Hedge Fund & Asset Management Jobs

Click on a requirement listed below to view details in full:

Portfolio Risk Reporting Manager (VP), Large Hedge Fund, NYC

New York
PRRM-0403
Up to $300k USD total + benefits

This truly outstanding multi-strategy Hedge Fund manages nearly $50 billion across a range of Credit and Real Estate strategies for its institutional & private clients. Reporting to Head of Portfolio Risk and Analytics, they seek to recruit a quantitative risk manager to lead their portfolio reporting function and manage a small team responsible for production of the internal portfolio reporting

Snr Quant Analyst, Credit Derivatives, Large Hedge Fund, (VP/Dir) LDN & NYC

London
QACR-2303
Total up to £300K + Benefits

This leading Asset Management Service firm has over 200 staff and offices in London, Hong Kong, and New York.  Their Quant team develop and enhance the core Quant analytics library (written in C++) and provide front office tools for traders/PMs. Their platform is considered an industry leader in trading analytics, risk analysis and operational robustness, delivering pricing, scenario, risk and

PhD Quant Analyst, Real Estate Investment Management, London

London
QIA-2804
£££ Excellent + Substantial Bonuses

This world-leading Real Estate PE Investment Manager is seeking a Quantitative Analyst to join their team of financial analyst tasked with maintaining and expanding its diverse real estate investment platform. You would play a critical role in every financial aspect of the European real estate investment activity, focusing on industrial real estate across the UK, Germany, Poland.  This is a

Quant Analyst, Market Risk Models (Java), VP, Large Hedge Fund, London

London
QDJA-2303
Total to £220k + Benefits

This leading Macro Hedge Fund has over 250 staff and offices in London, Hong Kong, and New York.  Reporting to the Head of Quantitative Risk Management, they now seek a Quantitative Analyst to work on core Market Risk models such as Sensitivities, Stress Scenarios and VaR.  You’ll work closely with the Risk Management team to define & implement solutions and also

Macro Systematic Strategies Quant, Large Hedge Fund, London

London
MASS-1702
Up to £220k Total

This leading Asset Management Service firm has over 250 staff and offices in London, Hong Kong, and New York.  The quant team develop the core quant analytics library, portfolio management system, and front office tools for traders/PMs.

This role will involve quantitative research into market behaviour to assist portfolio managers’ investment decisions.  You will take well established and Relative Value

Snr Quant Analyst, Exotic FX, Large Hedge Fund, (VP/Dir) LDN and Hong Kong

London
QAFX-1103
Total up to £300K + Benefits

This leading Asset Management Service firm has over 200 staff and offices in London, Hong Kong, and New York.  Their Quant team develop and enhance the core Quant analytics library (written in C++) and provide front office tools for traders/PMs. Their platform is considered an industry leader in trading analytics, risk analysis and operational robustness, delivering pricing, scenario, risk and

Snr Equity Vol Quant (VP), Large Hedge Fund, LDN and Hong Kong

London
QACE-0402
Total comp £250K + Benefits

This leading Asset Manager firm has over 200 staff and offices in London, Hong Kong, and New York.  Their Quant team develop the core Quant analytics library (in C++) and provide front office tools for traders/PMs. Their platform is considered an industry leader in trading analytics, risk analysis and operational robustness, delivering pricing, scenario, risk and P&L for their portfolios