Durlston Partners

Quantitative Risk Strategist

Systematic Trading & Research
£100,000 ~

An exciting opportunity has opened up for a Quantitative Risk Specialist to join a dynamic risk management team in an UK-based proprietary trading shop. The successful candidate will be passionate about comprehensively quantifying risk and deciphering market fluctuations. They will also be tasked with transitioning ideas from conception to implementation in the company’s existing risk reporting systems (in Python). The role involves applying these risk models and analytics to a variety of investment strategies on a global scale. The candidate will work with large, complex data sets in a supportive, transparent, and friendly team setting.

Key Responsibilities:

  • Analyze and improve existing risk models, scenario testing methodologies, and associated analytics across diverse asset classes.
  • Collaborate effectively with the research and investment team to quantify market risks and propose risk reduction strategies.
  • Automate custom reports and visualizations.
  • Oversee daily risk control processes and execute quantitative data examinations.

Essential Qualifications:

  • A degree in a related quantitative discipline like Mathematics, Engineering, or Physics.
  • Understanding of financial instruments and their corresponding risk metrics.
  • Proficiency in Python and related scientific and visualization libraries.

Preferred Qualifications:

  • Experience in the finance industry or with financial data is beneficial.
  • Familiarity with C++ and Linux is a plus!