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Associate Quantitative Risk Analyst Jobs in New York

The successful candidate must have at least 10 years of relevant financial industry experience in Market Risk Management, quantitative risk analytics, trading risk oversight, or a related capital ...

Risk Management protects the firm from losses resulting from defaults by our lending and trading ... Quantitative/analytical background (e.g. finance, accounting, mathematics, STEM, law, economics ...

The successful candidate must have at least 10 years of relevant financial industry experience in Market Risk Management, quantitative risk analytics, trading risk oversight, or a related capital ...

Risk Management protects the firm from losses resulting from defaults by our lending and trading ... Quantitative/analytical background (e.g. finance, accounting, mathematics, STEM, law, economics ...

Risk Analyst

New York, NY · On-site

$75K - $95K/yr

Risk Management protects the firm from losses resulting from defaults by our lending and trading ... Quantitative/analytical background (e.g. finance, accounting, mathematics, STEM, law, economics ...

Risk Tech Analyst

New York, NY · Hybrid

$70K - $100K/yr

Support * Assist Quants, Risk Analytics and Market Risk teams in generating the numbers out of the Murex & Calculation engine platforms (SIMM crif files, PL Vectors for VaR, Backtesting, DRC, FRTB SA)

Risk Analyst I

Warren, NJ · Hybrid

$57K - $98K/yr

Bachelor's degree in Risk Management, Actuarial Science, Finance, Economics, Mathematics, Statistics, Data Analytics, Engineering, or a related quantitative discipline. * 1-3 years of experience in ...

Numerical methods, nonlinear analytics, and production-grade library development ... Quantitative risk management and pricing within front‑office environments * Deep technical ...

Showing results 41-60

Associate Quantitative Risk Analyst information

What is an associate quantitative risk analyst?

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?

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 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 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:

What are popular job titles related to Associate Quantitative Risk Analyst jobs in New York?

For Associate Quantitative Risk Analyst jobs in New York, the most frequently searched job titles are:

What job categories do people searching Associate Quantitative Risk Analyst jobs in New York look for?

The top searched job categories for Associate Quantitative Risk Analyst jobs in New York are:

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:

Infographic showing various Associate Quantitative Risk Analyst job openings in New York as of August 2026, with employment types broken down into 1% As Needed, 75% Full Time, 22% Part Time, 1% Temporary, and 1% Contract. Highlights an 96% Physical, 1% Hybrid, and 3% Remote job distribution.

$100K/yr

Full-time

Posted 22 days ago


Job description

Risk Tech Analyst
MUST be local to New York City, Hybrid Schedule
Salary up to $100k
No Sponsorship available, No Third Party Resumes will be accepted
In this role, you will be part of the NPE (New product Enablement) team whose purpose is to support Quants and Risk models validation efforts. The ideal candidate will specifically help generate and assess the calculated data quality, which is a critical function to ensure a rapid time to market for new products.
Support
  • Assist Quants, Risk Analytics and Market Risk teams in generating the numbers out of the Murex & Calculation engine platforms (SIMM crif files, PL Vectors for VaR, Back testing, DRC, FRTB SA).
  • Troubleshoot issues related to generated data quality, validating required static / market data /scenarios and other valuation settings.
  • Rerun as needed data/files depending on various data requests from Risk Analytics/Quants users to provide end to end support on Risk framework.

Business Solution Evolution
  • Configure Murex environments, working with FO-IT & RISK-IT, to enable requested calculations.
  • Support the evolution of the automation of data generation by giving continuous feedback to the Market Risk development team managing the local calculation platforms (Murex, Polypath, BER).
  • Support the implementation of new products/models within the Murex and Polypath Calculation platforms & other in-house applications used at Mizuho.
  • Support mapping configurations and data preparation required for integration with the Global Risk platform - Matsuri.
  • Escalate problems proactively and ensure all stakeholders are kept aware of issues and their development.
  • Develop test plans for enhancements & new products initiated by Front office or Risk and requiring analytics documentation/validation.
  • Create and maintain a knowledge base, support scripts, documentation and procedures.
  • Collaborate with different IT teams to support multi-platforms' integration and risk data generation effort.

Qualifications:
  • At least 3+ years of experience supporting a Derivatives line of business (IRD, FXO, EQD) or a Market Risk cross Asset or cross-platform implementation, preferably using Murex 3.1.
  • Working knowledge in derivatives analytics to allow engagement with Risk Managers.
  • Working knowledge of Market Risk practices (stress testing, VaR, FRTB, Time Series and valuation).
  • Familiarity with core calculation modules (Pricing/Position management/risk management).
  • Usage of SQL, experience in Python, ANT scripting, JSON format.
  • Ability to multitask several ongoing issues & assess priorities.
  • Effective interpersonal skills and relationship-building skills.
  • Strong written and verbal communication skills.
  • Strong analytical and problem-solving abilities with keen attention to detail.
  • Self-motivated and directed, with the ability to effectively prioritize and execute tasks in a high-pressure environment.