What Jobs are available for Risk Management in Bristol?
Showing 12 Risk Management jobs in Bristol
Senior Quantitative Analyst - Risk Management
BS1 1AA Bristol, South West
£80000 Annually
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Job Description
Our client, a leading financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their remote-based risk management team. This is a critical role focused on developing and implementing sophisticated quantitative models to assess and mitigate financial risks across the organisation. You will be responsible for designing, testing, and deploying complex statistical and mathematical models for areas such as credit risk, market risk, and operational risk. The ideal candidate will possess a deep understanding of financial markets, statistical modelling, and programming languages commonly used in quantitative finance. A PhD or Master's degree in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Computer Science is highly preferred. Proven experience in risk modelling within the banking or financial services sector is essential. Key responsibilities include data analysis, model validation, backtesting, and regulatory compliance reporting. You will work closely with business stakeholders to understand risk appetite and translate complex analytical findings into actionable insights. The ability to communicate technical concepts clearly to non-technical audiences is crucial. This role requires strong problem-solving skills, meticulous attention to detail, and the capacity to work independently and efficiently in a remote setting. We are looking for a driven individual who is passionate about quantitative finance and committed to upholding the highest standards of risk management. You will be instrumental in enhancing the firm's risk management capabilities and ensuring financial stability.
Key Responsibilities:
Key Responsibilities:
- Develop, implement, and validate quantitative risk models.
- Conduct statistical analysis of large datasets to identify risk drivers.
- Perform backtesting and stress testing of models.
- Contribute to regulatory reporting and compliance efforts.
- Collaborate with business units to define risk management requirements.
- Communicate complex quantitative concepts to stakeholders.
- Stay abreast of industry best practices and regulatory changes.
- Research and implement new quantitative methodologies.
- Contribute to the enhancement of risk management frameworks.
- Mentor junior quantitative analysts.
- PhD or Master's degree in a quantitative field (Mathematics, Statistics, Physics, Economics, etc.).
- Extensive experience as a Quantitative Analyst in financial services.
- Strong expertise in risk management modelling (credit, market, operational).
- Proficiency in programming languages such as Python, R, C++, or MATLAB.
- Solid understanding of statistical techniques and econometrics.
- Excellent analytical, problem-solving, and critical thinking skills.
- Ability to work independently in a remote environment.
- Strong communication and presentation skills.
- Knowledge of financial regulations (e.g., Basel III).
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0
Senior Quantitative Analyst (Risk Management)
BS1 4QZ Bristol, South West
£70000 Annually
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Job Description
Our client, a leading financial institution with a significant presence in Bristol, South West England, UK , is seeking an accomplished Senior Quantitative Analyst specializing in Risk Management. This hybrid role is integral to developing and implementing sophisticated mathematical models and analytical frameworks to identify, measure, and manage financial risks across the organization. The ideal candidate will possess a deep understanding of financial markets, derivatives, statistical modeling, and risk management principles. Responsibilities include developing, validating, and implementing quantitative models for market risk, credit risk, and operational risk; performing backtesting and sensitivity analysis; and contributing to regulatory compliance efforts. You will work closely with trading desks, risk management teams, and IT departments to ensure the accuracy and effectiveness of risk measurement systems. Strong programming skills in languages such as Python, R, C++, or Java, coupled with extensive experience in financial modeling and statistical software, are essential. This position requires exceptional analytical prowess, meticulous attention to detail, and the ability to communicate complex quantitative concepts clearly to both technical and non-technical audiences. A proven track record of delivering high-quality risk management solutions and a commitment to continuous learning in a rapidly evolving financial landscape are vital. This is an outstanding opportunity for a talented quantitative professional to make a significant impact within a reputable financial organization, contributing to robust risk management practices and strategic decision-making. The hybrid work model offers a balance of focused remote work and essential in-person collaboration, fostering team synergy and knowledge sharing. Experience with Basel III/IV regulations and stress testing methodologies is highly advantageous. You will be expected to contribute to the enhancement of risk models and systems and stay abreast of industry best practices.
Responsibilities:
Responsibilities:
- Develop, validate, and implement quantitative models for market, credit, and operational risk.
- Design and execute stress testing and scenario analysis frameworks.
- Perform backtesting and sensitivity analysis on risk models to ensure accuracy and robustness.
- Contribute to regulatory reporting requirements (e.g., VaR, Expected Shortfall, CVA).
- Collaborate with IT teams to deploy and maintain risk management systems and infrastructure.
- Work closely with business lines to understand their risk profiles and provide analytical support.
