Quantitative Risk Analyst

Location: Seattle


Role Summary

The Quantitative Risk Analyst will serve as a member of the Investment Risk Management team. The primary elements of this position are to:

  • Create and operate automated data-driven processes to enable the monitoring of market and liquidity risk across a broad set of asset classes and jurisdictions.
  • Develop and support risk tools and infrastructure to facilitate reporting and analysis consumed by various parties such as clients, regulators, Russell management, Russell governance committees, risk management staff and other Russell business units.
  • Serve as a data steward for market and liquidity risk data.

The responsibilities of the individual in this position include:

  • Maintain and enhance daily risk exposure measurement infrastructure.
  • Support ad hoc analytic requests.
  • Convert and enrich data to information and align information to stakeholders expectations.
  • Apply database, SQL and programming skills to add efficiencies to processes and value to the analysis being conducted.
  • Quality control and assessment of risk data.
  • Utilize all features of Excel and PowerPoint to produce reports and share information in a consistent, clear and detailed manner.
  • Aggregate and harmonize data from a variety of sources to create detailed, accurate and timely reports representing multiple risk measures. 

The successful candidate will have extensive demonstrable skills and experiences including the following:

  • Understanding of financial markets and market risk models.
  • Must have at least one of the following:
    • Graduate degree in a technical discipline (i.e. financial engineering, quantitative finance, applied mathematics, etc.)
    • Work experience in a financial institution in the risk or asset management field.
  • Knowledge of linear algebra, Markov processes, probability theory and regression analysis.
  • Excellent Excel skills.
  • Programming: SQL and VBA.
  • Experience in automating quantitative and reporting processes.
  • Exceptional attention to detail.
  • Problem solver who can work independently and collaborate with associates across the firm.
  • Strong communication skills: thoughtful, precise, clear and accurate written and oral communication.

Preferred Qualifications include:

  • Certifications: CFA, FRM, CQF.
  • Familiarity with liquidity risk concepts.
  • Software and database development experience.
  • Other programming: R, Python, C++, SSIS.
  • Experience working with valuation models.

Russell Overview

Founded in 1936, Russell Investments is a global financial services firm that serves institutional investors, financial advisers and individuals in more than 40 countries.

Through a unique combination of interlinked businesses, Russell delivers financial products, services and advice. A pioneer, Russell began its strategic pension fund consulting business in 1969 and today is trusted by many well-known worldwide institutions for investment advice. Headquartered in Seattle, Washington, USA and with offices in major financial centers worldwide, Russell has a multi-asset focus and is well recognized for its depth of research and quality of manager selection.

Russell offers a comprehensive range of implementation services that help institutional clients maximize their assets. The Russell Indexes calculate over 50,000 benchmarks daily covering 65 countries and more than 10,000 securities.

We offer a competitive compensation and benefit package to associates including: medical, vision and dental coverage, profit sharing retirement plan, sabbatical leave, and tuition assistance.  Most importantly, Russell offers a work environment where respect for the individual and teamwork are part of our fundamental values.  Russell supports workforce diversity and we are an Equal Opportunity Employer.

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