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1 to 25 of 27 Risk Analytics Jobs in Central London
City of London, London, United Kingdom Hybrid / WFH Options Paritas Recruitment
Senior Investment Risk Analyst - Perm Location: London, United Kingdom Hybrid Working Model Salary: Up to £90,000 + Bonus 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 nature of the role demands a quantitative mindset, programming ability, and good knowledge … of factor models and derivatives. You will possess good communication and interpersonal skills, a good understanding of risk models and different investment processes, combined with self-sufficiency and initiatives. You will: Design processes to ensure that accurate risk analytics are available on a timely basis. Analyse risk attribution reports for use by the Portfolio Managers, Head … s of, Asset Class Heads, and other interested users of the data, such as senior management, board directors, marketing, and compliance. Work with Portfolio Managers in regular risk review meetings, as well as off-cycle focus discussions, covering all aspects of investment risk, performance and other relevant metrics to ensure portfolios are managed in the client’s best More ❯
City of London, England, United Kingdom Cornwallis Elt
is provided by Cornwallis Elt. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range Head of Quantitative Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought … after by a Global Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling function, as part of the wider Risk Analytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local … Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well as undertaking quantitative research to keep models up to date ensuring the business have access to accurate analytics. You will work closely with the business and other quantitative specialists for a cohesive model development process More ❯
City of London, London, United Kingdom RGG Capital
and CEO, you will be a key partner in driving multi-million-dollar portfolio growth across diverse asset classes. You will shape high-impact capital allocation decisions, design robust risk frameworks, and help cultivate a culture of analytical excellence within a discreet, focused environment. This is an opportunity for a proven investment leader to make a foundational impact on … support including flights, visa sponsorship, and two weeks of hotel accommodation upon arrival. Innovate with Advanced Tools: Leverage Bloomberg, Barra/Axioma, proprietary quantitative models, and advanced Python-based analytics frameworks to drive sophisticated investment decisions and cutting-edge financial modeling. What You'll Achieve: Architect Strategic Investments: Lead the development of sophisticated investment portfolio strategies across multiple asset … classes that drive exceptional returns. Design Risk Management Excellence: Develop and implement comprehensive risk frameworks that ensure robust oversight while optimizing portfolio performance. Lead Quantitative Innovation: Spearhead research initiatives that enhance our investment models across equities, credit, and options markets. Drive Investment Policy Formation: Partner with the CIO to formulate strategic investment approaches that balance growth objectives with More ❯
City of London, London, United Kingdom JCW
Quantitative Analyst – Commodities Derivatives Modelling Location: London Employment Type: Permanent A leading global investment bank is seeking a highly skilled Quantitative Analyst to join its front-office quantitative analytics team, with a focus on commodities derivatives modelling . This role offers the opportunity to contribute to the design, development, and enhancement of state-of-the-art pricing models and … volatility frameworks that underpin the firm’s global commodities trading and risk management activities. The successful candidate will combine strong quantitative expertise with advanced programming capabilities and a deep understanding of derivative pricing and volatility modelling. While direct experience in commodities is preferred, relevant expertise in other asset classes such as FX or equities with complex volatility dynamics will … also be considered. Key Responsibilities: Develop, implement, and maintain pricing and risk models across a wide range of commodities derivatives. Design and calibrate volatility models and surfaces to support trading and risk functions. Deliver scalable and efficient analytics infrastructure using C++ and Python , aligned with front-office requirements. Work closely with trading, structuring, and risk teams More ❯
City of London, England, United Kingdom Hybrid / WFH Options Selby Jennings
Head of Lending & Financing Risk Technology Head of Lending & Financing Risk Technology Direct message the job poster from Selby Jennings We're working with a leading global financial institution to find a senior technology leader to drive the delivery of data, analytics, and risk solutions across their lending syndication and financing risk business. This is … high-impact role at the intersection of credit, data, and modern software delivery - ideal for someone who thrives in complex environments and wants to shape the future of credit risk technology. What You'll Be Doing Lead the design and delivery of scalable analytics and risk solutions supporting loan syndication, portfolio management, and financing risk. Collaborate with … data scientists, and business stakeholders. Translate business needs into modern, data-driven software solutions that improve decision-making and revenue optimization. Oversee the development of tools that support credit risk analytics, commercial loan pipelines, and portfolio optimization. Manage complex software projects, ensuring timely delivery, cost tracking, and alignment with business goals. Leverage AI and GenAI tools to enhance More ❯
