20 of 20 Permanent Quantitative Risk Analyst Jobs

This job is brought to you by Jobs/Redefined, the UK's leading over-50s age inclusive jobs board. Job Description Job title: SENIOR MARKET RISK ANALYST Location: London, UK Job reference #: 31769 Contract type: Permanent Language requirements: Full professional proficiency in English At Eni , we are looking for a Senior Market Risk Analyst (Quant) within Eni Trade & Biofuels (ETB) in London , UK. You will work closely with Market Risk, Trade Control, IT and other risk teams to optimize daily processes, drive automation, and support data-driven risk analysis, scenario planning and stress testing for new products and markets. In this role, you'll cover oil, products, biofuels and bio … hydrocarbons and bio feedstocks, and managing the output of our traditional and green refineries. Main responsibilities : Working on projects to enhance the performance of Middle Office functions - including Market Risk and Trade Control - through process automation, improved data management and enhanced reporting. Conducting stress testing and scenario analysis at both aggregated and strategy-specific levels, using cloud data platforms More ❯

Join to apply for the Quantitative Risk Business Analyst role at Visa Join to apply for the Quantitative Risk Business Analyst role at Visa Get AI-powered advice on this job and more exclusive features. Visa is a world leader in payments and technology, with over 259 billion payments transactions flowing safely between consumers … being the best way to pay and be paid. Make an impact with a purpose-driven industry leader. Join us today and experience Life at Visa. Job Description The Quantitative Risk Business Analyst will assist the Director, Financial Risk Lead at Visa Direct for counterparty, market and liquidity risks. Reporting to the Director, the role with … provide timely and high-quality output to internal stakeholders relating to assessing such risk, undertaking risk analysis and making recommendations for risk treatment activities consistent with applicable frameworks, policies and Visa’s Risk Appetite. This role would benefit from some understanding of the payments and financial services industry, business environment and implementing risk treatment activities More ❯

London Quantitative Analyst (Portfolio and Credit Risk) London Discretionary Company Bonus Scheme 25 days holiday (rising to 28 after 3 years' service) pro rated, plus bank holidays, to take time to recharge and do something you love. Private Medical - via vitality, with reward schemes paid for you and your family. Health cash plan - via Simply Health for … team member feels supported on their journey with us. Our Talent Development team is here to support your growth, providing opportunities for learning, development, and career progression. The Role Quantitative Analyst (Portfolio and Credit Risk) at Oodle Car Finance. Location and working style We're based in Shoreditch, London - a 3-minute walk from Old Street station. … working model, initial onboarding requires 2-3 office days weekly. This ensures a smooth learning curve and fosters team integration. Overview: We're on the lookout for a Graduate Quantitative Analyst - Portfolio and Credit Risk to join our expanding team. This role will give you an opportunity to dive into a world of data, strategic analytics, and More ❯

tools that empower you to own your career. Join MUFG, where being inspired is expected and making a meaningful impact is rewarded. OVERVIEW OF THE DEPARTMENT/SECTION Enterprise Risk Management (ERM) is responsible for supporting the EMEA Chief Risk Officer to implement an effective risk governance framework across MUFG EMEA, and providing a holistic view of … the risks facing MUFG in EMEA, including environmental and social risk management. The Model Risk Management (MRM) within ERM is responsible for model governance and the validation of models used by MUFG in EMEA. This includes, among others, risk models which are used for risk measurement and decision-making purposes. MRM works closely with Risk Analytics and Front Office quants to ensure that all risk models are validated on a periodic basis as well as at inception and changes. MRM provides regular model risk reporting to model oversight committees and the Board. MAIN PURPOSE OF THE ROLE Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes More ❯

headquartered in New York and maintains offices in London, Frankfurt, Tokyo, Hong Kong, Bengaluru and other major financial centers around the world. We are currently seeking candidates for Market Risk Capital - Risk Engineering in London. Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management … framework, with primary responsibility to provide robust metrics, data-driven insights, and effective technologies for risk management. RE is staffed globally with offices including New York, Dallas, Salt Lake City, London, Warsaw, Bengaluru, Singapore, and Tokyo. The Market Risk Capital group in RE is a multidisciplinary group of quantitative and analytics experts focusing on market risk and capital measures. The group is primarily responsible for reviewing, publishing, interpreting, and communicating the firm's independent and authoritative risk and capital measures, with additional responsibilities in developing, implementing, and maintaining a range of models and quantitative tools. The responsibilities will include: Understand financial risk by analyzing pricing, risk and capital model outputs to More ❯

