144 Risk Management Associate jobs in the United Kingdom

Financial Risk – Quantitative Analyst

I’m currently recruiting for a Financial Risk professional who has strong 2nd LOD experience combined with recent clearing exposure.The role will engage regularly with the 1st LOD and require you to provide guidance and challenge.Broad exposure across market, liquidity and counterparty risk is desired and strong IT skills including Python are required.

Although the official job title is Quant Analyst, this role would suit a 2nd LOD Risk professional who is keen to develop in the quantitative space.

Please not, the clearing component is essential and non-negotiable. Please get in touch for further details.

A fantastic opportunity to join a leading insurance organisation as a Senior Risk Manager, supporting the CRO in enhancing and embedding a robust Financial Risk Management framework.

This senior role covers key areas including underwriting, capital, market, and credit risk, with regular exposure to the UK Executive team and senior leadership.

You'll work cross-functionally with teams across Actuarial, Underwriting, and Finance, guiding risk appetite, providing oversight and challenge, and shaping key risk mitigation strategies.

Collaborating with group-level risk teams and ensuring alignment with industry best practice, this is a high-impact role for someone ready to influence decision-making at the highest level.

For more information please feel free to reach out.

A fantastic opportunity to join a leading insurance organisation as a Senior Risk Manager, supporting the CRO in enhancing and embedding a robust Financial Risk Management framework.

This senior role covers key areas including underwriting, capital, market, and credit risk, with regular exposure to the UK Executive team and senior leadership.

You'll work cross-functionally with teams across Actuarial, Underwriting, and Finance, guiding risk appetite, providing oversight and challenge, and shaping key risk mitigation strategies.

Collaborating with group-level risk teams and ensuring alignment with industry best practice, this is a high-impact role for someone ready to influence decision-making at the highest level.

For more information please feel free to reach out.

Financial Risk – Quantitative Analyst

I’m currently recruiting for a Financial Risk professional who has strong 2nd LOD experience combined with recent clearing exposure.The role will engage regularly with the 1st LOD and require you to provide guidance and challenge.Broad exposure across market, liquidity and counterparty risk is desired and strong IT skills including Python are required.

Although the official job title is Quant Analyst, this role would suit a 2nd LOD Risk professional who is keen to develop in the quantitative space.

Please not, the clearing component is essential and non-negotiable. Please get in touch for further details.

• Develop and implement comprehensive financial risk management frameworks, policies, and procedures across the organization.
• Identify, assess, and monitor market risk, credit risk, liquidity risk, operational risk, and other relevant financial risks.
• Conduct stress testing and scenario analysis to evaluate the firm’s resilience to adverse market conditions.
• Develop and validate risk models, including VaR, Monte Carlo simulations, and other quantitative risk measures.
• Ensure compliance with relevant regulatory frameworks (e.g., Basel III/IV, CRR, Solvency II where applicable) and internal risk policies.
• Prepare and present risk reports, analysis, and recommendations to senior management, the board, and regulatory bodies.
• Collaborate with business units to embed risk management principles into decision-making processes.
• Manage and mentor a team of risk analysts and specialists.
• Stay abreast of market developments, regulatory changes, and emerging risks in the financial services industry.
• Lead internal and external risk audits and ensure timely remediation of findings.
• Contribute to the development of the firm's risk appetite statement and key risk indicators (KRIs).
• Promote a strong risk culture throughout the organization.

• Master's degree in Finance, Economics, Mathematics, Statistics, or a related quantitative field.
• A minimum of 7 years of progressive experience in financial risk management within the banking or financial services sector.
• Proven expertise in risk modeling, quantitative analysis, and financial risk assessment techniques.
• In-depth knowledge of financial markets, instruments, and regulatory requirements.
• Strong understanding of risk management frameworks (e.g., COSO ERM) and regulations.
• Excellent analytical, problem-solving, and critical thinking skills.
• Proficiency in risk management software and tools, as well as data analysis languages (e.g., R, Python, SQL).
• Exceptional communication, presentation, and interpersonal skills, with the ability to influence stakeholders at all levels.
• Leadership experience, with a proven ability to manage and develop a team.
• Professional certifications such as FRM, CFA, or PRM are highly desirable.

• Identify, assess, and quantify financial risks across the organization.
• Develop, validate, and implement quantitative risk models.
• Conduct stress testing and scenario analysis to evaluate resilience.
• Monitor and report on key risk indicators (KRIs) and emerging risks.
• Ensure compliance with relevant financial regulations and reporting requirements (e.g., Basel, Solvency II).
• Prepare comprehensive risk reports and presentations for senior management and board committees.
• Collaborate with business units to embed risk management practices.
• Provide expert advice on risk mitigation strategies and controls.
• Maintain and enhance the firm's risk management framework.
• Analyze market data, economic trends, and portfolio performance.
• Contribute to the development of new risk management policies and procedures.
• Mentor and guide junior risk analysts.
• Participate in internal and external audits related to risk management.

• Master's degree in Finance, Economics, Mathematics, Statistics, or a related quantitative field.
• Minimum of 5 years of experience in financial risk management, quantitative analysis, or a similar role.
• Strong understanding of financial markets, instruments, and risk management principles.
• Proven experience with risk modeling techniques (e.g., VaR, Monte Carlo simulations).
• Proficiency in statistical software and programming languages such as R, Python, or SAS.
• Knowledge of relevant financial regulations.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication, presentation, and interpersonal skills.
• Ability to work independently and manage multiple priorities in a hybrid work environment.
• Relevant professional certifications (e.g., FRM, PRM) are a plus.

• Identifying, assessing, and monitoring various financial risks, including credit, market, and operational risk.
• Developing, validating, and implementing risk management models and methodologies.
• Conducting stress testing and scenario analysis to evaluate the bank's resilience.
• Analyzing financial data and market trends to identify emerging risks and opportunities.
• Ensuring compliance with relevant financial regulations (e.g., Basel III, CRD IV).
• Preparing comprehensive risk reports and presentations for senior management and regulatory bodies.
• Collaborating with business units to implement risk mitigation strategies and controls.
• Contributing to the development and enhancement of the bank's risk appetite framework.
• Providing guidance and training to junior risk analysts.
• Staying updated on industry best practices and changes in the regulatory landscape.

• Develop and implement risk management frameworks and policies.
• Conduct quantitative analysis of market risk, credit risk, operational risk, and liquidity risk.
• Build and maintain sophisticated financial models to assess potential risks and their impact.
• Monitor economic conditions and regulatory changes to identify emerging risks.
• Prepare comprehensive risk reports for senior management and regulatory bodies.
• Collaborate with various departments to integrate risk management principles into business strategies.
• Stress testing and scenario analysis to evaluate the resilience of the firm's financial position.
• Identify opportunities for risk mitigation and control enhancements.
• Stay current with industry best practices and regulatory requirements in financial risk management.
• Contribute to the development and improvement of risk management tools and systems.

• Master's degree in Finance, Economics, Mathematics, Statistics, or a related quantitative field.
• Minimum of 6 years of experience in financial risk management, preferably within a banking or investment firm.
• Strong knowledge of financial instruments, markets, and regulatory frameworks (e.g., Basel Accords).
• Expertise in quantitative modeling techniques and statistical analysis.
• Proficiency in programming languages such as Python or R, and database querying languages like SQL.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and interpersonal skills, with the ability to present complex information clearly.
• Experience with risk management software and platforms.
• Ability to work effectively in both individual and team settings, including hybrid environments.