Job Description

We are looking for a highly analytical and driven Quantitative Risk Analyst to join the core risk function of an elite quantitative hedge fund. In this role, you will sit at the crossroads of finance and data science, working alongside world-class portfolio managers, traders, and software engineers to safeguard the firm’s capital. Your primary objective is to build and implement the mathematical models and simulation frameworks necessary to detect, evaluate, and neutralize risks across a global suite of liquid asset classes.

As a key member of the Risk team, you will move beyond standard reporting to proactively engineer the next generation of risk infrastructure. You will be responsible for translating complex market dynamics into actionable risk metrics, ensuring that the firm’s exposure is always optimized for the prevailing market regime. This position offers a high-performance environment where your quantitative insights directly influence the trading life cycle and firm-wide risk policy.

Key Responsibilities

Model Engineering: Architect and maintain advanced risk models, encompassing comprehensive stress-testing engines and forward-looking scenario analysis platforms.
Real-Time Oversight: Supervise intraday portfolio exposures, focusing on Value-at-Risk ( VaR ), Expected Shortfall, and systemic liquidity and tail-risk indicators.
Diagnostic Analysis: Pinpoint and explain significant risk concentrations and potential model drift or limitations to senior investment committees.
Infrastructure Synergy: Partner with technology and quantitative research teams to upgrade data quality pipelines and enhance the firm’s proprietary risk calculation libraries.
Executive Reporting: Deliver precise, data-driven risk insights and performance attribution for internal stakeholders and executive management.
Governance & Strategy: Lead the continuous refinement of risk limits, internal control policies, and capital allocation frameworks.

Required Qualifications & Experience

Professional Tenure: Up to 2 years of professional experience in market risk, ideally within a Tier-1 investment bank or a global asset manager (graduate rotation experience is highly valued).
Market Mastery: Demonstrated understanding of financial market mechanics across liquid instruments, including Equities, FX, and Futures .
Technical Stack: Advanced proficiency in Python (specifically libraries like Pandas, NumPy, and SciPy); experience with SQL or C++ is an advantage.
Academic Excellence: A degree in a highly quantitative discipline (Mathematics, Physics, Engineering, or Financial Engineering) from a globally recognized top-tier university.
Communication Skills: The ability to simplify and articulate high-level technical concepts for non-specialist decision-makers in a fast-paced environment.

Job Data Table

Category	Details
Company Name	QuanTech Partners (on behalf of a leading Hedge Fund)
Location	London, United Kingdom
Locality	City of London
Country	United Kingdom
City	London
Region	Europe
Job Type	Full-time
Salaries	£80,000 – £100,000 per year
Experience Level	Junior / Early Career (0–2 years)
Travel	Minimal
Language	English
Benefits	Performance bonus, private healthcare, high-performance culture

Skills & Competency Table

Key Skill	Level
Python (Numerical Stack)	Expert
Market Risk Modeling (VaR/ES)	Advanced
Stress Testing & Scenarios	Advanced
Multi-Asset Knowledge	Advanced
Data Infrastructure	Intermediate
Technical Communication	Expert

Salaries Pay Calculator Table

Annual Salary (Base)	Bonus (Est. 20–40%)	Total Compensation	Notes
£80,000	£16,000	£96,000	Competitive entry for top-tier graduate quants.
£90,000	£27,000	£117,000	Median for candidates with 1-2 years of banking experience.
£100,000	£40,000+	£140,000+	Upper-tier for exceptional PhDs or high-pnl teams.

Job Summary

This early-career role involves developing and maintaining risk models for a leading quantitative hedge fund. You will monitor VaR, liquidity, and tail-risk across multi-asset portfolios using Python. Requires up to 2 years of experience in market risk, top-tier academics, and the ability to collaborate with traders and developers in real time.

5 FAQs

What is the background of QuanTech Partners? They are a specialized recruitment firm focused on talent acquisition for elite quantitative trading, fintech, and hedge fund clients.
Is this a remote role? The posting implies a high-performance, collaborative office environment, likely located in London’s financial district.
Do I need a PhD? While not strictly required, “excellent academics from a top-tier university” usually favors candidates with advanced degrees (Masters/PhD) in quantitative fields.
What asset classes will I cover? You will handle a broad range of liquid assets, specifically mentions of Equities, FX, and Futures.
What is the primary coding language? Python is explicitly preferred for building models and interacting with risk infrastructure.

Expert Analysis

In 2026, Quantitative Risk has evolved from a “check-box” function to a competitive advantage. Elite hedge funds now use Machine Learning-driven Stress Testing to anticipate market regime shifts. This role is a perfect launchpad for a junior quant; the exposure to real-time P&L and cross-asset dynamics provides a depth of experience rarely found in traditional banking silos.

Location & Logistics Guide

The role is based in London , the global hub for quantitative finance. Most top-tier funds are located in Mayfair or the City of London . These areas offer unparalleled access to financial networks and are served by major hubs like Liverpool Street and Waterloo. Wikipedia URL:https://en.wikipedia.org/wiki/London

Career Path

A Quantitative Risk Analyst at a hedge fund typically progresses to a Senior Risk Manager or Head of Risk Research . Due to the deep understanding of portfolio construction and market dynamics, many successful quants in this seat eventually transition into Portfolio Management or Quantitative Strategist roles, managing their own capital or alpha signals.

To apply for this job please visit uk.linkedin.com.