Job Description

Multi-Strategy Hedge Fund. 6 months, possible extension.

A multi-strategy hedge fund is seeking a Quant Risk Engineer to integrate third-party factor risk models and build real-time exposure aggregation and scenario analytics across their pod structure. This is a senior technical role bridging the central risk team and individual strategy pods.

Candidates must have quant risk technology experience gained at a hedge fund, prime brokerage, or sell-side risk group — working directly on systems that support live portfolio risk management. Risk analytics experience from outside financial services, or purely in a reporting or compliance capacity without direct trading system integration, will not be suitable for this role.

What they need:

→ 5+ years quant risk technology at a hedge fund, prime brokerage, or sell-side risk group, building systems that support live portfolio and strategy risk management

→ Hands-on experience integrating Barra, Axioma, or Bloomberg PORT risk models into a production risk platform

→ Strong Python - risk analytics, data pipelines, numerical computation

→ Experience building VaR and stress testing systems for live trading portfolios

→ Understanding of equity long/short and systematic strategy risk profiles

→ KDB+/q or SQL for time-series position data desirable

Duration: 6 months