporting systematic strategies, ideally in a risk capacity.
- Knowledge of any of the following: options, equity, futures, commodities, FX, credit markets, and risk management techniques.
- Strong numerical, research and data analytics skills.
- Proficient coding in Python or the ability to quickly adapt a similar skillset.
Equal Opportunity Workplace
Our recruitment process
Our assessment and selection processes are aimed at you showcasing your abilities rather than passing arbitrary tests. They are designed according to the requirements of our teams to identify the skills and attributes we seek. A member of our recruitment team will work with you throughout the process, guiding you at each stage.
Application
Your application will be viewed by a member of our Human Capital team.
Video and onsite Interviews
We will invite you to our offices for interviews with individuals from inside and outside the team you will join.
Phone Interview
Your background and suitability for the role will be assessed by a member of our Human Capital team.
Offer
A member of our recruitment team will talk you through the offer details including compensation, benefits, role responsibilities and future career paths.
Assessment
You may be asked to complete a technical assessment and/or case study.