Mondrian Alpha is working with a market-leading hedge fund in New York with a 20-year-long track record of solid performance. This multi-strategy hedge fund is unique in its highly collaborative setup, driven by multiple teams contributing to trade idea generation.

The firm’s investing approach combines quantitative as well as discretionary techniques. While they have a strong focus on equity derivatives strategies, over the years their investments have been deployed across multiple asset classes.

The Chief Risk Officer of the fund, in charge of both risk management and quantitative analysis, is looking to expand his team with a new Risk Analyst hire. This is a fantastic opportunity to join an established hedge fund in the process of envisioning its next growth steps. The strong cross-team collaboration that characterises this firm, means that you'll work on a daily basis with a group of highly-successful Portfolio Managers.

With the fund looking to raise more capital over the next couple of years, there will be exceptional opportunities for progression within risk management or portfolio management.

Requirements:

• 3-5 years of experience in a role in risk management/market risk on the sell-side or buy-side.
• Strong Python programming skills to contribute to the buildout of the risk framework as well as the development of portfolio optimisation tools for the Portfolio Managers.
• Strong communication and interpersonal skills.
• Fixed income knowledge ideal.

Additional Details:

The budget for the role is up to $400K TC year 1. The firm offers large, incremental year-on-year comp increases and market leading benefits.