8 Risk Management jobs in Bristol

Our client, a distinguished entity within the insurance industry, is actively seeking a highly experienced and strategic Lead Policy Analyst. This position is exclusively remote, allowing you to contribute your expertise from anywhere within the UK. The core focus of this role is to develop, refine, and implement comprehensive insurance policy frameworks, with a particular emphasis on risk management. You will be responsible for analysing emerging risks, evaluating current policy effectiveness, and proposing innovative solutions to enhance our client's risk mitigation strategies. This involves deep dives into regulatory changes, market trends, and actuarial data to ensure our policies remain competitive, compliant, and robust. You will collaborate closely with underwriting, claims, and legal departments, providing critical insights and guidance. The successful candidate will possess a profound understanding of insurance principles, regulatory landscapes, and advanced risk assessment methodologies. This remote role necessitates exceptional self-discipline, strong communication skills for virtual collaboration, and the ability to articulate complex ideas clearly and concisely. You will play a pivotal role in shaping the future of our client's product offerings and their approach to managing complex risks. This includes authoring detailed policy documents, conducting peer reviews, and presenting findings and recommendations to senior management. The ability to mentor junior analysts and foster a culture of continuous improvement is essential. We are looking for a thought leader who can anticipate challenges and proactively develop proactive strategies. The position offers significant autonomy and the chance to influence strategic decision-making within a well-respected organisation. Expertise in a specific insurance line (e.g., professional indemnity, cyber liability) would be advantageous. Join us and contribute to building a more resilient and secure insurance future, all from your chosen remote location, serving our valued client base. We are committed to fostering an environment where expert analysis drives success.
Responsibilities:

• Develop, review, and update insurance policy wordings, focusing on risk management.
• Analyse complex risks and their potential impact on the business.
• Conduct research on regulatory changes and market best practices.
• Provide expert advice to internal stakeholders on policy development and risk mitigation.
• Collaborate with actuarial and underwriting teams to ensure policy viability.
• Author and present comprehensive reports and policy recommendations.
• Mentor and guide junior policy analysts.
• Ensure compliance with all relevant industry regulations.

Qualifications:

• Extensive experience in insurance policy development and analysis.
• Deep knowledge of risk management principles and practices.
• Strong understanding of insurance law and regulatory frameworks.
• Exceptional analytical, research, and writing skills.
• Proven ability to work independently and effectively in a remote environment.
• Excellent communication and interpersonal skills for virtual collaboration.
• Relevant professional qualifications (e.g., ACII, FCII) are highly desirable.

Our client, a leading international bank, is seeking an accomplished and strategic Head of Quantitative Risk Management to lead their critical risk analytics function. This senior role is pivotal in safeguarding the bank's financial health by developing, implementing, and overseeing sophisticated quantitative models and methodologies to identify, measure, and manage a wide spectrum of financial risks. You will be responsible for overseeing the development and validation of models for credit risk, market risk, operational risk, and liquidity risk, ensuring their accuracy, robustness, and compliance with regulatory requirements (e.g., Basel Accords, PRA). The Head of Quantitative Risk Management will lead a high-performing team of quantitative analysts (quants), providing technical direction, mentorship, and strategic guidance. Key responsibilities include staying at the forefront of regulatory changes, industry best practices, and emerging risk management techniques. You will play a crucial role in stress testing, scenario analysis, and capital allocation decisions, providing essential insights to senior management and the board. The ideal candidate will possess a deep theoretical understanding of financial mathematics, statistics, and econometrics, combined with extensive practical experience in model development, implementation, and validation within a complex financial institution. Exceptional leadership, stakeholder management, and communication skills are essential, as you will be interacting with business lines, technology departments, internal audit, and external regulators. This role demands a proactive approach to risk identification and a commitment to maintaining the highest standards of quantitative rigor. You will be instrumental in shaping the bank's risk appetite framework and ensuring sound risk governance. The successful candidate will have a proven ability to translate complex quantitative concepts into clear, actionable business insights, influencing strategic decision-making at the highest levels. A strong understanding of programming languages commonly used in quantitative finance, such as Python, R, or C++, and experience with large datasets and risk systems are expected. This is a demanding yet highly rewarding position offering the opportunity to make a significant impact on a globally recognized financial institution. The role requires a commitment to working from our **Bristol, South West England, UK** office to facilitate close collaboration with key stakeholders and ensure effective oversight of the risk management framework. You will be responsible for fostering a culture of continuous improvement and innovation within the quantitative risk team, driving the adoption of best-in-class analytical tools and methodologies.
Responsibilities:

