Quantitative Analyst (Risk Management) | Hedge Fund / FoF Exposure

About the role

Monitor portfolio risks and exposures, and conduct quantitative analysis of portfolios, hedge funds, and market instruments. Partner with investment teams on performance attribution and factor analysis, produce risk reporting, maintain risk platforms and databases, and improve processes through automation. Requires 5–10 years of experience in quantitative analysis, risk management, portfolio analytics, or a related field, preferably in hedge funds, fund of funds, asset management, or alternative investments. Candidates should have strong quantitative skills, broad financial markets knowledge, proficiency in Python, SQL, VBA, and advanced Excel, and strong English communication skills; Bloomberg, factor modelling, or risk systems experience is advantageous.