City of London, London, United Kingdom LevelUP HCS
Risk Analytics – Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the Risk Analytics group that partakes in model development over the full life-cycle of modes: from methodology to design to local implementation and validation. The successful candidate will also provide … quantitative risk analysis to support daily counterparty credit risk management. Responsibilities • Develop and implement analytics for counterparty credit risk management. • Build infrastructure to consolidate counterparty credit risk models across systems. • Perform quantitative research to implement model changes, enhancements and remediations. • Work with stakeholders across business and functional teams during model development process. • Create tools and … dashboards which can enhance and improve the risk analysis. • Conduct analysis on existing model short-comings and design remediation plans. • Maintain, update and back-test risk models. • Assess the methodologies and processes to identify potential weaknesses and the associated materiality of the risk Qualifications • At least a Master’s Degree in quantitative subject; PhD Degree is a More ❯
City Of London, England, United Kingdom Cornwallis Elt
Head of Quantitative Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling function, as part of the wider Risk Analytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well … work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate: Minimum of a Master’s degree in the quantitative field, preferably having achieved a PhD A strong background in Quantitative Analysis and More ❯
City Of London, England, United Kingdom Hybrid / WFH Options Glocomms
generation AI/ML-driven investment platform. This is a rare opportunity to join at inception and shape the architecture, tooling, and models that will drive alpha generation and risk management for years to come. As a Quant Developer, you will work at the intersection of quantitative research, machine learning, and software engineering. You'll collaborate with quants, data … with experience in production-grade systems. Solid understanding of machine learning workflows, including model training, validation, and deployment. Experience with quantitative finance, including time series analysis, alpha modelling, or risk analytics. Familiarity with cloud infrastructure (e.g., AWS, GCP) and containerisation (Docker, Kubernetes). Proficiency with data engineering tools Experience working in fast-paced, collaborative environments with agile methodologies. Nice More ❯
City of London, London, United Kingdom Miryco Consultants Ltd
Miryco Consultants are working with an active investment management firm to expand their investment risk team with a quantitatively-minded and proactive professional at the Analyst level. This role will involve performing independent oversight of investment portfolios, ensuring funds are managed in alignment with strategic objectives, and providing assurance to senior management. The position requires a strong analytical background … to support fund managers in maximizing portfolio returns while understanding and managing associated risks. Additionally, the role will support the development of risk analytics infrastructure within the team. Key Responsibilities: Portfolio Risk Oversight: Develop and deliver reports focused on market and liquidity risk to assist in portfolio oversight. Technology & Infrastructure Development: Play an active role in … the enhancement of risk analytics infrastructure, including database management and leveraging business intelligence tools for reporting. Collaboration: Work closely with the investment team to align portfolio management strategies with effective risk management practices. Collaborate with Performance Analytics teams to provide insights into portfolio performance and risk positioning. Innovative Analytics: Drive the development of new More ❯
City of London, London, United Kingdom Undisclosed
interest rate markets as well as FX and Commodities. As part of their growth, they are looking for an Exotic Rates Quant to build and own the pricing and risk analytics for a wide range of exotic options. The initial focus will be exotic pay offs within rates but there is scope for the mandate to expand into … As with any role in a smaller set up, you will have a wide range of responsibilities, including, but not be limited to, maintaining and updating existing vanilla rates analytics as required (in C++). This is a broad role that will support the business (not just working with the PMs) and will involve working in an exciting and More ❯
City of London, England, United Kingdom Barclay Simpson
