Senior Quantitative Risk & Systems Engineer

Paragon Alpha - Hedge Fund Talent Business; Greater London; On-site; GBP 70,000 - 110,000; Full time

Job summary

Paragon Alpha - Hedge Fund Talent Business is seeking a highly quantitative Risk Analyst to join its Risk team. The role blends quantitative risk analysis with hands-on development of risk systems and analytics used to measure and manage portfolio risk across multiple strategies.

The candidate will contribute to the design and enhancement of the firm's risk infrastructure, working across credit, equities and derivatives in a sophisticated buy-side environment.

Qualifications

• Advanced degree in quantitative fields (MS/PhD).
• 3–7 years in quantitative risk, risk strats or quantitative development.

Responsibilities

• Apply statistical and quantitative techniques to monitor market, credit and liquidity risk across a multi‑strategy portfolio.
• Develop and enhance quantitative risk models and risk analytics across credit, equities and derivatives.
• Design scenario analyses, stress tests and risk attribution frameworks for CRO and PMs.
• Collaborate with Portfolio Management, Operations and Technology to implement risk analytics.
• Build data pipelines and SQL/database infrastructure for daily risk reporting and limits monitoring.
• Automate risk workflows to improve accuracy, scalability and efficiency.

Skills

Python

C++/C#

SQL

Time-series

Education

MS/PhD in Quantitative Finance/related

Job description

Paragon Alpha - Hedge Fund Talent Business is seeking a highly quantitative Risk Analyst to join its Risk team. The role blends quantitative risk analysis with hands-on development of risk systems and analytics used to measure and manage portfolio risk across multiple strategies.

The candidate will contribute to the design and enhancement of the firm's risk infrastructure, working across credit, equities and derivatives in a sophisticated buy-side environment.