Senior Investment Risk Analyst

JR United Kingdom; Nottingham; Hybrid; GBP 50,000 - 80,000; Full time

Job summary

A leading global asset management firm is seeking a Senior Risk Analyst in Nottingham. This role involves quantitative analysis across multi-asset portfolios, requiring technical skills in risk modeling and proficiency in Python and SQL. The position offers a hybrid working model with responsibilities aimed at enhancing risk analytics and collaborating with investment teams.

Qualifications

• Experience in investment risk or quantitative finance.
• Proficiency across multiple asset classes.
• Strong understanding of risk models and derivatives.

Responsibilities

• Design processes for accurate risk analytics.
• Analyze risk attribution reports and collaborate with investment teams.
• Enhance risk analysis tools and streamline workflows.

Skills

Quantitative Finance

Communication

Interpersonal Skills

Analytical Skills

Education

Degree in Quantitative Finance or Statistics

Tools

Excel

Python

SQL

Job description

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Client:

Location:

nottingham, 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 and interpersonal skills, a solid understanding of risk models and investment processes, and be self-sufficient and proactive.

Responsibilities:

• Design processes to ensure accurate risk analytics are available in a timely manner.
• Analyse risk attribution reports for Portfolio Managers, Asset Class Heads, senior management, and other stakeholders.
• Participate in regular and off-cycle risk review meetings, covering investment risk, performance, and other metrics.
• Collaborate with investment teams on fund structuring and portfolio optimization.
• Respond to requests from Portfolio Managers and proactively engage with them.
• Develop and enhance risk analysis tools, exploring new methods to decompose risk and performance.
• Work with Technology and vendors to streamline systems and workflows.

Must have skills:

Experience:

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

Technical skills:

• Experience across multiple asset classes, with proficiency in at least two areas (e.g., equities, commodities, fixed income, rates, currencies).
• 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 and data processing.
• Understanding of risk concepts, stress testing, and scenario analysis.