Senior Quantitative Risk Analyst - Fixed Income London - eFinancialCareers : Job Details

We are seeking an experienced and highly skilled Senior Quantitative Risk Analyst to join the global quant team of a leading global asset management firm. This is a senior-level role, equivalent to Senior Director, where you will have the opportunity to lead and grow a team while contributing to the firm’s portfolio construction and risk strategies.

Key Responsibilities

• Collaborate closely with portfolio managers to develop and enhance risk models and tools.
• Influence portfolio construction decisions through investment-related risk analysis.
• Lead efforts to build and expand the UK-based risk team, driving its growth and strategic direction.
• Engage in tactical asset allocation and provide insights into market trends such as credit cycles, interest rates, and market dynamics.
• Contribute to multi-factor risk modeling, sector analysis, and relative value modeling for fixed income.
• Develop and refine models to determine returns, attribution, and risk exposure.

Technical Skill Set

• Strong programming skills in Python or R.
• Expertise in statistical research, optimisation, and multi-factor risk models.
• Deep understanding of fixed income markets, including corporate bonds, interest rate futures, ETFs, CDX, and total return swaps.
• Familiarity with credit curve fitting, bond pricing, and structured credit (e.g., CMBS, RMBS, CLOs) is highly desirable.
• Knowledge of simple derivatives and their role in portfolio construction and risk management.

Why Join?

• Leadership Opportunity: Take on a senior role with the responsibility to grow and develop the UK-based risk team.
• Growth and Impact: Be part of an exciting team expansion in the UK, with the freedom to influence and shape the team’s development.
• Global Collaboration: Work closely with a highly experienced US-based team, with opportunities for international mobility within the firm.
• Supportive Environment: Join a team with exceptional tenure—many members have been with the firm for 10+ years, ensuring a wealth of expertise and mentorship.
• Innovative Role: Combine quantitative expertise with a deep understanding of markets, contributing directly to portfolio construction and risk strategy.

Ideal Candidate Profile

• 8–12 years of experience in quantitative research & risk analysis within fixed income.
• Proven ability to lead and grow teams, with a track record of mentoring and managing junior team members.
• Strong background in corporate bond markets, interest rates, and cash bonds.
• Ability to interact with investment teams and provide actionable insights based on market analysis.
• A proactive problem-solver with strong communication skills and a passion for financial markets.

The ideal candidate will have a PHD/MSC in a highly quantitative discipline.

What to Expect

This is not a traditional risk reporting or VAR calculation role. Instead, it focuses on investment-related risk, portfolio construction, and strategic thinking. The successful candidate will have significant exposure to portfolio managers and the opportunity to build and lead a team, making a meaningful impact on the firm's investment processes.

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