Social network you want to login/join with: Quantitative Risk Analyst - Relocation Opportunity to Shanghai or Beijing Only. My client, a leading systematic hedge fund is seeking a quantitative risk analyst to support the continued development of their portfolio risk management framework. The successful candidate will focus on enhancing risk modeling … processes, conducting scenario and sensitivity analyses, and contributing to the firm’s strategic risk oversight. This role requires a strong foundation in quantitative analysis, market knowledge, and collaborative problem-solving. Key Responsibilities: Design and enhance multi-factor risk models to better assess market, credit, liquidity, and other exposures across the firm’s investment portfolios. Perform scenario-based … evaluations and stress testing to quantify potential vulnerabilities under varying market conditions. Deliver comprehensive risk reports and insights to support data-informed decision-making by senior management. Partner with engineering teams to refine and implement analytical tools that increase the robustness, automation, and scalability of risk evaluation processes. Investigate and apply emerging techniques in quantitative risk More ❯

Location/Office Policy: St. Marys Axe, Greater London/Hybrid What is the Role: The Risk Analytics Department is a central function within AIB with the remit to develop strong credit and financial risk measurement and decision-support throughout every aspect of our businesses and control functions. The outputs from Risk Analytics deliver optimal pricing for … business and any regulatory considerations of the ongoing appropriateness of the models and their outputs. This role is in the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. They are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank’s Pillar 1 capital PD, LGD and EAD models. … These models are used to determine the level of risk associated with individual borrowers and drive the determination of the Bank’s regulatory capital requirements. The team is currently undertaking a multi-year redevelopment of all IRB models followed by the rollout of new IRB models, which represents a key strategic objective for the bank. The role involves working More ❯

Our client, a top-tier asset manager, is looking to hire a senior investment risk professional in the global risk team. As part of a small team, this individual will lead the risk management of the Quantitative Investment platform, primarily covering equity funds. Key Responsibilities: Proactive role in managing the firm's risk management function … with a focus on covering equity portfolios. Lead the risk management of the Quantitative Investment platform. Provide portfolio analysis to ensure that Portfolio Managers understand the different risks in the market. Participate in monthly risk management meetings with Portfolio Managers. Process and understand risk predictions made by risk models. Initially assist with running of, but … increasingly develop, risk-management processes and be able to liaise with IT developers to implement the building of risk-management systems. Candidate Profile: 5-10 years relevant experience in an investment/quantitative risk function in an asset management environment. Prior exposure to equity portfolios. Strong understanding of methods used in managing portfolio risk, as More ❯

Point72 Asset Management is seeking a mid-level Quantitative Risk Analyst to join its Risk & Quantitative Research team. The RQR team plays a vital role in the Firm's investment process, building a deeply rooted culture of efficient risk management and factful performance attribution. Quantitative Risk Analysts perform research to identify opportunities … for improved risk management, investment behavior, and portfolio construction, with the goal of helping the firm deliver superior risk-adjusted performance. The paramount mission of the team is to protect the Firm from improper levels of exposure and ensure that risk-taking is always efficient and deliberate. The ideal candidate is an intelligent and creative problem solver … who can articulate one's ideas effectively to a diverse audience in a fast-paced environment. Experience in quantitative investment research is a plus. At this moment, we are specifically looking for a candidate who is well-versed in rates. The Quantitative Risk Analyst will: Analyze portfolios and strategies to identify the risk and performance More ❯

Risk Department London, UK The Glencore Risk Department is an independent function aiming to control front-line trading. The Risk Department ensures that the risk-reward of the trading books is properly understood by Glencore senior management and that the physical exposure of the business - e.g. oil cargoes, electricity generation, gas deliveries - is correctly valued. This … position requires the individual to model and monitor the risk embedded into the company portfolio and make sure it stays within the company's risk appetite. Key Responsibilities Create models to value complex structured transactions involving physical and implied optionality in the energy space, e.g. regassification terminal, gas & oil storage, gas & power transport, etc Work with trading and … other risk functions to ensure complex exposures are appropriately captured and represented, taking into account materiality and resources required to develop the model Participate in the assessment of new businesses and new transactions where modelling might be required Work with Credit Risk department for the development of complex derived credit metrics (e.g. PFE) and the ad-hoc assessment More ❯

and a major international banking establishment. It has close to 185,000 employees in 65 countries. In Spain we are more than 5,100 employees within 13 business lines. RISK HUB RISK is an integrated and independent control function of the BNP Paribas Group. It is the second line of defense on the risk management activities of … the Group which are under its direct responsibilities, including credit and counterparty risk, market risk, funding and liquidity risk, interest rate and foreign exchange risks in the banking book, insurance risk, operational risk, and environmental and social risks. RISK aims at being a partner of the businesses by contributing to their sustainable development, but … also a gatekeeper to ensure risks taken remain compatible with the Group's Risk Appetite and its strategy. RISK Iberian Hub Madrid is a transversal platform servicing the RISK Function by covering added-value activities around credit risk, market risk, operational risk and data protection. Offering a wide range of services to RISK More ❯

