Quantitative Risk Analyst

QuanTech Partners; Greater London; On-site; GBP 50,000 - 70,000; Full time

Job summary

A leading quantitative hedge fund in the UK is seeking a Quantitative Risk Analyst to monitor and mitigate risks across various asset classes. The successful candidate will work closely with portfolio managers and traders, developing risk models and monitoring portfolio exposures. Candidates should have up to 2 years of experience in market risk and excellent academic credentials from a top tier university. Strong programming skills, preferably in Python, are essential for this innovative role.

Qualifications

• Up to 2 years' experience in market risk within an investment bank or asset manager.
• Sound knowledge of financial markets and working experience with liquid asset classes.
• Ability to communicate complex technical concepts clearly to non-specialist stakeholders.

Responsibilities

• Develop and maintain risk models and stress-testing frameworks.
• Monitor portfolio exposures and risk metrics in real time.
• Collaborate with trading and technology teams to enhance risk infrastructure.

Skills

Analytical skills

Strong programming skills (Python preferred)

Collaborative communication

Education

Excellent academics from a top tier university

Job description

Overview

We are seeking a highly analytical and motivated Quantitative Risk Analyst to join the Risk team at a leading quantitative hedge fund. The successful candidate will work closely with portfolio managers, traders and developers to monitor, model and mitigate risks across a broad range of liquid asset classes.

Responsibilities

• Develop and maintain risk models, stress-testing frameworks and scenario analysis tools
• Monitor portfolio exposures, VaR, liquidity risk and tail-risk metrics in real time
• Identify, investigate and explain risk concentrations and model limitations
• Collaborate with trading and technology teams to enhance risk infrastructure and data quality
• Produce regular risk reporting for internal stakeholders and senior management
• Contribute to the ongoing improvement of risk policies, limits and controls

Required Qualifications & Experience

• Up to 2 years\' experience working in market risk within either an investment bank or asset manager - possibly having completed a graduate rotation programme.
• Clear evidence of sound knowledge of financial markets together with practical experience working with any liquid asset classes including equities, futures, FX etc.
• Strong programming skills (Python preferred)
• Excellent academics from a top tier university
• Ability to work collaboratively communicate complex technical concepts clearly to non-specialist stakeholders

This is a rare opportunity to join a highly regarded quantitative trading firm working on cutting-edge problems at the intersection of science and finance in a collaborative, high-performance environment.