I am looking for an experienced and technically skilled Risk Analytics Manager to join a growing financial services group operating across trading, investment advisory, and market making. This is a fantastic opportunity for someone who thrives on building tools, solving complex problems, and turning data into meaningful insights that drive critical decisions. As part of a high-performance … risk team, you’ll lead the development and enhancement of dashboards, data pipelines, and models that power our risk analytics infrastructure. Your work will directly influence how risk is understood, monitored, and managed across a global, multi-asset platform. The Role You’ll be responsible for the tools and systems used to measure and report risk across the business. This includes developing analytics, improving data integrity, and partnering closely with teams across trading, technology, and operations. The role is hands-on, highly visible, and ideal for someone who can combine financial knowledge with strong programming skills. You’ll design and maintain dashboards for real-time and historical risk monitoring, enhance key risk More ❯
City of London, London, United Kingdom Bruin
Manager – Climate Risk Analytics My client, a tier 1 global bank are looking for a skilled quant finance professional to play a central role in shaping how climate-related financial risks are quantified and managed within a global trading business. This role is ideal for someone with a background in climate science and strong quantitative skills who’s … ready to apply their expertise in a fast-paced, market-facing environment. As the lead climate risk modeller for the trading book, you’ll be responsible for developing the tools and frameworks that help identify and assess climate-driven risk exposures. Your work will guide both internal decision-making and regulatory compliance—positioning you at the intersection of … science, finance, and risk management. Key Responsibilities: Design, implement, and maintain climate risk models for traded portfolios, covering areas such as Value-at- Risk (VaR), Stressed VaR, and Incremental Risk Capital (IRC). Contribute to the development of a globally consistent approach to climate risk methodology, ensuring models align with both business needs and regulatory More ❯
City Of London, England, United Kingdom Hybrid / WFH Options Selby Jennings
We're working with a leading global financial institution to find a senior technology leader to drive the delivery of data, analytics, and risk solutions across their lending syndication and financing risk business. This is a high-impact role at the intersection of credit, data, and modern software delivery - ideal for someone who thrives in complex environments … and wants to shape the future of credit risk technology. What You'll Be Doing Lead the design and delivery of scalable analytics and risk solutions supporting loan syndication, portfolio management, and financing risk. Collaborate with cross-functional teams including data engineers, software developers, data scientists, and business stakeholders. Translate business needs into modern, data-driven software … solutions that improve decision-making and revenue optimization. Oversee the development of tools that support credit risk analytics, commercial loan pipelines, and portfolio optimization. Manage complex software projects, ensuring timely delivery, cost tracking, and alignment with business goals. Leverage AI and GenAI tools to enhance analytics capabilities and automation. What We're Looking For Strong domain knowledge More ❯
City of London, London, United Kingdom INFINOX Global
to compete in an ever evolving and challenging environment whilst ensuring our clients are valued and serviced at the centre of our business. Role INFINOX is looking for a Risk Analyst to join the trading desk. The role is primarily focused on Pricing, Execution, and Risk Management. It requires a strong understanding of Metaquotes Technology,Bridge Providers, and … Risk Management tools. You will work closely with the Risk Management and Trading Operations teams to ensure that we are optimising our pricing, execution, and Risk Management Strategies. This will involve building hypothesis scenarios, enhancing tools, monitoring client behaviour, and ensuring the required reports are provided to both the desk and external stakeholders. Key Responsibilities Manage the … pricing tool to optimise Pricing, Execution and Risk. Utilise and enhance Risk Management Tools & Dashboards. Produce Reports and Data as required by Trading Desk and Stakeholders. Assist Trading Operations with queries and support. Execute the Risk Strategy and Risk Policy. Key Performance Indicators Performance in this role will be measured across the following KPI’s: Pricing and More ❯
City of London, London, United Kingdom Harnham
Data Scientist Up to £80,000 London (Hybrid) Company: They are an AI-driven climate risk analytics platform that partners with businesses within Insurance, Private Equity, Asset Management and governments to understand and prepare for the physical and transitional impacts of climate change. Responsibilities: Research and implement loss models that quantify climate-related risks, focusing on robustly estimating More ❯
City Of London, England, United Kingdom Marcus Donald People
