Senior Investment Risk Analyst

JR United Kingdom; Colchester; Hybrid; GBP 50,000 - 90,000; Full time

Job summary

A leading global asset management client is seeking a Senior Risk Analyst for a hybrid position in London. The role requires a quantitative mindset, excellent programming skills, and knowledge of risk models and derivatives, along with strong communication abilities. Responsibilities include designing risk analytics processes, analyzing reports, and collaborating with investment teams for portfolio optimization.

Qualifications

• Degree in Quantitative Finance, Statistics, or equivalent required.
• Experience in investment risk and quantitative finance is mandatory.

Responsibilities

• Designing processes for accurate risk analytics.
• Analyzing risk attribution reports for portfolio managers and senior management.
• Enhancing risk analysis tools and developing new analytical approaches.

Skills

Communication Skills

Quantitative Mindset

Programming Skills

Education

Degree in Quantitative Finance, Statistics, or equivalent

Tools

Excel

Python

SQL

Job description

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Client:

Location:

colchester, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

2

Posted:

06.06.2025

Expiry Date:

21.07.2025

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Job Description:

Location: London

Hybrid Working Model

Paritas is aligned with a leading & global asset management client who is seeking a Senior Risk Analyst to support across multi-strategy, multi-asset portfolios. The role requires a quantitative mindset, programming skills, and good knowledge of factor models and derivatives. Candidates should have good communication skills, understanding of risk models and investment processes, and be self-sufficient and proactive.

Responsibilities include:

• Designing processes for accurate risk analytics.
• Analyzing risk attribution reports for portfolio managers and senior management.
• Participating in risk review meetings and discussions to ensure portfolios are managed effectively.
• Partnering with investment teams on fund structuring and portfolio optimization.
• Responding to requests from portfolio managers and engaging proactively.
• Enhancing risk analysis tools and developing new analytical approaches.
• Collaborating with technology teams and vendors to improve systems and workflows.

Must-have skills and experience:

• Degree in Quantitative Finance, Statistics, or equivalent.
• Background in investment risk, quantitative finance, or front-office risk management.

Technical skills:

• Experience with multiple asset classes (e.g., equities, commodities, fixed income, rates, currencies) and understanding of risk/return profiles.
• Knowledge of derivatives, including valuation, pricing, and risks.
• Strong understanding of risk models, especially factor models.
• Proficiency in Excel, Python, and SQL for risk analytics.
• Knowledge of stress testing and scenario analysis.