- Stay abreast of financial market developments, regulatory changes, and new modeling techniques.
- Communicate complex quantitative findings and recommendations to senior management and stakeholders.
- Develop and maintain comprehensive documentation for all models and analytical processes.
- Identify opportunities for model enhancement and process improvement.
- Ensure compliance with internal policies and external regulations.
- Mentor junior analysts and contribute to team development.
- Master's or Ph.D. in a quantitative field such as Finance, Mathematics, Statistics, Physics, or Computer Science.
- Proven experience in quantitative risk management within the financial services industry.
- Strong expertise in financial modeling, statistical analysis, and programming (Python, R, C++, Java).
- In-depth knowledge of financial instruments, derivatives, and market dynamics.
- Experience with risk management software and regulatory frameworks (e.g., Basel III/IV).
- Excellent analytical, problem-solving, and critical thinking skills.
- Superb written and verbal communication skills, with the ability to explain complex concepts clearly.
- Ability to work effectively in a hybrid environment, balancing independent and collaborative work.
- Detail-oriented with a strong commitment to accuracy and quality.
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1
Senior Quantitative Analyst - Risk Management
BS1 4BS Bristol, South West
£70000 Annually
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Job Description
Our client, a prestigious financial institution, is seeking a highly skilled Senior Quantitative Analyst to join their remote-first Risk Management team. This position is critical for developing and implementing sophisticated mathematical models and analytical tools to assess and manage financial risks. The ideal candidate will possess a deep understanding of financial markets, statistical modeling, and programming, with extensive experience in quantitative finance and risk analysis. You will be responsible for designing, testing, and deploying complex models for credit risk, market risk, and operational risk, ensuring compliance with regulatory requirements. Responsibilities include data analysis, model validation, scenario analysis, and providing expert insights to senior management. The role demands a rigorous analytical approach, excellent problem-solving skills, and the ability to communicate complex quantitative concepts clearly and effectively to both technical and non-technical audiences. As a fully remote employee, you will leverage advanced collaboration tools and demonstrate strong self-discipline and initiative. This is an exceptional opportunity to contribute to the stability and integrity of the financial markets, working on challenging and impactful projects within a supportive and technologically advanced environment. Your expertise will be essential in navigating the complexities of modern financial risk.
Key Responsibilities:
Key Responsibilities:
- Develop, implement, and validate quantitative models for financial risk assessment (credit, market, operational).
- Analyze large financial datasets to identify risk factors and trends.
- Conduct scenario analysis and stress testing to evaluate portfolio risk.
- Ensure models comply with regulatory requirements (e.g., Basel, FRTB).
- Collaborate with trading, risk management, and IT teams to integrate models and solutions.
- Prepare comprehensive model documentation and validation reports.
- Stay current with industry best practices, regulatory changes, and emerging quantitative techniques.
- Provide quantitative support and expertise to various business units.
- Develop and maintain efficient code for model implementation and back-testing.
- Contribute to the strategic direction of the risk management function.
- Master's degree or PhD in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Finance.
- Minimum of 5 years of experience in quantitative analysis or risk management within the financial services industry.
- Proven expertise in developing and validating financial risk models.
- Strong programming skills in languages like Python, R, C++, or Java.
- Solid understanding of financial markets, derivatives, and statistical modeling techniques.
- Experience with financial databases and data manipulation tools.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong written and verbal communication skills, with the ability to explain complex concepts clearly.
- Familiarity with regulatory frameworks relevant to financial risk management.
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2
Senior Actuarial Analyst - Risk Management
BS1 4DG Bristol, South West
£75000 Annually
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Job Description
Our client is a leading innovator in the insurance sector, seeking a highly analytical and detail-oriented Senior Actuarial Analyst to join their fully remote risk management division. This position offers the flexibility to work from any location, collaborating with a global team through advanced digital communication tools. You will play a crucial role in assessing and managing financial risks, developing sophisticated pricing models, and contributing to the strategic solvency and capital management of the organization. The ideal candidate possesses a strong actuarial background, advanced quantitative skills, and a proven ability to apply actuarial principles to complex insurance scenarios.
Key Responsibilities:
Key Responsibilities:
- Develop, implement, and refine actuarial models for pricing, reserving, and capital management.
- Conduct in-depth analysis of insurance data to identify trends, assess risk exposures, and inform strategic decisions.
- Perform financial forecasting and solvency assessments in compliance with regulatory requirements.
- Collaborate with underwriters, claims specialists, and finance teams to ensure accurate risk assessment and pricing.
- Develop and maintain documentation for actuarial models and processes.
