Head of Risk - Alphagrep Global Capital

Key Responsibilities

• Lead the firm’s risk management function, ensuring rigorous oversight of market, credit, liquidity, and operational risks across diverse strategies.
• Develop and maintain risk frameworks, methodologies, and infrastructure to support mid-frequency strategies.
• Design and implement robust risk reporting in collaboration with the groups central risk and engineering teams, incorporating VaR-based models, Barra models, option Greeks, volatility surfaces, and scenario analysis.
• Contribute to enhancing and automating risk management processes.
• Conduct stress testing and scenario analysis to evaluate tail risks and extreme market events.
• Collaborate closely with portfolio managers to provide real-time risk insights and proactive risk mitigation strategies.
• Ensure compliance with UK regulatory risk reporting requirements and industry best practices.
• Contribute risk reporting, recommendations and insights to the Investment
• Committee, senior management and other stakeholders.

Key Requirements

• Minimum of 10 years of experience in risk management within a quantitative hedge fund or proprietary trading firm.
• Deep understanding of risk methodologies across equity market-neutral, quantitative futures/macro, and options-based strategies, including expertise in VaR-based
• models, Barra models, stress testing, and option risk metrics (e.g., Greeks, volatility surfaces).
• Strong programming, database and automation skills, particularly in Python and data science tools for risk analytics.
• Professional certification in risk management (e.g., FRM, PRM) preferred.
• Strong knowledge of UK regulatory risk reporting requirements and best practices.
• Excellent communication skills with the ability to convey complex risk concepts to both technical and non-technical stakeholders.

Compensation

• Competitive, commensurate with experience.