Senior Risk Engineer – Quantitative Investment Firm - Systematic - WFH - London
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Senior Risk Engineer – Quantitative Investment Firm - London - WFH - Up to £500k TC
The last person in this seat was promoted.
That's not a throwaway line. It's the clearest thing we can tell you about how this firm thinks about engineers.
My client is a systematic quantitative fund operating at the top of global markets, the kind of firm that benchmarks itself against Jane Street, Hudson River Trading, and the best technology companies in the world. Not banks. Engineering is a first-class discipline here, which is why engineers get promoted into senior technical and cross-functional leadership. This seat opened because someone moved up. It could happen to you, too.
What You'll Actually Be Doing
You'll sit directly inside the business, not in a centralised tech function, not three layers from the action. You'll work closely with the Chief Risk Officer and own the risk systems that feed a live systematic trading operation.
That means: risk infrastructure, treasury systems, exposure frameworks, trade lifecycle. It's a genuinely broad scope, in a team senior and small enough that you'll be in the room when architectural decisions are made, expected to have a view, defend it, and own what gets built.
This is the kind of role that gives you a story worth telling in three years.
The Engineering Challenge
Risk systems here run 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. You treat performance as a constraint, not an afterthought. You understand the domain well enough to know when something that compiles is still wrong.
C# is the core language: concurrent systems, high-throughput data pipelines, deterministic behaviour under load, and memory discipline. If you've built systems where runtime behaviour matters as much as logic, trading infrastructure, risk platforms, and real-time data systems, you'll find this environment familiar in the best possible way.
Risk domain knowledge is a plus, not a prerequisite. The firm can teach the domain. It can't teach the engineering instincts, and those are what they're hiring for.
Interested?
If this sounds like the right kind of hard, I'd love to tell you more. Apply here or reach out directly, even if you're not actively looking, a conversation costs nothing.