Senior Quantitative Risk Analyst

Russell Investments•Seattle, WA

21h•Onsite

About The Position

As a member of the Investment Risk Management team, the Senior Quantitative Risk Analyst plays a key role in advancing risk analytics, with a particular focus on our risk analytics platform and developing our data flows. In this role, you will contribute to and help lead 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 and influence risk analytics capabilities through both ongoing initiatives and new project work. This role is based in Seattle, WA.

Requirements

Master’s degree required, with strong preference for a quantitative discipline
4-6 years of experience in a technical, quantitative, or analytical role, ideally within asset management or financial services
Strong quantitative, technical, and analytical skills, including coding proficiency and the ability to solve complex, non-standard problems
Proven experience developing production-grade analytics, models, or decision-support tools
Solid understanding of financial markets, asset classes, investment strategies, and risk measures
Proficiency in SQL and Python required
High attention to detail and commitment to data quality and accuracy
Demonstrated initiative, ownership mindset, and ability to work both independently and collaboratively across global teams
Strong communication skills: thoughtful, precise, and effective in conveying complex concepts to both technical and non-technical audiences

Nice To Haves

PhD preferred
database design strongly preferred
Professional certifications such as CFA, FRM, or CAIA are a plus
Exposure to hedge funds or alternative investments preferred

Responsibilities

Produce, analyze, and deliver periodic risk reports utilized by portfolio managers, senior leadership, regulators, and business stakeholders
Lead the design, build, and enhancement of scalable risk modeling processes, with a focus on data architecture, quantitative methods, and automation
Partner closely with portfolio managers and research teams to address complex risk-related questions and provide actionable, decision-oriented insights
Develop and maintain interactive tools and dashboards that support investment decision-making and proactive risk monitoring
Drive and execute ad hoc analyses and projects supporting risk management, hedge fund research, and portfolio management teams
Play a key role in the ongoing development, governance, and support of the Enterprise Risk Management System
Identify opportunities to improve risk analytics, data quality, and reporting efficiency; champion implementation of enhancements
Stay current on trends in asset management, as well as broader financial markets and advancements in risk methodologies
Mentor junior team members and contribute to a collaborative, high-performing team environment