Head of Risk Analytics

Head of Risk Analytics – Leading Hedge Fund | New York | Hybrid

Comp: Base Salary Discretionary Bonus (Advertised is salary only)

We are working with a leading hedge fund to identify a Head of Risk Analytics for a senior, high-impact seat within their quantitative technology function. This role is built for someone who leads with systems thinking and engineering depth — a candidate who has designed and owned the infrastructure that powers risk analytics at scale, not just consumed its outputs.

The Role

You will own the technical architecture, development, and continuous evolution of the firm's risk analytics platform — spanning factor model infrastructure, computation frameworks, data pipelines, and portfolio analytics systems. The quant expertise exists within the firm. What this role demands is someone who can engineer, scale, and lead the systems that make that expertise operational and production-grade.

What You'll Be Doing

• Architecting and owning the firm's end-to-end risk analytics infrastructure — from data ingestion through factor computation to attribution and reporting
• Leading the technical implementation of multi-factor risk models — translating quantitative research into scalable, production-grade systems
• Designing high-performance computation frameworks for real-time and batch risk processing across complex, multi-asset portfolios
• Building and maintaining robust data pipelines — pricing, reference, factor, and position data — that underpin the risk platform
• Driving system design decisions around distributed computing, database architecture, and performance optimisation for risk workloads
• Evaluating and integrating third-party risk platforms — Barra, Axioma, Northfield — alongside proprietary systems
• Partnering with quant researchers to productionise stress testing, scenario analysis, and portfolio construction frameworks
• Building and technically leading a small, high-calibre engineering and analytics team
• Owning platform reliability, scalability, and performance as the firm's strategy set evolves

What We Are Looking For

• 15 years spanning quantitative finance technology and risk systems in a hedge fund or asset management environment
• Demonstrated experience architecting and building risk analytics or quantitative research infrastructure at scale
• Sufficient factor model knowledge to translate quant research into robust production systems — statistical, fundamental, and macro frameworks
• Advanced data engineering — pipeline design, data quality, and large-scale processing
• Distributed computing experience — Spark, Dask, Ray, or equivalent — applied to risk computation workloads
• Strong system design fundamentals — distributed architecture, database design, low-latency computation, and performance optimisation
• Experience working alongside or integrating commercial risk platforms
• Strong academic background — Computer Science, Engineering, Mathematics, or Physics preferred

Beneficial

• Experience building factor model computation engines from scratch rather than within commercial platforms
• Machine learning infrastructure applied to risk or research workflows
• Cloud-native platform experience at scale — AWS or GCP
• GPU-accelerated computation for large-scale portfolio analytics
• kdb /q or high-performance time-series database experience
• Real-time risk computation in an electronic trading environment