We are seeking a highly analytical and motivated Quantitative Risk Analyst to join the Risk team at a leading quantitative hedge fund. The successful candidate will work closely with portfolio managers, traders and developers to monitor, model and mitigate risks across a broad range of liquid asset classes.

Key Responsibilities

• Develop and maintain risk models, stress-testing frameworks and scenario analysis tools


• Monitor portfolio exposures, VaR, liquidity risk and tail-risk metrics in real time


• Identify, investigate and explain risk concentrations and model limitations


• Collaborate with trading and technology teams to enhance risk infrastructure and data quality


• Produce regular risk reporting for internal stakeholders and senior management


• Contribute to the ongoing improvement of risk policies, limits and controls

Required Qualifications & Experience

• Up to 2 years' experience working in market risk within either an investment bank or asset manager - possibly having completed a graduate rotation programme.


• Clear evidence of sound knowledge of financial markets together with practical experience working with any liquid asset classes including equities, futures, FX etc.


• Strong programming skills (Python preferred)


• Excellent academics from a top tier university


• Ability to work collaboratively communicate complex technical concepts clearly to non-specialist stakeholders

This is a rare opportunity to join a highly regarded quantitative trading firm working on cutting-edge problems at the intersection of science and finance in a collaborative, high-performance environment.