Senior Investment Risk Analyst

JR United Kingdom; Kingston upon Hull; Hybrid; GBP 50,000 - 75,000; Full time

Job summary

A leading global asset management firm seeks a Senior Investment Risk Analyst based in Kingston upon Hull. The successful candidate will support multi-strategy portfolios by applying quantitative skills and engaging with investment teams to enhance risk analysis and portfolio optimization.

Qualifications

• Background in investment risk, quantitative finance, or front-office risk management.
• Experience with multiple asset classes and understanding of risk/return profiles.

Responsibilities

• Design processes for accurate and timely risk analytics.
• Analyze risk attribution reports for stakeholders.
• Collaborate with investment teams on fund structuring and optimization.

Skills

Quantitative Finance

Risk Analysis

Communication

Programming

Excel

Python

SQL

Education

Degree in Quantitative Finance

Degree in Statistics or related field

Job description

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Senior Investment Risk Analyst, Kingston upon Hull, East Yorkshire

Location: Kingston upon Hull, East Yorkshire, United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

2

Posted:

06.06.2025

Expiry Date:

21.07.2025

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. Strong communication and interpersonal skills, along with a good understanding of risk models and investment processes, are essential.

Responsibilities:

• Design processes for accurate and timely risk analytics.
• Analyze risk attribution reports for Portfolio Managers, Asset Class Heads, senior management, and other stakeholders.
• Participate in risk review meetings and discussions to ensure portfolios are managed optimally.
• Collaborate with investment teams on fund structuring and portfolio optimization.
• Respond to requests from Portfolio Managers and engage proactively.
• Enhance risk analysis methods and develop innovative analytical approaches.
• Work with Technology and external vendors to improve systems and workflows.

Minimum Skills and Experience:

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

Technical Skills:

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