A leading systematic hedge fund is seeking a Quant Risk & Model Validation Specialist to independently assess the models and risk frameworks behind its systematic strategies. This is a technically demanding buy-side risk role for someone who can challenge research with the same rigour it was built with.
The Role:
You will provide independent validation of alpha, risk and portfolio-construction models, and help evolve the firm's systematic risk framework across strategies.
Key Responsibilities:
- Independently validate alpha, risk and portfolio-construction models
- Assess model assumptions, robustness, overfitting risk and out-of-sample behaviour
- Develop and monitor risk metrics: exposures, drawdown, VaR/stress and factor risk
- Partner with researchers and PMs to strengthen model governance
- Build tooling for ongoing model monitoring and risk reporting
Required Experience & Qualifications:
- PhD or Master's in a quantitative discipline (Maths, Statistics, Physics, Financial Engineering)
- 3–7 years in quant risk, model validation or quant research at a hedge fund, bank or asset manager
- Strong grasp of systematic strategies, factor risk and portfolio construction
- Expert Python; strong statistical and time-series background
- Rigorous, sceptical, evidence-based mindset
What We Offer:
- Highly competitive compensation
- Genuine influence over model governance and risk culture
- Access to the full systematic research and risk stack