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Derivatives Risk Manager Jobs (NOW HIRING)

Risk Manager - Equity Derivatives

Austin, TX ยท On-site

$100 - $125/hr

All Options is looking for a Risk Manager to join our team in Austin, TX. You will be at the center of how we manage risk as a market maker in equity derivatives, with real responsibility from day ...

Analyze key equity derivatives risk drivers, including delta, gamma, vega, theta, skew, correlation, dividend risk, funding assumptions, volatility surface behavior, and basis risk. * Support the ...

Analyze key equity derivatives risk drivers, including delta, gamma, vega, theta, skew, correlation, dividend risk, funding assumptions, volatility surface behavior, and basis risk. * Support the ...

Senior Market Risk Manager

Manhattan, NY ยท On-site

$150 - $200/hr

Analyze key equity derivatives risk drivers, including delta, gamma, vega, theta, skew, correlation, dividend risk, funding assumptions, volatility surface behavior, and basis risk. * Support the ...

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Derivatives Risk Manager information

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$51.5K

$111.6K

$170K

How much do derivatives risk manager jobs pay per year?

As of Sep 9, 2026, the average yearly pay for derivatives risk manager in the United States is $111,556.00, according to ZipRecruiter salary data. Most workers in this role earn between $90,000.00 and $129,000.00 per year, depending on experience, location, and employer.

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Infographic showing various Derivatives Risk Manager job openings in the United States as of August 2026, with employment types broken down into 88% Full Time, 11% Part Time, and 1% Contract. Highlights an 80% Physical, 2% Hybrid, and 18% Remote job distribution, with an average salary of $111,556 per year, or $53.6 per hour.

Quantitative Developer, Derivatives Risk

Manhattan, NY โ€ข On-site

$150 - $200/hr

Other

Posted yesterday

New


Job description

Professional Summary

Talensa are partnered with a fast growing and innovative Financial Services Markets Infrastructure and Consulting firm with office based in New York Permanent Associate Director Level New York This is a great and versatile role, looking for a Quantitative Developer to join the team responsible for maintaining and enhancing Derivatives risk - Initial Margin Model (IMM) and related analytics infrastructure. This role combines quantitative expertise with strong programming skills to deliver robust, efficient, and scalable solutions for margin calculation and risk analytics.

Key Responsibilities
  • Develop and maintain quantitative libraries for risk calculations, including risk weights, correlations, and historical volatility ratios.
  • Implement and optimize IMM methodology within proprietary and vendor platforms.
  • Collect, validate, and aggregate market and risk data from multiple sources.
  • Develop and maintain backtesting, benchmarking and performance monitoring frameworks to validate IMM performance against historical P&L vectors.
  • Build and enhance analytics platforms to support IMM processes and parameter recalibration.
  • Collaborate with quantitative analysts, risk managers, and technology teams to ensure alignment, efficiency and enhancements for future processes.
Technical Skills and Knowledge
  • Strong programming skills in Python (mandatory), with experience in C++, Java, or similar languages.
  • Proficiency in data handling and analysis using Pandas, NumPy, and SQL.
  • Familiarity with cloud-based solutions and version control (Git).
  • Solid understanding of risk modelling, margin methodologies, and derivatives pricing.
  • Knowledge of regulatory frameworks such as BCBS-IOSCO, UMR margin requirements, Standardised approach for regulatory capital (FRTB-SA) and or XVA Capital / Exposure modelling
Education and Experience
  • Masterโ€™s degree (or equivalent) in Mathematics, Physics, Computer Science, or a related quantitative discipline.
  • Years of experience in quantitative development within financial services.
  • Experience in risk management, derivatives risk / margin calculation, or analytics is highly desirable.
  • Experience working within a consulting firm, or at a sell-side / buy-side financial institution.

This is a Technical Quant Development role requiring someone with some years exposure in either Derivatives Margin Modelling (preferable), Capital Markets Risk modelling, Model Validation, Model development experience and now looking to take their career forward in a more industry leading way.

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