The following books are highly recommended readings for risk analysts and managers. They cover a very wide range of areas related to risk, and I would consider most, if not all, essential reading for anyone wanting to understand and work with risk.
Risk History/Origins
- Against The Gods: The Remarkable Story of Risk, Peter Bernstein
Risk Management
- Failure of Risk Management, by Doug Hubbard
Enterprise Risk Management
- Implementing Enterprise Risk Management, by James Lam
Cyber & Information Risk
- Measuring and Managing Information Risk, by Jack Freund and Jack Jones
- Data-Driven Security, by Jay Jacobs and Rob Rudis
- How To Measure Anything in Cyber Security Risk, Doug Hubbard & Richard Seiersen
Judgement and Decision Making
- Thinking Fast and Slow, by Daniel Kahneman
- Predictably Irrational: The Hidden Forces That Shape our Decisions, by Dan Ariely
- The Art of Critical Decision Making (The Great Courses), by Michael Roberto
Probability, Uncertainty and Predictions
- The Black Swan: The Impact of the Highly Improbable, by Nassim Taleb
- Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets, by Nassim Taleb
- The Flaw of Averages, by Sam Savage
- Superforecasting: The Art and Science of Prediction, by Philip Tetlock and Dan Gardner
- Why Can't You Just Give Me The Number, Patrick Leach
- Thinking In Bets, Anne Duke
Statistics
- Naked Statistics: Stripping The Dread From The Data, Charles Wheelan
Modeling
- The Model Thinker, Scott E. Page
Measurement/Metrics
- How to Measure Anything: Finding the Value of 'Intangibles' in Business, by Doug Hubbard
Systems Thinking
- Think in Systems, Zoe McKey