Analyst, Portfolio Management, Risk Sharing Strategy (SRT)

Location: London

Role Relationships:

• Risk Sharing Strategy team and Portfolio Manager
• Business Development and Investor Relation Technology

Role Responsibilities:

The Risk Sharing Strategy (“RSS”) team is a specialist portfolio management function investing in Significant Risk Transfer (SRT) transactions—bespoke credit risk‑sharing structures referencing diversified portfolios of bank‑originated loans. These transactions enable banks to optimise regulatory capital while providing investors with attractive, capital‑efficient risk‑adjusted returns. The Analyst will support all aspects of the investment and portfolio management process, working closely with senior investment professionals from transaction analysis and structuring through to ongoing monitoring and investor reporting.

• Develop, maintain, and enhance quantitative models to assess portfolio credit risk, loss distributions, tranche performance, and downside scenarios across SRT investments.
• Monitor the performance of underlying loan portfolios, including analysis of performance, concentrations, and structural features, and contribute to ongoing risk oversight.
• Produce analytical materials for investment committees, portfolio reviews, and ad‑hoc analysis to support investment decision‑making.
• Assist in the preparation of investor reporting and bespoke analytical outputs, working closely with Investor Relations.
• Contribute to market, regulatory, and structural research relevant to SRTs and structured credit, supporting the continued evolution of the strategy.

Compliance and ESG Responsibilities:

• Act with integrity
• Act with due care, skill and diligence
• Open and cooperative with the FCA, the PRA and other regulators
• Pay due regard to the interests of customers and treat them fairly
• Observe proper standards of market conduct

Work Experience and Qualifications:

• Outstanding quantitative first degree (or equivalent): mathematics, physics, statistics, engineering, or a closely related discipline; or a Master’s degree in quantitative finance, financial engineering, or a similarly rigorous field.
• Proficiency in Python for financial analysis and modelling. While this is not a software engineering role, candidates should be comfortable writing clean, well‑structured code to analyse large datasets, automate workflows, and implement quantitative models.
• Strong foundation in probability, statistics, and applied quantitative methods.
• Prior experience (internship or full‑time) in asset management, investment banking, structured credit, risk analytics, or a related quantitative finance role is advantageous but not essential.

Key Qualities:

• Intellectually curious and commercially minded, with a genuine interest in financial markets.
• Strong communication skills, with the ability to articulate complex quantitative concepts clearly to both technical and non‑technical audiences.
• Highly organised with excellent attention to detail and time‑management skills; able to manage multiple workstreams and deliver high‑quality outputs in a fast‑paced, deadline‑driven environment.
• Collaborative and team‑oriented, with a strong sense of ownership and a willingness to support colleagues during periods of high workload.
• Confident presentation skills, both written and verbal, with the ability to contribute effectively in internal forums and client‑facing settings.
• Excellent spoken and written English.
• Self‑motivated, resilient, and driven, with high personal standards and a desire to build a long‑term career in private markets.

Culture (Supporting, Growing, Thriving):

• Client‑Focused
• High‑Performing
• Respectful
• Supportive

Seniority level: Entry level

Employment type: Full‑time

Job function: Analyst, Finance, and Engineering