assets analytics. This is a Hands-on role for someone with a strong delivery mindset, front-office projects experience and enough technical understanding to efficiency manage complex quant and risk projects. This is a hybrid role, requiring 4 days in the London office. It’s an initial 6-12 month Inside IR35 contract with a strong possibility of converting … C++/C# Excellent understanding of: Derivatives products (Swaps, Futures, Options, etc), cross assets; Fixed Income e-trading workflows including pricing, quoting, hedging and execution; P&L, Greeks, sensitivities, risk explain processes & Quant libraries Familiarity with front-to-back trading systems: eg Calypso, Murex or in-house systems. Trade lifecycle knowledge: pricing, booking, trade capture, risk. Excellent stakeholder management … request before they hit the Engineering teams backlog. Coordinate across teams (quant, desk, dev, infra, support) to streamline delivery and improve efficiency. Support integration of models and tools across risk and pricing infrastructure. Manage platform migrations of legacy pricing and risk analytics. If you are a proven QUANTS PM looking for a new opportunity, please send your CV More ❯
City of London, London, United Kingdom Oliver Bernard
Contract Quant Developer – £900-£1000/day - C# | Options Trading | FX & Commodities Are you a Contract C# Quantitative Developer with a strong background in options pricing and risk analytics? We’re working with a leading global brokerage and trading firm that offers a truly innovative, collaborative environment where individual contribution is valued and rewarded. This is a fantastic … to join a well-established, employee-owned firm operating across multiple international markets. You'll work at the cutting edge of trading technology, supporting high-performing teams across Trading, Risk, and Development. Key Responsibilities: Develop and enhance the firm’s risk and analytics infrastructure Build FX pricing frameworks and cash flow reporting tools Design and implement volatility … surface models and pricing integrations Work directly with traders to support PnL targeting and solver enhancements Maintain and improve Excel-based pricing/ risk tools Extend the market data framework with implied vols, yields, and custom instruments Ideal Candidate: Expert in C# development within a front-office Options trading environment Proven experience with pricing analytics libraries Strong skills More ❯
City of London, London, United Kingdom Oliver Bernard
Quantitative Developer – C# | Options Trading | FX & Commodities | £160k - £190k Are you a C# Quantitative Developer with a strong background in options pricing and risk analytics? We’re working with a leading global brokerage and trading firm that offers a truly innovative, collaborative environment where individual contribution is valued and rewarded. This is a fantastic opportunity to join a … well-established, employee-owned firm operating across multiple international markets. You'll work at the cutting edge of trading technology, supporting high-performing teams across Trading, Risk, and Development. Key Responsibilities: Develop and enhance the firm’s risk and analytics infrastructure Build FX pricing frameworks and cash flow reporting tools Design and implement volatility surface models and … pricing integrations Work directly with traders to support PnL targeting and solver enhancements Maintain and improve Excel-based pricing/ risk tools Extend the market data framework with implied vols, yields, and custom instruments Ideal Candidate: Expert in C# development within a front-office Options trading environment Proven experience with pricing analytics libraries Strong skills in Excel pricing More ❯
City of London, London, United Kingdom Mondrian Alpha
My client, a prestigious multi-strat hedge fund, is seeking an exceptional Data Engineer/Developer to join their Reporting & Analytics team within their London office. In this role, you will play a key role in designing and developing next-generation reporting and data analytics solutions, with a strong focus on P&L reporting and operational decision-making. … on revamping existing implementations, optimising data pipelines, and implementing rigorous data standards to support key business functions across the firm. This role will offer continuous exposure to Portfolio Managers, Risk & Portfolio Research teams, Product Control, and Compliance, providing an opportunity to influence critical workflows and enhance data-driven decision-making across the organization. Responsibilities Design & implement robust data pipelines … and ETL processes, ensuring high standards in data modeling, documentation, and testing. Develop and optimize SQL queries for data extraction, aggregation, and reporting. Collaborate with key business teams ( Risk, Portfolio Research, Compliance) to build efficient and scalable reporting solutions. Support critical production processes, including daily T+1 and month-end P&L workflows. Stay ahead of database technologies and continuously More ❯
City of London, London, United Kingdom AAA Global
We are seeking an experienced and driven Senior Sales Executive (Europe) to lead commercial efforts for our investment analytics platform , designed to empower EU institutional investors with deep portfolio insights, risk analytics, and data-driven investment decisions. The location could be London or Paris. Responsibilities Drive sales of the firm’s portfolio analytics platform to institutional … teams to ensure effective implementation and retention Qualifications 5+ years of sales experience in financial technology industries. Proven track record in enterprise sales or consultative selling, preferably within fintech, risk analytics, or investment platforms. Strong network across institutional buy-side clients in Europe Excellent communication and presentation skills, with the ability to engage both investment and operational stakeholders More ❯
