Job Title: Investment Risk - Equities Analyst Location: [Location] Company: [Hedge Fund Name]AUM: $2bn About Us: Our Client is a leading hedge fund with over $2bn in assets under management, renowned for our dynamic, high-performance investment strategies. They are experiencing significant growth and are expanding our Risk team to continue driving our success. As part of this expansion, we are seeking a talented Investment Risk - Equities Analyst to work directly with the Chief Risk Officer (CRO) and contribute to a growing team currently consisting of four professionals. Role Overview: As an Investment Risk - Equities Analyst, you will play a pivotal role in supporting our portfolio management team by providing critical insights and analysis on equity investments. This role requires strong quantitative skills, expertise in risk modelling, and a collaborative mindset to work closely with the portfolio managers (PMs) in managing and optimizing equity portfolios. Key Responsibilities: Risk Analysis&Reporting: Conduct thorough ex-ante risk analysis, providing insights into potential portfolio risks before trades are executed. Portfolio Construction: Collaborate with portfolio managers to construct equity portfolios with an eye on optimal risk/return balance. Pre-Trade Risk Assessment: Perform pre-trade analysis to ensure alignment with risk appetite, ensuring strategies and trades comply with overall risk limits. Risk Modelling&Analytics: Utilize advanced risk models, including factor models, to evaluate the risk profile of various equity strategies. Team Collaboration: Work closely with the CRO and a small, growing team of risk professionals to enhance the overall risk framework. Ongoing Monitoring: Contribute to real-time risk management processes, monitoring portfolio risk exposures and suggesting adjustments as needed. Data Analysis&Reporting: Leverage large data sets to track and report on key risk metrics, and present findings to senior management. Key Requirements: Strong background in Equity Risk , Portfolio Management , or related fields. Minimum of 2-4 years of experience in an equity risk or quantitative analysis role, preferably within a hedge fund or asset management firm. Advanced proficiency in risk analytics , quantitative modelling , and portfolio construction . Hands-on experience with programming languages (Python, R, etc.) and familiarity with financial risk management tools . Strong understanding of equity markets , risk factors, and asset correlations. Ability to communicate complex risk concepts to non-technical stakeholders, including portfolio managers. Self-starter with the ability to work independently and collaboratively in a fast-paced environment. A degree in a quantitative field (e.g., Finance, Mathematics, Engineering) is preferred. What We Offer: Competitive compensation and performance-based bonuses. Opportunity to work directly with the Chief Risk Officer and senior portfolio managers. Exposure to cutting-edge investment strategies and risk management frameworks. A dynamic, fast-paced work environment with significant growth potential. How to Apply: Please submit your CV to [jlbarclaysimpson.com. Join a growing team at the forefront of investment risk management and make a meaningful impact on our hedge fund’s success We look forward to hearing from you.