The Role
We are looking for a hands-on Quantitative Risk Analyst who can both design risk models and ship production-quality tools; such as:
scenario and stress-testing capabilities
factor based risk decomposition
Your work will directly inform position sizing, hedging and drawdown management across a multi-billion-dollar fixed-income and macro portfolio.
What you’ll do
Working with the Quant Research, Risk Management and Risk Technology teams you will:
Own the full lifecycle of risk analytics from specification to prototyping to production release
Manage our data processing and calculations pipelines by leveraging our available technology stack (AWS, Prefect…)
Drive technical conversations with our Risk Technology team on ingestion and cleanup of risk data
Build lightweight UIs (Dash or Excel/PyXll) so PMs and Risk Managers can consume your analytics with zero friction
Document and present model assumptions, limitations and validation results and tests to our stakeholders
What you’ll bring
A MSc or PhD in a STEM discipline
5y working in a financial institution preferably in a buy-side risk management context
Production python (NumPy/Pandas/SciPy) experience with async or reactive pipelines as a plus
Strong experience working with relational database management systems
Solid mathematics background, particularly statistics
Deep knowledge of interest rate derivatives and risk is a must
Track record of delivering projects from start to finish
Excellent communication skills both verbal and written
Great problem solver
What do we offer
Direct impact: your code hits production daily and drives trading decisions
Modern tooling