• Lead the development, implementation, and validation of quantitative risk models.
• Oversee risk analytics for credit, market, operational, and liquidity risk.
• Ensure compliance with all relevant regulatory requirements (e.g., Basel III/IV, IFRS 9).
• Manage and mentor a team of quantitative analysts.
• Conduct rigorous model validation and back-testing.
• Perform stress testing and scenario analysis.
• Provide quantitative support for capital planning and economic forecasting.
• Develop and maintain risk reporting frameworks and dashboards.
• Engage with regulators, internal audit, and business stakeholders.
• Stay abreast of advancements in financial modeling and risk management.

Qualifications:

• PhD or Master's degree in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Financial Engineering.
• Minimum of 10 years of experience in quantitative risk management within the banking or financial services industry.
• Demonstrated experience in leading and managing a team of quants.
• In-depth knowledge of risk modeling techniques and regulatory frameworks.
• Expertise in statistical modeling, econometrics, and machine learning for finance.
• Proficiency in programming languages like Python, R, C++, or similar.
• Strong understanding of financial markets and instruments.
• Excellent analytical, problem-solving, and decision-making skills.
• Exceptional communication, presentation, and stakeholder management abilities.
• Proven ability to influence senior management and drive strategic initiatives.

This role is based in **Bristol, South West England, UK**, and requires full-time, on-site attendance.

Our client, a leading financial institution, is seeking a highly skilled Senior Quantitative Analyst to join their Risk Management division. This is a critical role focused on developing and implementing sophisticated mathematical models to assess and mitigate financial risks across various portfolios. You will play a key part in ensuring the firm's stability and regulatory compliance by providing rigorous analytical insights and solutions. The role involves working with complex datasets, performing statistical analysis, and communicating findings to both technical and non-technical stakeholders. This position offers a hybrid work arrangement, combining the benefits of remote work with essential in-office collaboration.

Responsibilities:

• Develop, validate, and implement quantitative models for market risk, credit risk, and operational risk.
• Conduct in-depth statistical analysis of large financial datasets to identify risk drivers and predict potential losses.
• Design stress testing scenarios and back-testing methodologies for risk models.
• Collaborate with trading desks, portfolio managers, and IT to integrate risk models into business processes.
• Ensure models comply with regulatory requirements (e.g., Basel III/IV, Solvency II).
• Produce clear and concise reports detailing model performance, assumptions, and limitations.
• Research and evaluate new quantitative techniques and technologies to enhance risk assessment capabilities.
• Work closely with IT to ensure robust data infrastructure and model implementation.
• Present complex analytical findings to senior management and regulatory bodies.
• Contribute to the development and maintenance of the firm's risk appetite framework.

Qualifications:

• Advanced degree (Master's or PhD) in a quantitative field such as Finance, Mathematics, Statistics, Physics, or Economics.
• Significant experience (5+ years) in quantitative finance, risk management, or a related field.
• Strong programming skills in languages like Python, R, C++, or Java.
• Proficiency in statistical modeling, econometrics, and financial mathematics.
• Deep understanding of financial markets, instruments, and risk management principles.
• Experience with risk modeling software and databases.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and presentation skills, with the ability to explain complex concepts to diverse audiences.
• Familiarity with regulatory frameworks governing financial institutions.
• Ability to work effectively in a hybrid environment, balancing independent research with team collaboration.

This role is based in Bristol, South West England, UK , and requires a hybrid commitment.

Our client, a leading financial institution, is seeking a highly skilled and experienced Senior Quantitative Analyst to join their Risk Management division. This is a fully remote position, offering the opportunity to work from anywhere within the UK. The successful candidate will be responsible for developing and implementing sophisticated quantitative models and methodologies to assess and manage financial risks. This role requires a strong background in mathematics, statistics, finance, and programming, coupled with a deep understanding of market dynamics and regulatory requirements. You will play a crucial role in shaping the firm's risk appetite and ensuring its robust financial health through rigorous analytical work.

Key Responsibilities:

• Develop, validate, and implement complex quantitative models for risk assessment, including market risk, credit risk, and operational risk.
• Design and conduct stress testing and scenario analysis to evaluate the impact of adverse market conditions.
• Analyse large datasets to identify trends, correlations, and potential risk exposures.
• Create innovative solutions and methodologies to enhance risk measurement and management frameworks.
• Collaborate with trading desks, portfolio managers, and other business units to provide insights and support decision-making.
• Ensure models comply with regulatory requirements (e.g., Basel III/IV, FRTB) and internal policies.
• Automate reporting processes and develop dashboards for risk monitoring and communication.
• Stay abreast of the latest developments in quantitative finance, financial engineering, and risk management techniques.
• Mentor junior analysts and contribute to the intellectual development of the team.
• Prepare comprehensive reports and presentations for senior management and regulatory bodies.

