Senior Quantitative Risk Analyst – Fixed Income (London) Octavius Finance London, United Kingdom 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. Please reach out to quantresearch@octaviusfinance.com
#J-18808-Ljbffr
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. Please reach out to quantresearch@octaviusfinance.com
#J-18808-Ljbffr
