(Quant) Developer - Orchestrade

A high-quality hedge fund is building out its quantitative risk and portfolio analytics capability and is looking to hire a Quant / Quant Developer with Orchestrade experience to work directly with the Head of Risk and the QR in the risk team.

This is a hands-on, build-the-platform role focused on real decision support - not a reporting, model validation, or back-office risk seat.

What you’ll be doing

• Build PM-facing portfolio risk & analytics tools

Design and run:

• Stress tests & scenario analysis
• VaR & Credit VaR
• Tail risk & drawdown analysis

Develop tools to:

• Understand portfolio risk
• Support hedging decisions
• Explain P&L and risk drivers
• Work directly with PMs on:
• Portfolio construction
• Risk allocation
• Forward-looking scenario analysis
• Backtest strategies and trade ideas
• Help build a scalable, institutional-grade risk & analytics platform

Tech & skills

• Strong Python (core development language)
• Orchestrade
• Good OOP / engineering discipline
• Experience building:
• Analytics libraries
• Research frameworks
• Portfolio or risk tooling
• Excel / VBA useful but not core
• C# a plus

Background

• 2–5 years experience as:
• Desk Quant
• Risk Quant
• Quant Developer
• Portfolio Analytics Quant
• Strong academic background in:
• Maths, Physics, Engineering, or Computer Science
• Comfortable working directly with PMs and front-office teams

Why this is interesting

• Middle-to-Front-office, PM-facing role
• Real ownership of the analytics & risk stack
• High impact on how the portfolio is built and hedged
• Not a back-office or reporting function