Owns the firm's investment risk process for a concentrated global public-markets book. Responsibilities include mapping positions and exposures, monitoring thesis consistency, identifying stale or contradictory positions, developing scenario and exposure views, assessing counterparty and operational risk, specifying risk data requirements, and producing a daily decision-ready risk note. This individual contributor role works directly with the principal, trading desk, and technology team in a remote, US-market-hours environment.

Conduct quantitative research for traders by testing market hypotheses, building and maintaining documented signals, performing event studies and backtests, and validating results against leakage, survivorship bias, transaction costs, and regime dependence. Organize reproducible point-in-time datasets, communicate findings clearly, track signal performance, and use AI tools to accelerate research and coding while verifying outputs.

Execute daily trades across equities, derivatives, and potentially commodities; monitor real-time portfolio risk and exposures; provide quantitative support to develop data-driven trading ideas; act as the Principal's primary execution and risk oversight partner while maintaining strict discretion.