ROLE OVERVIEW
We are looking for a senior Risk Manager to support our growing global Systematic Trading business:
- Conduct daily and intraday analysis on the Systematic portfolios. Review process, architecture, simulation and backtest methodologies for Systematic portfolios. Refine the process of manager selection and performance assessment, with a keen focus on macro/thematic drivers and crowding analysis
- Develop methodologies and metrics for risk managing Systematic portfolios with a focus on shorter term strategies; build tools to monitor these and share with PMs. Contribute to BAM’s risk analytics, processes and reporting both within the Systematic business and elsewhere.
- Build relationships with systematic PMs both in US and globally.
- Build relationships with systematic business management including the Global Head of Systematic
- Provide input and participate in weekly Global Risk committee discussions; make recommendations to Investment Committee where appropriate. Advise on whether BAM is being sufficiently rewarded for the risks it takes.
- Report to Co-heads of Systematic and Event Risk
Requirements:
- Strong academic background with an advanced degree (Masters or Doctorate) in a quantitative discipline such as Math, Physics, Computer Science, Financial Engineering
- 10 or more years relevant experience in the quantitative finance field, with roles such as risk manager / portfolio manager / quant trader in a major bank, hedge fund, or quantitative trading firm
- Strong programming skills in Python or C++/C#
- Well-versed in equity statistical arbitrage
- Familiar with equity factor models
- Strong communication skills. The role involves constant dialogue with all parts of the organisation
- Rigorous research and analytical skills. Creative, motivated, hard-working, and strong all-around interest in financial markets. Practical approach to problem solving.
- Attention to detail – takes ownership of projects, strong focus on data quality, correctness, and intuitiveness of output.
Nice to have:
- Knowledge of execution algorithms
- Knowledge of market microstructure
- Knowledge of transaction cost modelling
- Knowledge of systematic macro strategies
- Experience applying LLMs or Machine Learning to systematic trading
- Operational Risk