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Associate Quantitative Risk Analyst Jobs in New York

ITnova

Project Risk Specialist (Construction)

New York, NY · On-site

$107K/yr

Proven experience facilitating risk assessment workshops, conducting qualitative and quantitative risk analyses, and preparing formal risk assessment reports. * Hands-on experience using: * Lumivero ...

Jefferies

SVP, Equity Derivatives Risk Quant

Manhattan, NY · On-site

$200K - $250K/yr

Scenario analysis and stress testing * Collaborate with Market Risk, Credit Risk, SIMM, and Quantitative Risk Development teams to ensure consistency and robustness of risk measures across the equity ...

Soros Fund Management

Market Risk Analyst

New York, NY · On-site

$150K - $200K/yr

Research quantitative framework used to guide portfolio construction and asset allocation process ... Partner with technology to transform risk tools and analytics into robust, scalable production ...

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Associate Quantitative Risk Analyst information

What are some common challenges faced by Associate Quantitative Risk Analysts in their first year, and how can they overcome them?

In their first year, Associate Quantitative Risk Analysts often encounter challenges such as adapting to complex financial models, learning to interpret large datasets, and effectively communicating technical findings to non-technical stakeholders. Navigating regulatory requirements and understanding the company's risk management framework can also be demanding. To overcome these obstacles, new analysts should proactively seek mentorship, participate in team discussions, and leverage internal training resources to build both technical and soft skills. Regular collaboration with colleagues in risk, finance, and IT departments can also provide valuable insights and accelerate professional growth.

What is the difference between Associate Quantitative Risk Analyst vs Credit Risk Analyst?

AspectAssociate Quantitative Risk AnalystCredit Risk Analyst
Required CredentialsBachelor's in finance, economics, or related field; often some familiarity with quantitative methodsBachelor's in finance, economics, or related field; certifications like CFA or FRM are common
Work EnvironmentFinancial institutions, risk management teams, quantitative departmentsBanking, lending institutions, credit departments
Employer & Industry UsageUsed in risk modeling, data analysis, and quantitative assessmentsFocuses on assessing creditworthiness and loan risk

The Associate Quantitative Risk Analyst primarily focuses on developing models and analyzing data to measure financial risks, often working with quantitative tools. In contrast, a Credit Risk Analyst concentrates on evaluating the creditworthiness of borrowers and managing credit risk. While both roles require similar educational backgrounds and work within financial institutions, their core responsibilities differ—one emphasizes quantitative modeling, the other credit assessment.

What are Associate Quantitative Risk Analysts?

Associate Quantitative Risk Analysts are entry- to mid-level professionals who help financial institutions and organizations assess and manage risk using mathematical models and statistical techniques. They analyze data to identify potential risks, develop risk management strategies, and support decision-making processes. Their work often involves using quantitative software, working with large datasets, and collaborating with other risk management and finance professionals. Typically, they have backgrounds in mathematics, statistics, finance, or related fields.

What are the key skills and qualifications needed to thrive as an Associate Quantitative Risk Analyst, and why are they important?

To thrive as an Associate Quantitative Risk Analyst, you need a strong background in mathematics, statistics, finance, and data analysis, typically supported by a relevant degree such as in finance, mathematics, or economics. Familiarity with statistical software (like R, SAS, or Python), financial modeling tools, and possibly certifications such as FRM or CFA is highly valuable. Strong analytical thinking, attention to detail, and effective communication are crucial soft skills for interpreting complex data and presenting findings. These competencies are essential for accurately assessing financial risks and supporting informed decision-making in risk management environments.
What are the most commonly searched types of Quantitative Risk Analyst jobs in New York? The most popular types of Quantitative Risk Analyst jobs in New York are:
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What cities in New York are hiring for Associate Quantitative Risk Analyst jobs? Cities in New York with the most Associate Quantitative Risk Analyst job openings:
Associate Quantitative Risk Analyst jobs near you
Infographic showing various Associate Quantitative Risk Analyst job openings in New York as of June 2026, with employment types broken down into 65% Full Time, 33% Part Time, 1% Temporary, and 1% Contract. Highlights an 82% Physical, 7% Hybrid, and 11% Remote job distribution.
Quantitative Software Developer (NYC based Fund)

