Develop and enhance quantitative models for portfolio risk, including factor-based and statistical approaches * Analyze large, high-dimensional financial datasets to uncover structure, dependencies ...
Quick apply
Develop and enhance quantitative models for portfolio risk, including factor-based and statistical approaches * Analyze large, high-dimensional financial datasets to uncover structure, dependencies ...
Develop and enhance quantitative models for portfolio risk, including factor-based and statistical approaches * Analyze large, high-dimensional financial datasets to uncover structure, dependencies ...
Quick apply
Develop and enhance quantitative models for portfolio risk, including factor-based and statistical approaches * Analyze large, high-dimensional financial datasets to uncover structure, dependencies ...
Develop and enhance quantitative models for portfolio risk, including factor-based and statistical approaches * Analyze large, high-dimensional financial datasets to uncover structure, dependencies ...
Quick apply
Develop and enhance quantitative models for portfolio risk, including factor-based and statistical approaches * Analyze large, high-dimensional financial datasets to uncover structure, dependencies ...
Market Risk
Boston, MA · On-site +1
$82K - $180K/yr
... quantitative mindset and ability to take model ownership and improve on existing risk models like VaR, sensitivities, or back testing; demonstrated strong systems skills and strong ability to develop ...
Market Risk
Boston, MA · On-site +1
$82K - $180K/yr
... quantitative mindset and ability to take model ownership and improve on existing risk models like VaR, sensitivities, or back testing; demonstrated strong systems skills and strong ability to develop ...
Market Risk
Boston, MA · On-site
$82K - $180K/yr
... quantitative mindset and ability to take model ownership and improve on existing risk models like VaR, sensitivities, or back testing; demonstrated strong systems skills and strong ability to develop ...
Market Risk
Boston, MA · On-site
$82K - $180K/yr
... quantitative mindset and ability to take model ownership and improve on existing risk models like VaR, sensitivities, or back testing; demonstrated strong systems skills and strong ability to develop ...
Model Risk Review Specialist
Westwood, MA · On-site +1
$125K - $161K/yr
Model Risk Review Specialist Organization Name: The Huntington National Bank Department Description ... Communicate to quantitative and business audiences through verbal and written presentations ...
Model Risk Review Specialist
Westwood, MA · On-site +1
$125K - $161K/yr
Model Risk Review Specialist Organization Name: The Huntington National Bank Department Description ... Communicate to quantitative and business audiences through verbal and written presentations ...
Model Risk Review Specialist
Westwood, MA · On-site +1
$125K - $161K/yr
Model Risk Review Specialist Organization Name : The Huntington National Bank Department ... Communicate to quantitative and business audiences through verbal and written presentations ...
Model Risk Review Specialist
Westwood, MA · On-site +1
$125K - $161K/yr
Model Risk Review Specialist Organization Name : The Huntington National Bank Department ... Communicate to quantitative and business audiences through verbal and written presentations ...
Development and Maintenance of the framework for Commercial PD and LGD credit risk models for the ... Manage the output of Quantitative Analysts and Modelers and track the development of their ...
Development and Maintenance of the framework for Commercial PD and LGD credit risk models for the ... Manage the output of Quantitative Analysts and Modelers and track the development of their ...
Development and Maintenance of the framework for Commercial PD and LGD credit risk models for the ... Manage the output of Quantitative Analysts and Modelers and track the development of their ...
Development and Maintenance of the framework for Commercial PD and LGD credit risk models for the ... Manage the output of Quantitative Analysts and Modelers and track the development of their ...
Market Risk Analyst I (entry-level)
Boston, MA · On-site
$62K - $94K/yr
The Market Risk Analyst I is responsible for utilizing the Bank's market risk analysis models in ... The ideal candidate will be a self-starter with a financial and/or quantitative background. Solid ...
Market Risk Analyst I (entry-level)
Boston, MA · On-site
$62K - $94K/yr
The Market Risk Analyst I is responsible for utilizing the Bank's market risk analysis models in ... The ideal candidate will be a self-starter with a financial and/or quantitative background. Solid ...