City of London, London, United Kingdom BMO
front-office environment. This role is part of a broader effort to identify and nurture future talent who could grow into permanent roles supporting or developing the bank's analytics and trading infrastructure. You will join the quant team on a learning journey that blends Python engineering, financial analytics, and delivery tooling. You'll be exposed to real … models and tool are delivered to front-office users. - Principles of clean software design, version control and testing. Your Role - Support the main Quant Developer in building and maintaining analytics tools. - Contribute to simple tasks in the codebase: wrappers, unit tests, dashboards, automation scripts. - Take ownership of small prototyping projects with clear goals and feedback loops - Participate in internal … software engineering. - Self-driven, open to feedback, and excited by the idea of building things that matter. - Interest in Excel automation or dashboard - Curiosity about trading, pricing models or risk analytics. What This Internship Offers - A practical platform to learn, build and contribute. - Exposure to how modern quant teams operate inside a front-office setting. - Mentorship from experienced quants More ❯
City of London, London, United Kingdom Hybrid / WFH Options InterQuest Group
We're Hiring! | Quantitative Risk Analyst 🚨Up to £85,000 plus benefits and bonus 📍 Hybrid | 3 days in-office, London | Flexible working 🏦 Join a Leading Credit Risk Modelling Team! NO RELOCATION/SPONSORSHIP AVAILABLE - HOWEVER OPEN TO VISA TRANSFER IF ALREADY IN THE UK. Are you ready to take your quantitative skills to the next level in a … high-impact, regulation-driven environment ? We're on the lookout for a passionate Quantitative Risk Analyst to help deliver the Internal Ratings Based (IRB) approach across retail and commercial lending portfolios. 💼📊 🧠 What You’ll Be Doing : ✅ Data analysis & model development for PD, LGD, and EAD ✅ Building scorecards & stress testing models ✅ Supporting IRB regulatory self-assessments ✅ Identifying data gaps & ensuring … problem-solving skills 🗣️ Excellent communication & report-writing abilities 🤝 A proactive team player ready to make an impact 🎯 Why Join? Work at the forefront of regulatory transformation Collaborate with experienced risk professionals Play a key role in shaping data-driven decision-making Hybrid working & supportive environment 📩 Ready to elevate your risk career? Apply now or message us to learn More ❯
City of London, England, United Kingdom HFG Insurance Recruitment
We are working with a leading London insurer to recruit a Model Validation Manager within their Risk Analytics function. This role provides high-quality technical insights across the Group and works closely with key stakeholders. Key Responsibilities include but are not limited to: Develop and enhance the model validation framework and model risk standards. Design, manage, and … and execute testing during the main validation cycle. Establish a robust stress scenario and sensitivity testing framework, integrating it into broader business processes. Collaborate closely with the Head of Risk Analytics and manage relationships with external stakeholders. This is an excellent opportunity for professionals with a background in non-life insurance or risk management, particularly those with More ❯
City of London, London, United Kingdom Radley James
global multi-strategy investment firm. This role sits within a centralized Quant Strat team supporting Equity Volatility trading, with a focus on building scalable tools and models for pricing, risk, and PnL attribution. What you’ll be doing You’ll work closely with traders and PMs to support the desk’s equity vol strategies, taking ownership of modelling and … infrastructure across: Volatility surface construction and calibration Pricing and risk analytics for vanilla and exotic equity derivatives Dividends and funding model development Daily PnL explanation and attribution Centralised Python libraries for valuation and risk What they're looking for: Strong Python development skills in a production environment Experience supporting volatility trading or delta one desks Solid understanding … of equity derivatives and risk representation Exposure to dividends, funding, and PnL modelling Ability to collaborate effectively with traders, PMs, and fellow quants More ❯
City of London, England, United Kingdom JR United Kingdom
strong and can lead. Role: Own the design and development of cutting-edge infrastructure for quant strategy deployment Build scalable, high-performance systems that power real-time trading and risk analytics Collaborate closely with world-class quant, tech, and product teams Experience: Extensive experience building frameworks and systems for trading or research Deep understanding of the prime brokerage More ❯
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Salary Guide Risk Analytics Central London - 10th Percentile
- £59,250
- 25th Percentile
- £65,625
- Median
- £82,500
- 75th Percentile
- £125,000
- 90th Percentile
- £146,750
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