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…