... for Quantitative Developer and Quantitative Analyst roles. The firm has a global presence ... Support portfolio construction and risk analysis * Collaborate with developers to transition models ...
... for Quantitative Developer and Quantitative Analyst roles. The firm has a global presence ... Support portfolio construction and risk analysis * Collaborate with developers to transition models ...
The team combines these quantitative tools with unrivalled country expertise to deliver unique ... modeling solutions to help individuals, businesses, and society become more resilient to ...
The team combines these quantitative tools with unrivalled country expertise to deliver unique ... modeling solutions to help individuals, businesses, and society become more resilient to ...
... quantitative tools to inform their portfolio construction and investment processes. The Risk ... A successful Risk Analyst will leverage Wellington's risk modeling and analysis platform to enhance ...
... quantitative tools to inform their portfolio construction and investment processes. The Risk ... A successful Risk Analyst will leverage Wellington's risk modeling and analysis platform to enhance ...
... quantitative tools to inform their portfolio construction and investment processes. The Risk ... A successful Risk Analyst will leverage Wellington's risk modeling and analysis platform to enhance ...
... quantitative tools to inform their portfolio construction and investment processes. The Risk ... A successful Risk Analyst will leverage Wellington's risk modeling and analysis platform to enhance ...
... quantitative tools to inform their portfolio construction and investment processes. The Risk ... A successful Risk Analyst will leverage Wellington's risk modeling and analysis platform to enhance ...
... quantitative tools to inform their portfolio construction and investment processes. The Risk ... A successful Risk Analyst will leverage Wellington's risk modeling and analysis platform to enhance ...
Quantic - Quantitative Researcher Intern (Summer 2027)
Boston, MA · On-site
$20K/mo
Quantic - Quantitative Researcher Intern (Summer 2027) Location : Boston, MA Please apply to only ... risk management and attribution. * Develop machine learning models to predict patterns in asset ...
Quantic - Quantitative Researcher Intern (Summer 2027)
Boston, MA · On-site
$20K/mo
Quantic - Quantitative Researcher Intern (Summer 2027) Location : Boston, MA Please apply to only ... risk management and attribution. * Develop machine learning models to predict patterns in asset ...
Quantitative Researcher
Boston, MA · On-site
$155K - $260K/yr
... return, risk and trading cost forecasts based on the signals to drive trading decisions. We ... models as well as research projects that improve portfolio construction decisions in our fully ...
Quantitative Researcher
Boston, MA · On-site
$155K - $260K/yr
... return, risk and trading cost forecasts based on the signals to drive trading decisions. We ... models as well as research projects that improve portfolio construction decisions in our fully ...
Quantic - Quantitative Researcher Intern (Summer 2027) Location : Boston, MA Please apply to only ... risk management and attribution. * Develop machine learning models to predict patterns in asset ...
Quantic - Quantitative Researcher Intern (Summer 2027) Location : Boston, MA Please apply to only ... risk management and attribution. * Develop machine learning models to predict patterns in asset ...
Quantic - PhD Quantitative Researcher Intern (Summer 2027)
Boston, MA · On-site
$20K/mo
Quantic - PhD Quantitative Researcher Intern (Summer 2027) Location : Boston, MA Please apply to ... risk management and attribution. * Develop machine learning models to predict patterns in asset ...
Quantic - PhD Quantitative Researcher Intern (Summer 2027)
Boston, MA · On-site
$20K/mo
Quantic - PhD Quantitative Researcher Intern (Summer 2027) Location : Boston, MA Please apply to ... risk management and attribution. * Develop machine learning models to predict patterns in asset ...
Quantic - PhD Quantitative Researcher Intern (Summer 2027) Location : Boston, MA Please apply to ... risk management and attribution. * Develop machine learning models to predict patterns in asset ...