- Present complex actuarial findings and recommendations to senior management and stakeholders.
- Stay current with actuarial best practices, industry trends, and regulatory changes.
- Mentor junior actuarial analysts and contribute to their professional development.
- Assist in the implementation and enhancement of actuarial software and systems.
- Contribute to strategic planning related to product development and risk appetite.
- Actuarial qualification (e.g., FIA, FSA, or equivalent) or be well advanced in the examination process.
- Minimum of 5-7 years of relevant actuarial experience in the insurance industry.
- Strong proficiency in actuarial modeling software (e.g., Prophet, GGY AXIS) and data analysis tools (e.g., SQL, R, Python).
- In-depth understanding of insurance principles, pricing methodologies, reserving techniques, and solvency regulations (e.g., Solvency II).
- Excellent analytical, quantitative, and problem-solving skills.
- Strong communication and presentation skills, with the ability to explain complex technical concepts to non-technical audiences.
- Proven ability to work independently and collaboratively in a remote team environment.
- High level of accuracy and attention to detail.
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3
Senior Quantitative Analyst (Risk Management)
BS1 6DG Bristol, South West
£80000 annum + bon
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Posted today
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Job Description
Our client, a prestigious international bank, is seeking a highly skilled Senior Quantitative Analyst to join their dynamic risk management team in Bristol, South West England, UK . This role requires a sophisticated understanding of financial markets, complex derivatives, and advanced statistical modeling techniques. You will be responsible for developing, implementing, and maintaining quantitative models for pricing, risk assessment, and hedging of various financial instruments, including equities, fixed income, and derivatives. The successful candidate will work closely with trading desks, risk officers, and IT departments to ensure the accuracy and effectiveness of risk models and reports. Key responsibilities include researching and implementing new pricing methodologies, performing model validation, contributing to regulatory reporting, and providing quantitative support for new product development. A strong background in mathematics, statistics, physics, or a related quantitative field is essential, typically evidenced by a Master's degree or PhD. Proficiency in programming languages such as Python, C++, or R, and experience with financial libraries and databases are required. You should have a solid understanding of market risk, credit risk, and operational risk frameworks. Excellent analytical, problem-solving, and communication skills are critical, as you will need to explain complex quantitative concepts to non-technical stakeholders. Experience with regulatory requirements (e.g., Basel III, FRTB) is a significant advantage. This is a challenging and rewarding opportunity to contribute to critical decision-making processes within a leading financial institution. The position is based in our client's modern offices in Bristol, offering a collaborative work environment and excellent career progression opportunities.
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4
Senior Quantitative Analyst - Risk Management
BS1 4QA Bristol, South West
£70000 Annually
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Job Description
Our client, a prestigious investment bank located in Bristol, South West England, UK , is seeking a highly analytical and experienced Senior Quantitative Analyst to join their dynamic Risk Management division. This pivotal role will involve developing and implementing sophisticated mathematical models and statistical techniques to assess and manage financial risks across various asset classes. You will be responsible for analyzing complex financial data, creating risk metrics, and providing insights to support strategic decision-making.
Key responsibilities include:
The ideal candidate will possess a Master's or PhD in a quantitative field such as Mathematics, Statistics, Physics, Finance, or Computer Science. A minimum of 5 years of relevant experience in quantitative analysis, risk management, or financial modeling within the banking or financial services industry is essential. Strong programming skills in Python, R, or C++ are required, along with a solid understanding of financial markets and instruments. Excellent analytical, problem-solving, and communication skills are paramount. Experience with large datasets and database technologies is advantageous. This role offers a hybrid working arrangement, blending essential office-based collaboration with the flexibility of remote work. The ability to explain complex quantitative concepts to non-technical audiences is crucial.
Key responsibilities include:
- Developing, validating, and implementing quantitative models for market risk, credit risk, operational risk, and other financial risks.
- Performing complex data analysis using statistical software and programming languages (e.g., Python, R, C++).
- Designing and building risk measurement frameworks and tools.
- Conducting stress testing and scenario analysis to assess portfolio resilience.
- Contributing to the development of regulatory compliance models (e.g., Basel III/IV, FRTB).
- Collaborating with traders, portfolio managers, and other stakeholders to understand risk exposures and requirements.
- Producing clear and concise reports and presentations on risk analysis findings for senior management and regulatory bodies.
- Staying abreast of financial market developments, regulatory changes, and new quantitative methodologies.
- Mentoring junior analysts and contributing to the team's technical expertise.
- Ensuring the accuracy and integrity of risk data and model outputs.
