Quantitative Risk Analyst

JR United Kingdom; London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading systematic hedge fund in London is seeking a Quantitative Risk Analyst to enhance their risk management framework. This role involves designing risk models, conducting evaluations, and collaborating with engineering teams to improve analytical tools. Ideal candidates possess a Master’s degree in quantitative fields and substantial experience in risk research.

Benefits

Collaborative and intellectually stimulating environment

Defined career progression framework

Access to substantial resources

Qualifications

• At least 3 years of relevant experience in risk management or quantitative research.
• Familiarity with risk metrics like VaR and volatility estimation.
• Exceptional attention to detail and communication skills.

Responsibilities

• Design multi-factor risk models to assess investment portfolios.
• Perform scenario evaluations and stress testing under varied market conditions.
• Deliver risk reports and insights to senior management.

Skills

Quantitative analysis

Statistical analysis

Problem-solving

Analytical thinking

Education

Master’s degree in a quantitative discipline

Tools

Python

R

MATLAB

Job description

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Quantitative Risk Analyst - Relocation Opportunity to Shanghai or Beijing Only.

My client, a leading systematic hedge fund is seeking a quantitative risk analyst to support the continued development of their portfolio risk management framework. The successful candidate will focus on enhancing risk modeling processes, conducting scenario and sensitivity analyses, and contributing to the firm’s strategic risk oversight. This role requires a strong foundation in quantitative analysis, market knowledge, and collaborative problem-solving.

Key Responsibilities:

• Design and enhance multi-factor risk models to better assess market, credit, liquidity, and other exposures across the firm’s investment portfolios.
• Perform scenario-based evaluations and stress testing to quantify potential vulnerabilities under varying market conditions.
• Deliver comprehensive risk reports and insights to support data-informed decision-making by senior management.
• Partner with engineering teams to refine and implement analytical tools that increase the robustness, automation, and scalability of risk evaluation processes.
• Investigate and apply emerging techniques in quantitative risk measurement to ensure the firm remains at the forefront of industry standards.

Qualifications:

• Master’s degree or higher in a quantitative discipline such as Financial Engineering, Applied Mathematics, Statistics, Physics, or Computer Science.
• At least 3 years of relevant experience in risk management or quantitative research, ideally within a trading or investment environment.
• Strong programming proficiency in Python, R, MATLAB, or similar languages, with demonstrated experience in statistical analysis and model development.
• Familiarity with risk metrics and methodologies including Value at Risk (VaR), Conditional VaR, and volatility estimation. Experience with stress-testing frameworks.
• Exceptional analytical thinking, attention to detail, and ability to communicate technical findings clearly within a team-oriented setting.

Preferred Experience:

• Prior exposure to the development or implementation of systematic or algorithmic trading strategies.
• Possession of professional credentials such as the Financial Risk Manager (FRM) or Chartered Financial Analyst (CFA) designations.

What We Offer:

• A collaborative and intellectually stimulating environment with access to substantial resources.
• A clearly defined career progression framework tailored to fostering expertise in quantitative risk research.
• The opportunity to help design a best-in-class risk infrastructure that underpins strategic investment decisions.

If this role is of interest to you, apply, and a consultant will reach out to you shortly.