Quantic - PhD Quantitative Researcher Intern (Summer 2027) Location : Boston, MA Please apply to ... risk management and attribution. * Develop machine learning models to predict patterns in asset ...
Entry Level Quantitative Risk Modeler information
What are the most commonly searched types of Quantitative Risk Modeler jobs in Massachusetts? The most popular types of Quantitative Risk Modeler jobs in Massachusetts are:
What are popular job titles related to Entry Level Quantitative Risk Modeler jobs in Massachusetts? For Entry Level Quantitative Risk Modeler jobs in Massachusetts, the most frequently searched job titles are:
What job categories do people searching Entry Level Quantitative Risk Modeler jobs in Massachusetts look for? The top searched job categories for Entry Level Quantitative Risk Modeler jobs in Massachusetts are:
What cities in Massachusetts are hiring for Entry Level Quantitative Risk Modeler jobs? Cities in Massachusetts with the most Entry Level Quantitative Risk Modeler job openings:
Ph.D. Graduate Intern - Quantitative Portfolio Risk Analytics
Risk Analytics CompanyCambridge, MA • On-site
Full-time
Posted 2 days ago
Job description
Ph.D. Graduate Intern – Quantitative Portfolio Risk Analytics (Cross-Disciplinary)
Position Overview
We are seeking an exceptional Ph.D. graduate student to join our team as a Quantitative Portfolio Risk Analytics Intern. This role focuses on developing and applying advanced analytical methods to understand portfolio risk, market structure, and complex financial systems.
We are intentionally recruiting from cross-disciplinary, research-driven backgrounds. Doctoral candidates from fields such as physics, astrophysics, math, applied mathematics, statistics, engineering, economics, computer science, quantum computing, biotech, and other data-intensive sciences are strongly encouraged to apply—especially those interested in translating rigorous quantitative methods into real-world financial applications.
Key Responsibilities
- Develop and enhance quantitative models for portfolio risk, including factor-based and statistical approaches
- Analyze large, high-dimensional financial datasets to uncover structure, dependencies, and sources of risk
- Design and implement analytical tools and pipelines using Python and SQL
- Contribute to model validation, backtesting, and performance evaluation
- Collaborate with risk, engineering, and data teams to improve model scalability and data infrastructure
- Communicate complex quantitative insights through clear visualizations and technical summaries
- Apply advanced methodologies from your discipline (e.g., stochastic modeling, optimization, machine learning, or geometric/topological approaches) to improve risk analytics
Required Qualifications
- Currently enrolled in a graduate Ph.D. program in a highly quantitative field (e.g., Math, Applied Mathematics, Physics, Astrophysics, Statistics, Computer Science, Engineering, Financial Engineering, Economics, Biotech or other data-driven disciplines)
- Strong foundation in probability, statistics, and numerical methods
- Proficiency in Python (NumPy, pandas, or similar) and/or SQL
- Experience working with large datasets and implementing quantitative models
- Ability to think rigorously about complex systems and translate theory into practical solutions
Preferred Qualifications
- Familiarity with quantitative finance concepts (e.g., portfolio theory, factor models, volatility modeling, Value-at-Risk)
- Experience with scientific computing, optimization, or machine learning
- Background or research in cross-disciplinary areas such as:
- Statistical physics, complex systems, or network theory
- Applied or computational mathematics
- Machine learning or probabilistic modeling
- Quantum computing or advanced optimization techniques
- Topological data analysis or geometric data methods
- Prior research, publications, or project work demonstrating advanced quantitative modeling
What You’ll Gain
- Exposure to real-world portfolio risk problems at the intersection of finance and advanced analytics
- Opportunity to apply cutting-edge academic methods in a production environment
- Collaboration with a highly quantitative, cross-disciplinary team
- Experience working with large-scale financial data and modern analytics infrastructure
- Mentorship and potential pathway to full-time quantitative roles
Duration & Compensation
- Internship: Summer 2026, with potential to extend
- Paid internship (competitive, based on experience and location)