Quantitative Risk Analyst

QuanTech Partners
London
4 days ago
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Quantitative Risk Analyst – London, United Kingdom

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.
  • Excellent academics from a top‑tier university
  • Ability to work collaboratively and 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.


Base pay range

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Seniority level: Associate


Employment type: Full‑time


Job function: Analyst


Industries: Investment Banking and Investment Management


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