WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies – the foundation of a balanced, global investment platform.
WorldQuant is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Excellent ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess an attitude of continuous improvement.
Our goal is to hire the best and the brightest. We value intellectual horsepower first and foremost, and people who demonstrate an outstanding talent. There is no roadmap to future success, so we need people who can help us build it.
The Role
We are seeking an experienced Senior Risk Manager to lead our EMEA Risk Team. Reporting directly to the Chief Risk Officer (CRO), this individual will play a critical role in shaping the firm’s risk management framework, driving innovation in risk analytics, and ensuring effective oversight of portfolio and firm-wide risk exposures.
As a senior leader within the team, the ideal candidate will bring a track record of thought leadership and a commitment to advancing best practices in risk management. This role requires a quantitative professional with expertise in statistical modeling, risk factor models, crowding risk management, capital allocation processes, and liquidity, market, and operational risk management.
The Senior Risk Manager will collaborate with portfolio managers, quants, data strategists, and technology groups, ensuring alignment across teams and driving a cohesive risk management strategy. The individual must be comfortable engaging with stakeholders at all levels, from new hires to senior leadership, and bring experience and insights valuable to European markets. Key responsibilities include monitoring portfolio exposures, optimizing capital allocation across strategies, and ensuring alignment with the firm’s risk appetite. The individual will also play a key role in mentoring junior team members and driving innovation in risk tools and processes.
What You’ll Bring
Risk Oversight
- Monitoring and administering risk guidelines and limits via a governance structure.
- Expertise in solving for crowding risk and managing its impact on portfolio construction and performance.
- Experience with risk factor models and their pitfalls.
- Contribute to regular portfolio reviews of our European book
- Strong understanding of liquidity risk management, including stress testing and scenario analysis to ensure portfolio resilience.
- Ability to design and implement frameworks for monitoring and mitigating market risk and operational risk.
- Ability to design approaches to hedge undesirable risk.
- Presentation of the most important risk metrics via Tableau dashboards, or other automated tooling.
Leadership and Collaboration
- Proven ability to act as a leader in the risk management space, driving innovation and advancing best practices.
- Experience optimizing capital allocation across strategies, ensuring efficient use of resources while adhering to risk guidelines.
- Exceptional interpersonal skills, with the ability to engage effectively with portfolio managers, quants, data strategists, and technology groups.
- Comfort working with individuals across all levels, from new hires to senior leadership, fostering collaboration and alignment across teams.
- Strong leadership and communication skills, with the ability to influence and collaborate across diverse teams.
- High attention to detail and a commitment to delivering high-quality work under tight deadlines.
Education and Experience
- Bachelor’s degree in a quantitative discipline such as Mathematics, Statistics, Financial Engineering, Computer Science, or a related field.
- Minimum 10 years of experience in risk management, quantitative analysis, or a related role within the financial services industry or a data analysis field.
- Expertise in equities, and systematic futures strategies, with a strong understanding of portfolio construction, risk factor models, crowding risk management, and capital allocation frameworks. Optional knowledge of options.
- Proven experience managing liquidity risk, market risk, and operational risk across diverse strategies.
- Deep experience and insights specific to European stock markets, including knowledge of regional dynamics, regulations, and trading practices.
- Proficiency in Python for data analysis, modeling, and automation.
- Strong familiarity with Linux environments, including scripting and system optimization.
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WorldQuant is an equal opportunity employer and does not discriminate in hiring on the basis of race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic as established by applicable law.
Top Skills
What We Do
WorldQuant is a global quantitative asset management firm with over $7 billion in assets under management. Founded in 2007 by Igor Tulchinsky with the belief that talent is global, but opportunity is not, WorldQuant has more than 1,000 employees spread among 26 global offices. WorldQuant seeks to get to the future faster, guided by the principle that there are an infinite number of insights to discover. The firm develops and deploys investment strategies across a variety of asset classes in global markets. For more information on WorldQuant’s philosophy and culture, please visit www.worldquant.com.
