Quantitative Risk Analyst

Russell Investments•Seattle, WA

1d•$90,000 - $100,000•Onsite

About The Position

As a member of the Investment Risk Management team, the Quantitative Risk Analyst plays a key role in advancing market and liquidity risk analytics, with a particular focus on regulatory reporting and oversight. This position contributes to the development, enhancement, and support of the firm’s Enterprise Risk Management systems and analytics infrastructure. You will be responsible for delivering high-quality risk insights through reports and interactive tools used across the organization. This role offers strong exposure to portfolio managers, research teams, and global business partners, and provides the opportunity to shape risk analytics capabilities through both ongoing initiatives and new project work. This role is based in Seattle, WA

Requirements

Master's degree required, with quantitative discipline emphasis strongly preferred. PhD degree preferred.
1-2 years of experience in a technical, quantitative, or analytical role preferred.
Strong quantitative, technical and analytical skills, including coding proficiency and the ability to solve complex, non-standard problems.
Experience developing production-grade analytics, models, or decision-support tools.
Foundational understanding of financial markets, asset classes, investment strategies, and risk measures; strong technical candidates with a demonstrated interest in finance are encouraged to apply.
Proficiency in SQL required; experience with Python and database design preferred.
High attention to detail and commitment to data quality and accuracy.
Demonstrated curiosity, initiative, and ability to work both independently and collaboratively across global teams
Strong communication skills: thoughtful, precise, clear and accurate written and oral communication.

Nice To Haves

Professional certifications such as CFA, FRM, or CAIA are a plus
Exposure to hedge funds or alternative investments is a plus.

Responsibilities

Produce, analyze, and deliver periodic market and liquidity risk reports utilized by portfolio managers, senior leadership, regulators, and business stakeholders.
Design, build, and enhance scalable risk modeling processes, with a focus on data architecture, quantitative methods, and automation
Partner with portfolio managers and research teams to address risk-related questions and provide actionable insights
Develop and maintain interactive tools and dashboards that support investment decision-making and risk monitoring
Ad hoc projects and analyses that support risk management, hedge fund research and portfolio management teams.
Contribute to the ongoing development and support of the Enterprise Risk Management platform.
Execute ad hoc analyses and projects supporting risk management, hedge fund research, and portfolio management teams
Stay current on trends in asset management, particularly liquidity risk, as well as broader financial markets and advancements in risk methodologies.