Quant Risk Analyst

Firefly Group; City of Westminster; On-site; GBP 45,000 - 70,000; Full time

Job summary

An exciting opportunity for a Quantitative Risk Analyst to join the PM Talent Assessment and Performance Analytics team at a leading financial firm. This role involves applying analytical skills to monitor risks, develop quantitative models, and enhance reporting capabilities within a collaborative environment, supporting investment decisions and firm performance.

Qualifications

• Experience in risk and performance analysis across financial markets.
• Strong programming skills in Python for data analysis.
• Experience with advanced statistical modeling techniques.

Responsibilities

• Monitor and manage portfolio risks; develop quantitative models.
• Support research and implementation of portfolio risk limits.
• Manage data and reporting needs for risk and performance analytics.

Skills

Quantitative skills

Analytical skills

Programming (Python)

Database management (SQL)

Statistical analysis

Data manipulation (Pandas, NumPy, SciPy)

Reporting tools (Power-Bi)

Job description

An exciting opportunity exists for a Quantitative Risk Analyst to work directly within our PM Talent Assessment, Performance Analytics and Risk team, providing analytical support across all areas of risk management, performance analytics and Partner Firm talent assessment.

Your Responsibilities

• Work within the Risk & PM Analytics teams, monitoring and managing portfolio risks across our Partner Firms business, assisting with the development of quantitative models and analytics to identify performance improvement opportunities and alpha slippage through portfolio construction, hedging optimization and trading behaviour analytics.
• Support research and implementation of portfolio risk limits including onboarding and assessment of novel factor models and market datasets
• Support/contribute to the development of performance analytics and risk infrastructure including generation of performance analytics metrics, attribution and risk monitoring tools and performance/ risk optimisation modelling
• Manage data and databases including assessment and utilisation of internal datasets, trade and performance history
• Work with developers to implement improvements to our reporting capabilities, existing analytics tools and develop novel analytics, dashboards and reports – in time, you will be expected to own the relationship between risk, data and technology
• Manage reporting needs of the Partners Business including generation of attribution, performance analytics and risk reports and supporting the continuous development and automation of reports and presentations on each portfolio, covering exposures and key drivers
• Support the new partner firms track record assessment. Contribute with novel ways to assess imperfect/incomplete data to assess performance drivers and alpha generations as well as risks.
• Support IR with data and analytics requests for investor due diligence and IR reporting

What We Are Looking For

• Strong quantitative and analytical skills with a solid understanding of financial markets; willingness to develop further market knowledge independently, if required
• Experience in risk and performance analysis – ideally across equities, credit and macro markets
• Experience with advanced statistical analysis / modelling and optimisation technics using large financial time series data sets and models (e.g., Factor Models)
• Proficiency in programming (Python) and database management (SQL) for data analysis and modelling combined with knowledge of data manipulation libraries (e.g. Pandas, NumPy, SciPy)
• Familiarity with AI and Natural Language models a plus
• Experience with Power-Bi and other reporting tools
• Experience working either on sell or buy side in quantitative, data science or risk role
• Keen interest in markets and ability to translate/communicate quantitative insights into market/risk insights
• Driven personality with high determination, integrity, openness and an entrepreneurial spirit
• Intellectual drive, self-learner and high level of curiosity
• Strong communicator with ability to present with clarity complex concepts
• Humility, and a strong belief in collaboration and teamwork