Quantitative Risk & Modelling Analyst | Flexible Work

Schroders; Greater London; Hybrid; GBP 80,000 - 110,000; Full time

Job summary

Schroders is seeking a Quantitative Risk specialist to participate in model validation across asset classes. You will produce clear reports, present risk findings to the governance committee, and help develop risk models and tooling with a focus on automation and transparency.

The role requires postgraduate quantitative training, strong coding in Python/R, and experience with AI/ML models. You will engage with stakeholders across the risk function in a dynamic, flexible environment.

Qualifications

• Postgraduate qualification in a quantitative discipline (e.g., mathematics, statistics, physics, engineering, computer science, econometrics).
• Significant experience in investment, quantitative modelling or risk management, ideally within asset management / buy side.
• Proficiency programming in Python and/or R with well-structured, testable code.
• Experience with AI / machine learning models, including design, monitoring and validation considerations.
• Ability to work autonomously, identify weaknesses and propose practical solutions.
• Strong, evidence-based communication to stakeholders with tact and professionalism.
• Collaborative, team-oriented approach across risk functions and stakeholders.

Responsibilities

• Review, challenge and validate models used across Schroders’ businesses and asset classes.
• Produce high-quality model validation reports and contribute to model governance documentation.
• Present validation conclusions and actionable recommendations to the Group Model Governance Committee.
• Support development, enhancement and implementation of risk models and quantitative tooling.
• Design and develop tools and automation to strengthen risk management processes.
• Contribute to monitoring activities, including testing, performance tracking and remediation.

Skills

Python

R

Machine learning

Statistical modelling

Communication skills

Team collaboration

Autonomy

Evidence-based recommendations

Education

Master’s degree in quantitative discipline

Job description

Schroders is seeking a Quantitative Risk specialist to participate in model validation across asset classes. You will produce clear reports, present risk findings to the governance committee, and help develop risk models and tooling with a focus on automation and transparency.

The role requires postgraduate quantitative training, strong coding in Python/R, and experience with AI/ML models. You will engage with stakeholders across the risk function in a dynamic, flexible environment.