An established, technology-driven investment firm is hiring a Head of Risk to design, lead, and scale its global risk function as the business continues to expand.
We’re seeking an experienced risk professional with a broad understanding of global markets and a track record managing risk across multiple asset classes in a quantitative or multi-PM trading environment. The ideal candidate brings deep familiarity with systematic and market-making strategies, sound analytical judgment, and the ability to translate complex exposures into clear, actionable insight.
This is a high-impact, front-office role —closely integrated with trading and investment teams, working alongside senior leadership to shape and strengthen the firm’s risk architecture and decision-making processes.
Key Responsibilities
* Lead Enterprise Risk: Build and oversee a comprehensive, scalable risk framework covering market, liquidity, and portfolio exposures across all strategies and asset classes.
* Collaborate with Investment Teams: Partner with portfolio managers, quants, and traders to monitor positions, analyze exposures, and manage capital deployment in real time.
* Develop Risk Analytics: Create and enhance tools and reports to assess and visualize risk metrics, including stress tests, VaR, and concentration analysis.
* Innovate and Evolve: Advance the firm’s approach to quantitative risk modeling, incorporating simulation and machine learning techniques where relevant.
* Governance and Compliance: Ensure risk policies meet internal standards, investor expectations, and regulatory requirements across jurisdictions.
* Enable Growth: Support expansion into new markets and products by implementing adaptive systems that maintain transparency and control as the platform scales.
About You
* Academic Background: Degree (Bachelor’s or Master’s) in mathematics, statistics, physics, engineering, or another quantitative discipline.
* Professional Experience: 10+ years in risk management within a hedge fund, multi-manager, or trading firm, ideally with systematic or quant-driven strategies.
* Cross-Asset Expertise: Strong hands-on experience across equities, futures, options, FX, and credit.
* Quantitative Insight: Deep understanding of model-driven trading and the dynamics of systematic portfolio construction.
* Leadership: Proven ability to guide teams, influence senior stakeholders, and design scalable frameworks in a fast-paced environment.
If you’re a seasoned risk leader eager to shape the risk foundation of a growing hedge fund focused on quantitative and market-making strategies, this role offers a rare opportunity to make an immediate and lasting impact.