Quantitative Risk Analyst - UCITS/AIF

Our client is an established and growing Fund Management Company with a an office in the heart of Luxembourg City.

Position Overview

We are seeking a highly motivated and detail-oriented Quantitative Risk Analyst to join our Risk Management team. The successful candidate will play a critical role in identifying, analyzing, and monitoring financial risks across the company’s fund portfolios. You will use quantitative methods to assess market, credit, liquidity, and operational risk exposures and support strategic decision-making with actionable insights.

Key Responsibilities

• Develop, implement, and maintain risk models and metrics (VaR, stress testing, scenario analysis, liquidity profiling, etc.) using Python and SQL.
• Work with the Senior Risk Manager to maintain the internal application used for different ManCo activities, such as but not limited to Risk Management, ESG Analysis, Middle-Back office, Front Office, etc.
• Develop internal tools to enhance the company’s internal infrastructure, including areas not directly related to Risk Management.
• Engage discussions with the Portfolio Managers for the prompt resolution of any risk concern.
• Monitor daily risk exposures across portfolios and escalate breaches according to internal limits and regulatory requirements.
• Conduct quantitative analyses to support the validation of risk models and methodologies.
• Produce, enhance and automate risk reports for internal stakeholders and regulatory bodies (CSSF, AIFMD, UCITS, etc.).
• Ensure timely risk data processing and integrity.
• Support regulatory risk disclosures, due diligence requests, and risk-related audits.
• Stay current with regulatory developments (e.g., ESMA, CSSF) and contribute to the ongoing improvement of risk frameworks and policies

Qualifications

Education:

Master’s degree or higher in Quantitative Finance, Mathematics, Physics, Engineering, Statistics, Econometrics, or a related field

Experience:

1-3 years of experience in risk analysis or quantitative finance, preferably within asset management, banking, or a financial services firm

Technical Skills:

Strong programming skills in Python, SQL, or similar

Proficiency with risk systems such as Bloomberg or similar

Detailed knowledge of financial instruments and their main risk drivers.

Experience with data analytics tools (Excel, SQL, Power BI) is a plus

Soft Skills:

Analytical thinker with strong problem-solving abilities

High attention to detail and accuracy

Excellent communication and interpersonal skills

Ability to work both independently and in a team-oriented environment

Must possess the ability to stand firm and exercise sound judgement when challenging portfolio managers on risk-related matters, maintaining independence and professionalism under pressure.

What We Offer

Competitive salary and performance-based bonus

Dynamic and international work environment in the heart of Luxembourg

Opportunities for professional growth and training

Mentoring from highly-qualified professionals in the Investment Funds industry