The ideal candidate will possess a Master's or PhD in a quantitative field such as Mathematics, Statistics, Physics, Finance, or Computer Science. A minimum of 5 years of relevant experience in quantitative analysis, risk management, or financial modeling within the banking or financial services industry is essential. Strong programming skills in Python, R, or C++ are required, along with a solid understanding of financial markets and instruments. Excellent analytical, problem-solving, and communication skills are paramount. Experience with large datasets and database technologies is advantageous. This role offers a hybrid working arrangement, blending essential office-based collaboration with the flexibility of remote work. The ability to explain complex quantitative concepts to non-technical audiences is crucial.
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5
Senior Quantitative Analyst (Risk Management)
BS1 6DG Bristol, South West
£80000 Annually
WhatJobs Direct
Posted today
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Job Description
Our client, a prestigious financial institution in Bristol, South West England , is seeking an accomplished Senior Quantitative Analyst to join their sophisticated Risk Management division. This role offers a hybrid working model, combining the flexibility of remote work with the collaboration of office-based interactions. You will be at the forefront of developing and implementing advanced quantitative models for market risk, credit risk, and operational risk assessment. This position requires a deep understanding of financial markets, sophisticated mathematical modelling techniques, and proficiency in programming languages commonly used in quantitative finance.
Responsibilities:
Responsibilities:
- Develop, validate, and implement quantitative models for risk measurement and management (e.g., VaR, Expected Shortfall, CVA, credit risk models).
- Design and build sophisticated financial models using statistical, mathematical, and machine learning techniques.
- Conduct rigorous back-testing and stress-testing of models to assess their performance and limitations.
- Collaborate closely with risk managers, traders, and IT departments to understand business needs and translate them into quantitative solutions.
- Develop and maintain robust codebases in languages such as Python, R, C++, or MATLAB.
- Analyse large datasets to identify patterns, correlations, and insights relevant to risk assessment.
- Prepare comprehensive documentation of models, methodologies, and validation results.
- Present complex quantitative findings to senior management and regulatory bodies in a clear and concise manner.
- Stay abreast of regulatory changes (e.g., Basel III/IV) and industry best practices in quantitative risk management.
- Mentor junior quantitative analysts and contribute to the team's technical development.
- Identify opportunities for model enhancement and innovation.
- Master's or PhD in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Computer Science.
- 5+ years of relevant experience in quantitative analysis, risk management, or financial modeling within the banking or financial services industry.
- Strong expertise in statistical modelling, time series analysis, and probability theory.
- Proficiency in programming languages commonly used in quantitative finance (e.g., Python with libraries like NumPy, Pandas, Scikit-learn; R; C++; MATLAB).
- Experience with financial markets, derivatives, and various asset classes.
- Solid understanding of risk management principles and regulatory frameworks (e.g., Basel Accords).
- Excellent analytical, problem-solving, and critical thinking skills.
- Ability to communicate complex technical concepts to non-technical audiences.
- Experience with data visualisation tools is a plus.
- Strong attention to detail and a commitment to producing high-quality work.
- Ability to work effectively both independently and as part of a collaborative team in a hybrid work environment.
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6
Senior Quantitative Analyst (Risk Management)
BS1 4DQ Bristol, South West
£75000 Annually
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Posted today
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Job Description
Our client, a leading financial institution, is seeking a highly skilled and experienced Senior Quantitative Analyst (Risk Management) to join their globally distributed, remote-first team. This pivotal role will involve developing and implementing sophisticated quantitative models to assess and manage financial risks across various asset classes. You will be at the forefront of financial innovation, contributing to robust risk frameworks and providing critical insights to senior stakeholders. This is an exceptional opportunity to leverage your analytical prowess in a flexible, remote working environment.
Your responsibilities will encompass:
Your responsibilities will encompass:
- Designing, developing, validating, and implementing quantitative models for market risk, credit risk, and operational risk assessment.
- Performing complex statistical analysis and data mining on large financial datasets to identify risk patterns and potential vulnerabilities.
- Collaborating with business units to understand their risk exposures and provide tailored quantitative solutions.
- Conducting back-testing and stress testing of models to ensure their accuracy and effectiveness under various market conditions.
- Contributing to the development and enhancement of risk management policies and procedures.
- Producing clear and concise documentation of models, methodologies, and results for regulatory bodies and internal stakeholders.
- Staying abreast of the latest developments in financial engineering, econometrics, and regulatory requirements.
- Mentoring junior analysts and contributing to the overall technical growth of the quantitative analytics team.
- Assisting in the development of risk reporting tools and dashboards for executive management.
- Engaging with technology teams to implement models and ensure efficient data flows.
