A high-quality hedge fund is building out its quantitative risk and portfolio analytics capability and is looking to hire a Quant / Quant Developer with Orchestrade experience to work directly with the Head of Risk and the QR in the risk team.
This is a hands-on, build-the-platform role focused on real decision support – not a reporting, model validation, or back-office risk seat.
What you’ll be doing
- Build PM-facing portfolio risk & analytics tools
Design and run:
- Stress tests & scenario analysis
- VaR & Credit VaR
- Tail risk & drawdown analysis
Develop tools to:
- Understand portfolio risk
- Support hedging decisions
- Explain P&L and risk drivers
- Work directly with PMs on:
- Portfolio construction
- Risk allocation
- Forward-looking scenario analysis
- Backtest strategies and trade ideas
- Help build a scalable, institutional-grade risk & analytics platform
Tech & skills
- Strong Python (core development language)
- Orchestrade
- Good OOP / engineering discipline
- Experience building:
- Analytics libraries
- Research frameworks
- Portfolio or risk tooling
- Excel / VBA useful but not core
- C# a plus
Background
- 2–5 years experience as:
- Desk Quant
- Risk Quant
- Quant Developer
- Portfolio Analytics Quant
- Strong academic background in:
- Maths, Physics, Engineering, or Computer Science
- Comfortable working directly with PMs and front-office teams
Why this is interesting
- Middle-to-Front-office, PM-facing role
- Real ownership of the analytics & risk stack
- High impact on how the portfolio is built and hedged
- Not a back-office or reporting function
A high-quality hedge fund is building out its quantitative risk and portfolio analytics capability and is looking to hire a Quant / Quant Developer with Orchestrade experience to work directly with the Head of Risk and the QR in the risk team.
This is a hands-on, build-the-platform role focused on real decision support – not a reporting, model validation, or back-office risk seat.
What you’ll be doing
- Build PM-facing portfolio risk & analytics tools
Design and run:
- Stress tests & scenario analysis
- VaR & Credit VaR
- Tail risk & drawdown analysis
Develop tools to:
- Understand portfolio risk
- Support hedging decisions
- Explain P&L and risk drivers
- Work directly with PMs on:
- Portfolio construction
- Risk allocation
- Forward-looking scenario analysis
- Backtest strategies and trade ideas
- Help build a scalable, institutional-grade risk & analytics platform
Tech & skills
- Strong Python (core development language)
- Orchestrade
- Good OOP / engineering discipline
- Experience building:
- Analytics libraries
- Research frameworks
- Portfolio or risk tooling
- Excel / VBA useful but not core
- C# a plus
Background
- 2–5 years experience as:
- Desk Quant
- Risk Quant
- Quant Developer
- Portfolio Analytics Quant
- Strong academic background in:
- Maths, Physics, Engineering, or Computer Science
- Comfortable working directly with PMs and front-office teams
Why this is interesting
- Middle-to-Front-office, PM-facing role
- Real ownership of the analytics & risk stack
- High impact on how the portfolio is built and hedged
- Not a back-office or reporting function
…