Market risk quant Work, Jobs in Purley, Gtl (with Salaries)

Market Risk Quant
Capital Fund Management —London
- Doctoral degree
- Master's degree
- SQL
GRADUATE MACHINE LEARNING RESEARCHER - CHICAGO
IMC Financial Markets —London
- £300,000 a year
- Full-time
- Doctoral degree
- Computer Science
- Machine learning
- Annual leave
Market Risk Quant – Fixed Income Credit Trading & Bond Analytics (Vice President)
Jefferies & Company, Inc. —London
- Full-time
- Hybrid work
- Azure
- AWS
- Mentoring
Risk Quant â€“ Quantitative Strategies & Data Group
Bank of America —London
- Full-time
- Doctoral degree
- Master's degree
- SQL
Quant Developer
Fidelity Investments —London
- Doctoral degree
- Master's degree
- SQL
Rapid Application Developer – IT Quant
Margo Conseil —London
- Java
- SQL
- AWS
FID - FXEM Quant Strat
Morgan Stanley —London
- Doctoral degree
- Master's degree
- C++
Assistant Manager, Model Validation Quant
Lloyds Banking Group —London
- £65,304 - £72,560 a year
- Full-time
- Hybrid work
- Master's degree
- C++
- Front desk
Portfolio Risk Quantitative Modeler, Associate - Aladdin Financial Engineering
BlackRock Investments —London
- Hybrid work
- Doctoral degree
- English
- Master's degree
- Work from home
Manager, Quant Researcher/Developer
London Stock Exchange Group —London
- Full-time
- SQL
- Python
Options Quant Researcher
BHFT —London
- Full-time
- Remote
- Python
- Flexible schedule
Quick apply
eFX Alpha Quant Trader, Vice President
State Street —London
- Full-time
- Doctoral degree
- Engineering
- Java
Quant Analyst
WallStreetDocs —London
- Full-time
- Computer Science
- English
- Java
Quant Trader
Kappa Lab Ltd —London
- Full-time
- Hybrid work
- Data analysis skills
- Analysis skills
- Python
Quick apply
FX Risk — Lead Java Developer | Vice President
Citi —London
- Full-time
- Hybrid work
- Azure
- Oracle
- English
- Annual leave
- Employee assistance programme
Counterparty Credit Risk Quant - Vice President
Sumitomo Mitsui Banking Corporation —London
- Hybrid work
- Microsoft Powerpoint
- Microsoft Excel
- Data analysis skills
- Annual leave
E-Trading Quant
Bank of America —London
- Full-time
- Data analysis skills
- Java
- Python
Index Research & Development Analyst (ESG/Sustainability)
Institutional Shareholder Services —London
- Full-time
- SQL
- Analysis skills
- Construction experience
Exotic Options Quant
Optiver —London
- Doctoral degree
- Engineering
- C++
- Relocation assistance
- Gym membership
Principal - Quant Trading
Apollo —London
- Full-time
- Java
- C++
- Presentation skills

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Market Risk Quant

Capital Fund Management -
London

Apply Now

Job details

Qualifications

French
Doctoral degree
NumPy
Master's degree
SQL
Pandas
Machine learning
Python

Full job description

London, GB

ABOUT CFM

Founded in 1991, we are a global quantitative and systematic asset management firm applying a scientific approach to finance to develop alternative investment strategies that create value for our clients.
We value innovation, dedication, collaboration, and the ability to make an impact. Together, we create a stimulating environment for talented and passionate experts in research, technology, and business to explore new ideas and challenge existing assumptions.

Your Role

CFM LLP is looking to reinforce its risk management function with a person that can accompany the strong growth of CFM's funds.

The position is based in London and involves visiting the Paris office on a frequent basis.

Key Responsibilities

The role’s key responsibilities include

Support the head of Risk to monitor and understand all material risks in the portfolios.
Ensure that these risks are reported accurately internally to the board, regulators and investors.
Manage risk limits. Investigate, report and audit breaches.
Monitor underlying market conditions (volatility, liquidity).

Support management and PMs with risk dashboards and real-time metrics.

Coordinate with Risk Technology Specialists to integrate models into production platforms.

Explore advanced quantitative risk techniques (e.g. factors, pca, machine learning) for modelling metrics such as VaR, scenarios.

Prepare risk reports for portfolio managers and external stakeholders.

Your Skills

Masters or PhD (or similar) in a quantitative subject such as Mathematics, Physics, Statistics, Economics, or Finance.
Advanced Python (pandas, NumPy, scikit-learn) for modeling and automation. Knowledge of SQL.
Knowledge of financial products covering equities, fixed income, FX, commodities, credit, volatility. Strong knowledge of at least one or two asset classes would be preferred.
Ability to investigate problems into complex systems and data.
Ability to work autonomously and pro-actively.
Ability to work collaboratively in teams on complex programs.
Ability to communicate clearly to key stakeholders.
Ability to work independently in a confident and professional manner.

Preferable but not essential:

Familiarity with equity factor models (e.g., Fama-French, BARRA) and option pricing (volatility surface, smile etc.)
Knowledge of systematic trading strategies would be preferable.

EQUAL OPPORTUNITIES STATEMENT

We are continuously striving to be an equal opportunity employer and we prohibit any discrimination based on sex, disability, origin, sexual orientation, gender identity, age, race, or religion. We believe that our diversity, breadth of experience, and multiple points of view are among the leading factors in our success.
CFM is a signatory of the Women Empowerment Principles.

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