Description

Overview: A Geneva-based systematic hedge fund is seeking a highly capable senior quant and risk lead with deep exposure to systematic trading and risk management.

Key responsibilities:

• Oversee and enhance the firm's quantitative and risk management framework across all asset classes and trading strategies
• Partner with portfolio managers and quants to actively monitor exposures, stress tests, and capital deployment
• Design and maintain firm-wide infrastructure to capture and communicate key risk metrics across asset classes
• Develop and refine quantitative risk models using VaR, scenario analysis, Monte Carlo simulations, and ML-based approaches

Requirements:

• Bachelor's or Master's degree in Mathematics, Statistics, Physics, or a related STEM discipline
• 10+ years of hands-on expertise in building and refining risk architecture for systematic and quant-driven strategies
• Hands-on exposure to multi-asset trading - including equities, derivatives, and FX - within high-frequency or alpha-driven systematic environments