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