Quantitative Risk Analyst - Commodities Millennium Partners is a multi-strategy hedge fund investing in a broad range of asset types including: Equities, Commodities, and Fixed Income products. The firm is looking to recruit a Quantitative Risk Analyst in the Risk Management team in charge of covering the fund’s Global Commodities & Quant Futures …/FX strategies. General Information Hiring Department/Group: Risk Management Job Title: Quant Risk Analyst/Manager (dependent on years of experience) Office Location: London Job Function Summary The Quant Risk Analyst will help analyze & monitor the Millennium’s Commodities risk, build quantitative models for performance & risk analysis, and participate in … the implementation of add-hoc simulation models for risk measurement (e.g. VaR improvement, scenario analysis etc.). Principal Responsibilities Build data analysis models to identify patterns in portfolio managers performance and highlight top pnl and risk drivers (eg factor models, risk decomposition) Design and implementation of risk and scenario GUI/visualization tools (dashboards). Development More ❯

The primary mandate ofModel Validation Team is to manage risk that arises from models used in the firm throughout its range of businesses, including models used for derivatives valuation, market and credit risk management, liquidity, and capital computations. The team is responsible for independently reviewing models for validity, theoretical consistency and implementation accuracy, as well as assessing the … risk associated with model choice. Role Jefferies is looking for a Vice President Quantitative Analyst to join our Model Validation function. Key Responsibilities Perform independent validation and approval of models, including raising and managing model validation findings Conduct annual review and revalidation of existing models Provide effective challenge to model assumptions, mathematical formulation, and implementation Assess and … quantify the model risk arising from model limitations, to inform stakeholders of their risk profile and development of compensating controls Contribute to strategic, cross-functional initiatives within the model risk team Oversee ongoing model performance monitoring, including benchmarking, process verification and outcome analysis performed by model developers Communicate the results of model validation activities, model limitations and More ❯

Quantitative Analyst - Market Risk (4680) Forvis Mazars is an engine for rapid and consistent career progression, offering individually designed career paths that help you pursue your interests, match your changing needs, and explore your true potential. We work with diverse, prestigious clients across a range of sectors and geographies, giving you the opportunity to constantly update and … grow your skills for lifelong professional development. Due to the continued growth of our FS Risk Consulting Department, we are looking for a Quantitative Analyst to join the Quantitative Finance Team based in London. You will mainly interact with banks but also insurance companies, large corporates and service companies on a variety of projects. About the … role Contribute in small and large-sized multidisciplinary engagement teams delivering quantitative finance projects for clients: Cross-asset derivative pricing including valuation adjustments (XVA). Calibration of models using best industry practices Model validation for small to large size clients, for quantitative risk management models such as (PD/LGD, VaR, Expected Shortfall, EPE/PFE) Implementation More ❯

Social network you want to login/join with: Quantitative Risk Analyst, London (City of London) Client: InterQuest Group Location: London (City of London), United Kingdom Job Category: Other EU work permit required: Yes Job Views: 3 Posted: 16.06.2025 Expiry Date: 31.07.2025 Job Description: We're Hiring! | Quantitative Risk Analyst Up to … 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 looking 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 quality remediation Supporting model calibration and ongoing reviews Your More ❯

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 … 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 ❯

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 … 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 ❯

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 … 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 ❯

details Location : London Date Posted : 10 January 2018 Category : Investment Job Type : Permanent Job ID : J16829 Description An exciting opportunity to join a prestigious asset manager in the global risk team. As part of a small team, this role will provide day-to-day risk management support for the Portfolio Managers, primarily covering equity funds. Additionally, this role … further development of systems and processes within the firm. Key Responsibilities: Provide portfolio analysis to ensure that Portfolio Managers understand the different risks in the market Participate in monthly risk management meetings with Portfolio Managers Process and understand risk predictions made by risk models Initially assist with running of, but increasingly develop, risk-management processes and … be able to liaise with IT developers to implement the building of risk-management systems 50/50 split between assisting the team with day-to-day duties and project-based development tasks Candidate Profile: Minimum 3 years relevant experience in an investment risk function in an asset management environment, ideally with experience in equities Strong understanding of More ❯

An exciting opportunity to join a prestigious asset manager in the Fixed Income investment risk team. As part of a small team, this role will provide day-to-day risk management support for the Portfolio Managers, covering fixed income strategies. Additionally, this role will play an active role in various quantitative projects. Key Responsibilities: Daily risk management of several fixed income portfolios to ensure that Portfolio Managers understand the different risks in the market Participate in monthly risk management meetings with Portfolio Managers Process and understand risk predictions made by risk models Implement practical machine learning and AI applications covering risk management, portfolio construction and market insights Conduct analysis of portfolio … exposure, performance and key market drivers Candidate Profile: Ideally 2-4 years work experience in a quantitative role Strong understanding of machine learning techniques Strong interpersonal skills with ability to effectively communicate and influence senior stakeholders Excellent programming skills (Python, R and/or SQL) Enthusiasm to research and explore new techniques and drive implementation Note, this is a More ❯