Qualifications:

• Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Financial Engineering.
• Minimum of 5-7 years of relevant experience in quantitative analysis, risk management, or a similar role within the financial services industry.
• Proven expertise in developing and implementing complex financial models.
• Strong proficiency in programming languages such as Python, R, C++, or Java.
• In-depth knowledge of financial markets, instruments, and derivative pricing.
• Familiarity with regulatory frameworks governing financial risk.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and presentation skills, with the ability to explain complex concepts to diverse audiences.
• Experience with data manipulation and database technologies (e.g., SQL).
• Demonstrated ability to work independently and manage multiple priorities effectively in a remote work environment.

This is an exceptional opportunity for a talented quantitative professional to make a significant impact in a challenging and rewarding remote role within the vibrant finance sector.

**What if you could do the kind of work the world needs?**
At WSP, you can access our global scale, contribute to landmark projects and connect with the brightest minds in your field to do the best work of your life. You can embrace your curiosity in a culture that celebrates new ideas and diverse perspectives. You can experience a world of opportunity and the chance to shape a career as unique as you.
To find out more about our Water business click on the following link and discover what awaits you at WSP: Water Resilience | Stronger Together | WSP ( to strong and sustained growth in our Sustainable Water Management business, we are seeking experienced applicants to join our team of 300 water science and engineering professionals. Applicants are invited to further strengthen our project delivery and technical capability in a wide range of flood risk management projects for our Local Authority clients.
The Sustainable Water Management business operates as a national team and work is shared around the team in a fair and transparent way, ensuring project allocation takes into account personal interests and development aspirations and much as practicable.
**A little more about your role.**
We are looking for passionate professionals who have a strong experience working with Lead Local Flood Authorities and have a competent understanding of key legislation and policies such as the Flood and Water Management Act, The Land Drainage Act and the National Planning Policy Framework (in relation to flood risk and drainage). With preferred strengths in flood risk management and sustainable drainage you will ideally have familiarity with other water environment disciplines to aid delivery of more complex projects for a range of clients.
The appointment would be at Senior or Principal grade, depending on experience. We can be flexible on location within the UK and offer a true hybrid work arrangement.
You will contribute to a diverse range of projects but the main focus of your work is likely to be delivering and taking technical lead roles on flood risk management projects for local authorities which can include large range of projects including; flood investigations, developing flood strategies, helping deliver solutions for flood alleviation, natural flood management, sustainable drainage master-planning, and supporting the planning process to ensure the most sustainable solutions are achieved for the water environment.
Your work will be varied but will include some technical, management and commercial responsibilities. Sharing your technical expertise and mentoring others in the team will also be an important part of your role.
**Responsibilities will include:**
+ Significantly contributing to delivery of good quality technical deliverables to clients, often as technical reviewer.
+ Supporting and mentoring junior colleagues, overseeing small project teams.
+ Managing workload and project delivery with minimal supervision.
+ Demonstrating positive H&S behaviours and championing this amongst the wider team.
+ Contributing to the planning of tasks/projects providing input to programme, budget, and quality requirements.
+ Engaging positively and professionally with clients and developing trusted advisor role as you grow a network of client contacts, supported by more senior colleagues.
+ Contribute to securing small projects and extensions to existing projects.
+ Develop solutions that address client issues, challenges, and needs in collaboration with project or team leaders.
**What we will be looking for you to demonstrate.**
**Skills / Experience**
+ Experience working in flood risk management with local authorities or a combination of public and private sector flood risk management experience.
+ Demonstrable experience of understanding budgets and leading delivery of projects or technical outputs related to flood risk management or sustainable drainage.
+ Understanding of the Flood and Water Management Act 2010, the Land Drainage Act the Planning Practice Guidance: Flood Risk and Coastal Change and its application for management of flood risk for Local Authorities in the UK. Desirable wider knowledge of the regulatory context for planning in the UK.
+ Excellent communication and interpersonal skills. Experience in supporting and/or mentoring more junior colleagues whilst having the ability to successfully liaise with more senior colleagues when needed.
+ Knowledge and understanding of surface water drainage modelling and Sustainable Drainage Systems.
+ Experience in preparing Local Flood Risk Management Strategies and Strategic Flood Risk Assessments.
+ Demonstrable experience in technical report writing and checking.
+ Confidence in presenting and leading meetings with team members and clients.
**Qualifications**
+ A degree in a relevant environmental, geographical, science or engineering discipline is essential
+ Chartered status with C.WEM, CEnv, CSci or CEng is desired for Principal or evidence of working towards chartership for Senior
Don't quite meet all the criteria? Apply, and we can see how your experience aligns to this role and other opportunities within the team
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**Work-life balance**
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Our hybrid working policy offers the flexibility to work from home two days a week, while also providing opportunities to collaborate in our modern offices across the UK.
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We welcome applicants with varied backgrounds and experiences. We enable rewarding careers by encouraging people to bring their whole and authentic selves to work so that our work represents the fullest spectrum of society. We celebrate integrity and treat people with respect, supporting each other and embracing a culture of inclusion and belonging at WSP. We have our employee resource groups bring together employees and allies with different backgrounds to promote our culture of inclusivity.
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Our Virtual GP service gives you access to an NHS or Irish Medical Council GP at a time and place that suits you - giving you peace of mind and quick access to medical advice when you need it most. We also provide reasonable workplace adjustments for those in need. Additionally, you can benefit from the Gymflex scheme, which offers up to 40% off annual gym memberships through our WSP flexible benefits program, as well as a comprehensive menopause support package.
**Flex your time**
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We also provide part-time and flexible working arrangements, the option to purchase additional leave, and the ability to use your bank holiday entitlement to suit you.
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We understand the importance of development and training to you. That's why we foster a supportive environment that invests in your growth, whether through training, mentoring, or Chartership.
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Our client, a leading financial services firm, is seeking a highly experienced Senior Financial Risk Manager to join their esteemed team in **Bristol, South West England, UK**. This role offers a hybrid working arrangement, balancing the benefits of remote work with essential in-office collaboration.

