Quantitative Risk Manager, Private Markets

Bruin; England; On-site; GBP 80,000 - 100,000; Full time

Job summary

A leading investment firm is seeking a Quantitative Risk Manager to join their dynamic team in London. This role focuses on managing risks across Private Markets investment portfolios, leveraging modern data tools like Python and SQL. The successful candidate will possess a strong academic background and a deep expertise in risk management processes, ensuring effective decision-making and strategic insights. This position offers significant opportunities for long-term professional growth and development.

Qualifications

• Strong background in data analysis and programming with relevant tools.
• Experience in risk management within investments or asset management roles.
• Structured and solution-oriented working style.

Responsibilities

• Lead quantitative and qualitative risk management activities.
• Prepare analyses for senior decision-making forums.
• Develop and maintain robust quantitative risk models.

Skills

Data analysis

Programming in Python

SQL expertise

Experience in Snowflake

Communication of quantitative concepts

Education

Academic degree in Finance, Economics, Data Science, Mathematics, Statistics or Informatics

Tools

Power BI

C/C++ or Matlab

Job description

We are working exclusively with a leading Private Markets fund who is seeking a Quantitative Risk Manager. In this growth hire, you will be part of a dynamic and collaborative team with deep technical expertise and broad exposure across Private Markets strategies. You will contribute directly to portfolio risk management and strategic decision‑making, working with modern data tools and flexible working models. The position offers strong opportunities for professional development and long‑term growth.

Key Responsibilities

• Lead quantitative and qualitative risk management activities across Private Markets investment portfolios
• Act as a subject matter expert for quantitative, data‑driven, and systems‑related risk topics
• Support the full end‑to‑end risk management process, including portfolio risk reviews, investment committees, and investment allocation processes
• Prepare high‑quality analyses and materials for senior decision‑making forums
• Develop and maintain robust quantitative risk models and analytics, delivering actionable insights for portfolio reviews and ongoing monitoring
• Build scalable and automated data pipelines and risk dashboards using Python, SQL, Snowflake, and Power BI
• Monitor portfolio exposures, performance, concentrations, liquidity, leverage, FX risk, and other key risk metrics
• Translate complex datasets into concise, decision‑ready insights for internal and external stakeholders
• Continuously enhance risk management frameworks, methodologies, processes, and reporting standards for Private Markets
• Collaborate closely with investment teams and with data/IT, operations, legal, and compliance functions to deliver holistic risk assessments

Candidate Profile

• Academic degree in Finance, Economics, Data Science, Mathematics, Statistics, Informatics, or a related field
• Strong background in data analysis and programming, with experience in tools such as Snowflake, SQL, Power BI, and Python (experience with C/C++, Matlab, or similar is a plus)
• Experience in risk management within Private Equity, Private Credit, Infrastructure, Private Real Estate, or related investment or asset management roles is preferred
• Ability to communicate complex quantitative concepts clearly to a wide range of stakeholders
• Independent, structured, and solution‑oriented working style

Location

London, England, United Kingdom

Salary

£80,000.00 – £100,000.00 per year

Additional Details

• Seniority level: Mid‑Senior level
• Employment type: Full‑time
• Job function: Finance
• Industries: Investment Management, Venture Capital, and Private Equity Principals