Quantitative Software Developer (NYC based Fund)

LaBine and Associates

Manhattan, NY

Other

Posted 27 days ago

Job description

Job Description: Quantitative Developer

We are seeking a skilled and driven Quantitative Developer to join our team. The ideal candidate will have a strong foundation in financial technology, quantitative analysis, and software development, with experience in both risk technology and portfolio management. In this role, you will develop and enhance the technology stack supporting risk analytics and data insights for financial portfolios, working with cutting-edge tools and frameworks. You will collaborate closely with portfolio managers, risk teams, and other stakeholders to improve financial reporting, risk models, and data analytics tools.

Key Responsibilities:

  • Lead development of the firm’s quantitative risk technology stack, providing critical data insights and analytics for portfolio management.
  • Develop and maintain financial reports to track exposures across assets, counterparties, P&L decomposition, and risk factors (market, counterparty, credit, and FX risks).
  • Design and implement quantitative models to assess portfolio performance, including the development of factor models to support portfolio alpha analysis.
  • Perform ad-hoc research and scenario analysis on different market events to model portfolio movements and exposures, providing actionable insights for management to mitigate risks effectively.
  • Integrate and coordinate the firm’s technology stack with third-party vendors such as Alpha Theory and MSCI’s Barra portfolio management systems.
  • Develop tools to analyze short interest data, helping portfolio managers understand sentiment changes and the firm’s market position.
  • Utilize Python, C#, and other programming languages to build, optimize, and maintain software applications in a distributed computing environment.
  • Enhance performance of critical financial systems, including database optimization and workflow re-architecture for improved efficiency.
  • Collaborate with team members in a test-driven development environment, writing unit tests to ensure the quality of newly developed code.
  • Implement and maintain RESTful web services to handle API requests for key financial analytics.

Required Qualifications:

  • Bachelor’s degree in Computer Science, Electrical Engineering, Financial Engineering, or a related field.
  • Proficiency in programming languages such as C++, Python, and SQL.
  • Strong understanding of financial markets and risk management, with experience in quantitative finance, portfolio management, or risk technology.
  • Solid knowledge of financial reporting and the ability to enhance and develop risk analytics tools and reports.
  • Experience working with third-party financial technology platforms and APIs.
  • Ability to optimize complex financial systems and improve performance.
  • Familiarity with modern software development practices, including test-driven development, version control, and continuous integration.
  • Excellent communication and problem-solving skills, with the ability to collaborate effectively across teams.
  • Previous experience working in a finance-focused technology role, such as quantitative risk technologist, financial software developer, or similar positions.

Preferred Qualifications:

  • Experience with financial risk analysis and modeling, particularly in equity, credit, and FX markets.
  • Familiarity with factor models and portfolio optimization techniques.
  • Knowledge of distributed computing environments, NoSQL databases, and cloud computing.

If you are passionate about developing cutting-edge technology solutions for quantitative finance and risk management, we encourage you to apply and join our team of experts working on innovative financial systems.

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About LaBine and Associates

Sourced by ZipRecruiter

LaBine and Associates is a full service talent acquisition firm specializing in executive search for a myriad of industries. Through our partnerships with experienced associates, we can also provide staffing support, expert consultants, and interim executives for your company’s needs. We have deep industry knowledge with understanding in multiple industries. Our specialists include experts in banking/finance, HR/Legal, Technology, Health Care, Life Sciences, Engineering, Energy, Supply Chain, Mining, Agribusiness and manufacturing.

Industry

Professional, scientific, and technical services

Company size

11 - 50 Employees

Headquarters location

San Mateo, CA, US

Year founded

2013

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