deeter-analytics - Head of Risk

• We hire for demonstrated judgment and how you think, not for pedigree. You’ve done this job (at a fund, a family office, a prop desk, or on the risk side of a bank) and you know what a clean risk process looks like because you’ve run one. We look for evidence that you are: • Careful by temperament. Loose ends bother you. • Fluent in risk, allergic to taking it. You understand positioning, derivatives, factor exposure, liquidity and counterparty risk well enough to see what a discretionary book is really exposed to, and you have no wish to express a view of your own. • Comfortable with a principal who changes direction fast. You don’t need the world to be orderly; you make the book orderly inside a fast-moving process. • A plain communicator. You say “this doesn’t belong anymore” in one sentence and back it with the numbers in the next. • Low ego, truth-seeking, and driven. Quick to update when the facts change, and unbothered by telling an experienced principal that a position is stale. • Self-directed. Nobody will hand you a limits framework or a risk committee. You’ll define the process. • Hands on. You do the work yourself, every day. • Builder minded. You can specify, and ideally prototype, what you need to see (Python, SQL or spreadsheets) rather than waiting for a system. • Proportionate. You know which exposures matter for a book like ours and which are institutional theatre, and you spend your attention accordingly. • AI-native. Fluent with modern AI tools for surveillance, synthesis and reporting, with a trust-but-verify discipline on their output. • Fast and collaborative. You operate at the speed of markets, work closely with the trading desk and the tech team, and make the people around you sharper. • Book reading. Seeing a concentrated book as a set of exposures rather than a list of tickers. • Thesis-to-position mapping. Translating a discretionary view into what should and shouldn’t be on, and keeping that mapping current. • Scenario thinking. Factor, theme and liquidity scenarios that produce decisions, not reports. • Counterparty and operational awareness. Knowing where a book is exposed beyond the positions themselves, and keeping that in view. • Data specification. Knowing what a risk function needs from position, broker and internal data, and asking for it precisely. • Operating discipline. Daily rhythm, documentation that survives you, and follow-through on every flag until it’s resolved.