Senior Risk Management Analyst

Fasanara; Greater London; On-site; GBP 70,000 - 100,000; Full time

Job summary

A global asset manager based in London is seeking a Quant Risk Manager to oversee portfolio risks across multi-manager strategies. The ideal candidate will apply quantitative analysis and risk modelling while collaborating closely with portfolio managers. Strong programming skills and extensive experience in risk management are essential. The firm offers a collaborative environment with excellent benefits, including a competitive bonus scheme and generous annual leave.

Benefits

Bupa health & dental

Enhanced pension

Generous annual leave (25 days+)

Competitive bonus scheme

Regular team events

Qualifications

• Minimum 5–10 years of buy-side experience in risk management or portfolio analytics.
• Strong understanding of portfolio construction and derivatives pricing.
• Hands-on experience with portfolio and risk management systems.

Responsibilities

• Monitor portfolio risk exposures across managers and asset classes.
• Identify sources of market, liquidity, credit, and operational risks.
• Conduct scenario analyses to evaluate portfolio sensitivity.

Skills

Risk modelling

Quantitative analysis

Programming in Python, R, or MATLAB

Portfolio management

Attention to detail

Education

Advanced degree in finance, economics, mathematics, or engineering

Tools

Aladdin

Bloomberg PORT

RiskMetrics

Job description

Overview

Founded in 2011, Fasanara is a global asset manager and technology platform.

We manage c. USD 5 billion AUM (as of June, 2025) in Fintech strategies on behalf of pension funds and insurance companies in Europe and North America, and a mandate from the European Investment Fund (EIF).

We are a pioneer investor in Fintech Lending, enabling Real Economy Impact.

Fasanara manages one of the largest and longest standing Fintech Lending fund in Europe and invests in early-stage Fintech companies via its venture capital vehicles, using its central role in the Fintech ecosystem to identify and back revolutionary new businesses.

Our Culture

We are strong believers in meritocracy, and we reward people based on impact and excellence. There is no bureaucracy of large organisations, the environment is collaborative, entrepreneurial, and is based on trust. We set ambitious goals, work hard, stress teamwork, and adhere to the highest level of excellence in everything we do. We are only as good as our team. Thus, we are building the firm around exceptional talent.

Position Overview

The Quant Risk Manager will play a key role in monitoring and managing portfolio risks across Fasanara’s multi-manager and multi-asset strategies. The role combines quantitative analysis, risk modelling, and oversight of external managers to ensure robust portfolio construction and alignment with investment objectives. Working closely with portfolio managers, researchers, and senior leadership, the successful candidate will help optimise capital allocation, strengthen risk governance, and enhance the firm’s analytical infrastructure in a fast-paced, data-driven environment.

Responsibilities

• Monitor portfolio risk exposures across managers, asset classes, and strategies
• Identify and assess sources of risk, including market, liquidity, credit, and operational risks
• Develop and maintain quantitative risk models such as factor models, stress tests, and VaR
• Conduct scenario analyses to evaluate portfolio sensitivity and tail events
• Evaluate risk profiles and drawdowns of underlying managers
• Review position-level transparency reports and risk metrics to detect style drift or leverage issues
• Produce consolidated risk reports for senior management, investment committees, and clients
• Provide insights on portfolio concentration, correlations, and cross-manager interactions
• Design and perform stress tests simulating market shocks and macroeconomic events
• Ensure adherence to defined risk limits, investment guidelines, and regulatory standards
• Collaborate with portfolio managers and research teams to optimise capital allocation and diversification
• Contribute to improving risk systems, data feeds, and analytical tools for better accuracy and scalability

Qualifications

• Advanced degree in finance, economics, mathematics, engineering, or related quantitative field
• Strong understanding of portfolio construction, factor models, and derivatives pricing
• Proficiency in programming languages such as Python, R, or MATLAB for risk modelling and data analysis
• Experience with multiple hedge fund strategies (equity long / short, macro, credit, quant, etc.)
• Familiarity with performance attribution, style drift detection, and correlation analysis
• Hands-on experience with portfolio and risk management systems (e.g., Aladdin, Bloomberg PORT, RiskMetrics)
• Minimum 5–10 years of relevant buy-side experience in risk management or portfolio analytics
• High ethical standards and attention to detail
• Proactive in identifying emerging risks and enhancing processes
• Based in London, with availability to work onsite five days per week

Benefits

• Bupa health & dental, Cycle to Work scheme, enhanced pension, and generous annual leave (25 days+).
• Enhanced parental leave, special leave allowances, and charity giving options.
• Competitive bonus scheme.
• Regular team events, legendary summer & Christmas parties, knowledge sharing sessions, and quarterly town halls.
• Team lunches, dinners, Friday drinks, team sport activities.

If you feel you don’t necessarily have all of the experiences that we’re looking for, but still believe you could be excellent at this role, we’d still be keen to hear from you.

Fasanara is an equal opportunities employer. We believe building a fair and transparent workforce begins with the recruitment process that does not discriminate on the grounds of gender, sexual orientation, marital or civil partner status, pregnancy or maternity, gender reassignment, race, colour, nationality, ethnic or national origin, religion or belief, disability or age.