The Senior Financial Risk Manager will be responsible for identifying, assessing, and mitigating a wide range of financial risks across the organization, including market risk, credit risk, operational risk, and liquidity risk. You will play a pivotal role in developing and implementing robust risk management frameworks, policies, and procedures to ensure the financial stability and compliance of the firm.

Key Responsibilities:

• Develop, implement, and maintain the firm's enterprise-wide risk management framework.
• Conduct comprehensive risk assessments and analyses to identify potential threats and vulnerabilities.
• Design and implement risk mitigation strategies and controls to manage identified risks effectively.
• Monitor and report on key risk exposures, trends, and emerging risks to senior management and relevant committees.
• Ensure compliance with relevant regulatory requirements and industry best practices (e.g., Basel Accords, FCA regulations).
• Lead and manage the risk management team, providing guidance and mentorship.
• Develop and deliver risk management training programs to employees across the organization.
• Contribute to the strategic planning process by providing insights on risk implications of business initiatives.
• Oversee the stress testing and scenario analysis processes for financial risks.
• Investigate and report on risk incidents and develop remediation plans.
• Maintain relationships with internal and external auditors and regulators on risk-related matters.

Qualifications and Skills:

• Master's degree in Finance, Economics, Mathematics, or a related quantitative field.
• Significant professional experience (7+ years) in financial risk management, preferably within a banking or financial services environment.
• In-depth knowledge of various risk types (market, credit, operational, liquidity) and regulatory frameworks.
• Experience in developing and implementing risk management policies and procedures.
• Strong analytical, quantitative, and problem-solving skills.
• Excellent understanding of financial markets, instruments, and risk modelling techniques.
• Proficiency in risk management software and data analysis tools.
• Exceptional leadership, communication, and presentation skills.
• Ability to influence stakeholders at all levels of the organization.
• Relevant professional certifications (e.g., FRM, PRM) are highly advantageous.
• Proven ability to work effectively in a hybrid work environment.

This is an exceptional opportunity for an experienced risk professional to contribute to the strategic direction of a leading financial institution. If you possess a strong understanding of financial risk and are adept at navigating complex regulatory landscapes, we encourage you to apply.

Description

Join us in revolutionising risk insight, analysis and reporting across MO. We're driving the evolution and integration of risk activities, creating a more sustainable model that maximises efficiency and accuracy.

Delivering innovative, user-friendly and reliable business reporting and analysis that meets key stakeholder requirements is our mission. We identify trends and make strategi.

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