Senior Risk Engineer – Quantitative Investment Firm - Systematic - WFH - London
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Senior Risk Engineer – Quantitative Investment Firm - Systematic - WFH - London
The last person in this seat was promoted. That's the firm in a sentence. My client is a systematic quantitative fund operating at the very top of global markets, competing with Jane Street and Hudson River Trading. It is the kind of organisation that measures itself against the best technology companies in the world, not the best banks. Engineering here is a first-class discipline. The infrastructure is exceptional. The people are exceptional. And the expectations match. This role exists because the firm promotes from within.
The Role
You'll be embedded directly within the business, not sitting in a centralised tech function, not three layers removed from the decisions that matter. You'll work closely with the Chief Risk Officer, with genuine ownership over the risk systems that feed a live systematic trading operation.
The scope is broad by design. Risk infrastructure, treasury systems, exposure frameworks, trade lifecycle. This is not a role with a narrow remit that gets reviewed annually. The team is senior and small enough that you will be in the room when architectural decisions are made, expected to have a view, defend it, and own the outcome.
The Technical Environment
Quant funds of this calibre are a different category of engineering challenge. Not harder in the way that scale-up engineering is hard, harder in the way that correctness under pressure is hard.
Risk systems here operate in real time against a live book. A poorly designed exposure framework doesn't produce a slow dashboard; it produces a wrong number at the worst possible moment. You design for failure before you design for features, treat performance as a constraint, not an optimisation, and understand the domain well enough to know when something that compiles is still wrong.
C# is the core language. What that means here: concurrent systems, high-throughput data pipelines, deterministic behaviour under load, and memory discipline. If your C# background is primarily transactional line-of-business work, this is a significant step up. If you've built systems where runtime behaviour matters as much as logic, trading infrastructure, risk platforms, and low-latency data systems, you'll find the environment familiar in the best possible way.
The firm wants engineers who are outstanding at their craft and curious about the domain. Risk specialism can be learned. The engineering instincts cannot.
Compensation & Benefits
Top-of-market base and bonus; structured to reflect that the firm competes for talent against the best technology organisations globally, not just within finance. Benefits are genuinely exceptional across leave, healthcare, family support, and flexibility. Details on request.