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Associate Quantitative Risk Analyst Jobs (NOW HIRING)

Unchain Data

About the Role Polymarket is hiring a Quantitative Risk Analyst to design and implement enterprise-scale risk models at the heart of our clearing operation. You'll own models for market risk ...

Jobtailor

Develop, maintain, and enhance sophisticated quantitative risk models, analytical frameworks, and methodologies * Design modeling solutions to assess current and emerging risks, quantify exposures ...

Franklin Templeton Investments

NY · On-site

Senior Quantitative Analyst, Quantitative & Risk Analytics The Quantitative and Risk Analytics group is hiring a Senior Quantitative Analyst to report to the Investment Director of Quantitative and ...

Franklin Templeton Investments

Senior Quantitative Analyst, Quantitative & Risk Analytics The Quantitative and Risk Analytics group is hiring a Senior Quantitative Analyst to report to the Investment Director of Quantitative and ...

Capital One National Association

Senior Associate, Quantitative Analyst - Model Risk Office At Capital One data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing ...

The Bitcoin Street Journal

About the Role Polymarket is hiring a Quantitative Risk Analyst to design and implement enterprise-scale risk models at the heart of our clearing operation. You'll own models for market risk ...

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How much do associate quantitative risk analyst jobs pay per hour?

As of Sep 10, 2026, the average hourly pay for associate quantitative risk analyst in the United States is $40.49, according to ZipRecruiter salary data. Most workers in this role earn between $29.81 and $49.28 per hour, depending on experience, location, and employer.

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.

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Associate Quantitative Risk Analyst jobs near you
Infographic showing various Associate Quantitative Risk Analyst job openings in the United States as of September 2026, with employment types broken down into 1% As Needed, 68% Full Time, 28% Part Time, 1% Temporary, 1% Contract, and 1% Nights. Highlights an 96% Physical, 1% Hybrid, and 3% Remote job distribution, with an average salary of $84,210 per year, or $40.5 per hour.

Quantitative Risk Analyst -- Derivatives & Clearing

On-site

Unchain Data
See more jobs at Unchain Dataexternal

Other

Medical, Dental, Vision, Retirement, PTO

Posted 11 days ago

Key responsibilities

  • Design, implement, and maintain enterprise-scale risk models covering market risk, margin, and counterparty exposure for a clearing organization

  • Build volatility and correlation models for derivatives, including calibration, backtesting, and ongoing model validation

  • Develop and run stress-testing frameworks: historical scenarios, hypothetical shocks, and reverse stress tests

Job description

About Polymarket

Polymarket is the world's largest prediction market platform. We enable individuals to express views on real-world events by trading on outcomes across politics, economics, sports, culture, and current affairs. Built as a peer-to-peer marketplace with no centralized "house," Polymarket aggregates diverse opinions into transparent, market-based probabilities that reflect collective expectations about the future.

We're growing fast - both in terms of volume ($21B traded in 2025) and adoption as an alternative news source. Our ambition is to become a ubiquitous beacon of truth in global media and we need your help adding fuel to the fire.

About the Role

Polymarket is hiring a Quantitative Risk Analyst to design and implement enterprise-scale risk models at the heart of our clearing operation. You'll own models for market risk, volatility and correlation of derivatives, stress testing, and automated liquidation - the systems that keep the platform solvent and users protected in fast-moving markets.

This is a hands-on role: you'll be building models in production code, not just specifying them. We expect you to work fluently with AI tools for development and research - and to be the skeptic in the room, pressure-test AI-generated models and code against well-established risk models before anything ships.

What You'll Do

  • Design, implement, and maintain enterprise-scale risk models covering market risk, margin, and counterparty exposure for a clearing organization

  • Build volatility and correlation models for derivatives, including calibration, backtesting, and ongoing model validation

  • Develop and run stress-testing frameworks: historical scenarios, hypothetical shocks, and reverse stress tests

  • Design and tune auto-liquidation logic - trigger thresholds, liquidation waterfalls, and safeguards against cascading liquidations

  • Use AI tools extensively to accelerate model development, coding, and research - and rigorously validate AI outputs against established risk models before deployment

  • Monitor model performance in production, investigate breaks, and iterate quickly

  • Partner with engineering, trading, and product teams to embed risk controls into platform architecture

  • Document model assumptions, limitations, and validation results to an audit-ready standard

What We're Looking For

  • 5-7 years of quantitative risk experience at a clearinghouse, exchange, prime broker, trading firm, or similar

  • Proven expertise designing and implementing risk models at enterprise scale - production systems, not just research prototypes

  • Deep experience modeling volatility, correlation, option skews, and option pricing at scale for trad-fi derivatives, perpetuals, and fully collateralized event contracts

  • Hands-on experience with market risk modeling, stress testing, and auto-liquidation mechanics in a clearing context

  • Strong fluency with AI-assisted development and coding, paired with the judgment to pressure-test AI outputs against well-established risk models and catch what looks plausible but is wrong

  • Expert-level Python (NumPy, pandas, SciPy; solid software engineering practices)

  • Advanced degree in a quantitative field (math, statistics, physics, financial engineering, CS) or equivalent experience

  • Strong mathematical foundation in stochastic calculus and linear algebra

  • (Plus) C# and/or C++ for performance-critical or production systems

  • (Plus) Familiarity with crypto market structure, perpetuals, or prediction markets

  • (Plus) Experience with CCP risk frameworks (CPMI-IOSCO PFMI, default management, margin methodology)

  • (Plus) Experience building real-time risk systems

Benefits

  • Competitive salary & equity

  • Unlimited PTO

  • Full Health, Vision, & Dental coverage

  • 401k match

  • Hardware setup: new MacBook Pro, big display, & accessories

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