- Master's degree or PhD in a quantitative field such as Finance, Economics, Mathematics, Physics, or Statistics.
- Minimum of 6 years of progressive experience in quantitative analysis within the banking or financial services industry, with a strong focus on risk management.
- Deep understanding of financial markets, derivatives, and risk management principles (e.g., VaR, CVA, FRTB).
- Proficiency in programming languages commonly used in quantitative finance, such as Python, R, C++, or MATLAB.
- Expertise in statistical modeling, machine learning techniques, and data analysis tools.
- Experience with financial databases and data manipulation techniques.
- Excellent communication and presentation skills, with the ability to explain complex technical concepts to non-technical audiences.
- Proven ability to work independently and as part of a remote team, demonstrating strong self-discipline and organisational skills.
- Familiarity with regulatory frameworks (e.g., Basel Accords, Dodd-Frank) is highly desirable.
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7
Remote Senior Actuarial Analyst - Risk Management
BS1 4DJ Bristol, South West
£70000 Annually
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Job Description
Our client, a prominent insurance provider known for its innovative risk management strategies, is seeking a highly experienced Senior Actuarial Analyst for a fully remote position. This pivotal role involves leveraging advanced analytical techniques to assess and manage financial risks within the insurance portfolio. You will be instrumental in developing sophisticated models, performing complex calculations, and providing critical insights to inform strategic decision-making. Responsibilities include pricing new insurance products, evaluating reserves, forecasting financial performance, and ensuring regulatory compliance. You will work with large datasets, utilising actuarial software and programming languages (e.g., R, Python, SQL) to perform data manipulation, analysis, and modelling. A key aspect of this role is the ability to translate complex actuarial findings into clear, actionable recommendations for senior management and other stakeholders, all conducted through virtual communication channels. The ideal candidate will be a fully qualified actuary (or very close to qualification) with extensive experience in general insurance or life insurance. Proven expertise in actuarial modelling, statistical analysis, and risk assessment is essential. Strong programming skills and experience with actuarial software are highly desirable. You must possess excellent analytical and problem-solving abilities, with a meticulous attention to detail and a commitment to accuracy. Exceptional communication and presentation skills are required to effectively convey technical information to diverse audiences in a remote setting. This is a fantastic opportunity to make a significant impact on the financial health and strategic direction of a leading insurance company, all while enjoying the flexibility of a remote work arrangement.
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8
Lead Quantitative Analyst (Quant) - Risk Management (Remote)
BS1 3JQ Bristol, South West
£80000 Annually
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Job Description
Our client is seeking a highly experienced Lead Quantitative Analyst to join their elite, fully remote finance team. This pivotal role involves developing and implementing sophisticated mathematical models and analytical tools to assess and manage financial risks. You will be instrumental in shaping the firm's risk strategy, leveraging your deep understanding of financial markets, statistics, and programming to provide critical insights and solutions.
Key Responsibilities:
Key Responsibilities:
- Develop, validate, and implement complex quantitative models for risk assessment, including market risk, credit risk, and operational risk.
- Design and build robust analytical frameworks and algorithms using statistical and machine learning techniques.
- Perform in-depth data analysis on large financial datasets to identify trends, patterns, and potential risks.
- Collaborate closely with traders, portfolio managers, and compliance officers to understand their risk management needs and provide quantitative solutions.
- Communicate complex quantitative concepts and findings clearly and concisely to both technical and non-technical stakeholders in a remote setting.
- Stay abreast of regulatory changes and industry best practices in financial risk management.
- Mentor and guide junior quantitative analysts, fostering their development and ensuring high-quality output.
- Contribute to the strategic direction of the firm's risk management framework.
- Develop and maintain documentation for models, methodologies, and processes.
- Ensure the integrity and accuracy of all quantitative analyses and risk assessments.
- Master's or Ph.D. in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, Computer Science, or Economics.
- Minimum of 8 years of experience in quantitative analysis, financial modeling, or risk management within the financial services industry.
- Proven expertise in developing and implementing quantitative models, including VaR, Monte Carlo simulations, and derivatives pricing.
- Strong programming skills in languages such as Python, C++, R, or MATLAB.
- Deep understanding of financial markets, instruments, and risk management principles.
- Experience with big data technologies and statistical/machine learning techniques is highly advantageous.
- Excellent analytical, problem-solving, and critical thinking skills.
- Exceptional communication and presentation skills, with the ability to convey complex ideas effectively.
- Demonstrated leadership experience and the ability to mentor junior team members.
- Ability to work independently and collaboratively in a fully remote environment.
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