EMEA Head of Risk

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 Managerto lead our EMEA Risk Team. Reporting directly to the Chief Risk Officer (CRO) this individual will play a critical role in shaping the firms 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 firms risk appetite. The individual will also play a key role in mentoring junior team members and driving innovation in risk tools and processes.

What Youll Bring

Risk Oversight

• Monitoring and administering risk guidelines and limits via a governance structure.
• Expertise in solving forcrowding riskand 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 ofliquidity risk management including stress testing and scenario analysis to ensure portfolio resilience.
• Ability to design and implement frameworks for monitoring and mitigatingmarket riskandoperational 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 aleader in the risk management space driving innovation and advancing best practices.
• Experience optimizingcapital allocationacross strategies ensuring efficient use of resources while adhering to risk guidelines.
• Exceptional interpersonal skills with the ability to engage effectively withportfolio managers quants data strategists and technology groups.
• Comfort working with individuals across all levels fromnew 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

• Bachelors degree in a quantitative discipline such asMathematics Statistics Financial Engineering Computer Science or a related field.
• Minimum10 years of experiencein risk management quantitative analysis or a related role within the financial services industry or a data analysis field.
• Expertise inequities andsystematic futures strategies with a strong understanding of portfolio construction risk factor modelscrowding risk management andcapital allocation frameworks. Optional knowledge of options.
• Proven experience managingliquidity riskmarket risk andoperational riskacross diverse strategies.
• Deepexperience and insights specific to European stock markets including knowledge of regional dynamics regulations and trading practices.
• Proficiency inPython for data analysis modeling and automation.
• Strong familiarity withLinux environments including scripting and system optimization.

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