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Entry Level Quantitative Risk Modeler Jobs in Boston, MA

State Street Global Advisors

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 ...

State Street Corporation

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 ...

Huntington

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 ...

Huntington

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 ...

Verisk

Americas Analyst (Risk Insight)

Boston, MA

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 ...

Arrowstreet Capital LP

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 ...

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All JobsEntry Level Quantitative Risk Modeler JobsEntry Level Quantitative Risk Modeler Jobs in Boston, MA

Entry Level Quantitative Risk Modeler information

See Boston, MA salary details

$106.5K

$184.4K

$281.9K

How much do entry level quantitative risk modeler jobs pay per year?

As of Jun 8, 2026, the average yearly pay for entry level quantitative risk modeler in Boston, MA is $184,393.00, according to ZipRecruiter salary data. Most workers in this role earn between $146,100.00 and $216,200.00 per year, depending on experience, location, and employer.
What are the most commonly searched types of Quantitative Risk Modeler jobs in Boston, MA? The most popular types of Quantitative Risk Modeler jobs in Boston, MA are:
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Entry Level Quantitative Risk Modeler jobs near you
Infographic showing various Entry Level Quantitative Risk Modeler job openings in Boston, MA as of May 2026, with employment types broken down into 89% Full Time, and 11% Part Time. Highlights an 67% In-person, and 33% Hybrid job distribution, with an average salary of $184,393 per year, or $88.7 per hour.

Ph.D. Graduate Intern - Quantitative Portfolio Risk Analytics

Risk Analytics Company

Cambridge, 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)