RocSearch - Manager - Quantitative Risk - Investment Research and Advisory

Role:

This is an excellent opportunity for a Senior quantitative professional to work in a high-impact, analytical, and fast-paced investment environment, supporting a premier markets-focused investment manager. The role involves providing hands-on technical leadership and mentorship, developing and enhancing advanced quantitative risk models, and translating complex mathematical analysis into clear, actionable insights to support investment and risk decision-making.

Role and Responsibilities:

- Mentor and provide technical leadership to junior quantitative staff

- Review, enhance, and validate quantitative risk models and methodologies

- Develop advanced financial risk models (credit risk, portfolio risk, stress testing, econometric models)

- Conduct risk analysis to support portfolio strategy and investment committees

- Perform econometric and statistical analysis on financial and macro datasets

- Translate complex quantitative findings into clear, business-focused insights

- Collaborate with investment, risk, and operations teams

- Contribute to research and thought leadership on emerging/frontier market risks

Candidate Profile:

- PhD in Mathematics, Applied Mathematics, Mathematical Finance, Statistics, Econometrics, or related field

- 7-10+ years' experience in quantitative finance or financial risk

- Strong expertise in probability, statistics, econometrics, and numerical methods

- Proficient in Python, R, or C++ and experienced with large financial datasets

- Strong understanding of credit risk, portfolio risk, VaR, and stress testing

- Excellent communication skills with the ability to translate math into business language

- Proven mentoring and leadership capability

Preferred:

- Experience in emerging or frontier markets

- Publications or research in quantitative finance or risk

- Exposure to Monte Carlo simulation, portfolio optimization, or fixed income risk