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Entry Level Quantitative Risk Modeler Jobs (NOW HIRING)

Point72

Cubist Quantitative Researcher

Chicago, IL · On-site

ROLE Entry-Level Quantitative Researchers are responsible for conducting rigorous quantitative research with a focus on predictive models. You will be trained in all aspects of systematic trading ...

Point72

Cubist Quantitative Researcher

Seattle, WA · On-site

ROLE Entry-Level Quantitative Researchers are responsible for conducting rigorous quantitative research with a focus on predictive models. You will be trained in all aspects of systematic trading ...

DTCC

Senior Quantitative Software Engineer

Jersey City, NJ · On-site

$134K - $176K/yr

Support quantitative risk model implementations to support the Financial Risk Management department * Design, build, and maintain data pipelines leveraging Python, Snowflake, and relational databases

DTCC

Senior Quantitative Software Engineer

Jersey City, NJ · On-site

$127K - $168K/yr

Support quantitative risk model implementations to support the Financial Risk Management department * Design, build, and maintain data pipelines leveraging Python, Snowflake, and relational databases

Akuna Capital

Junior Quantitative Risk Analyst

Chicago, IL · On-site

$90K/yr

... models. Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened ... What you'll do as a Junior Quantitative Risk Analyst at Akuna: We are looking for a motivated and ...

Paco Group

Project Risk Specialist

New York, NY · On-site

$45 - $65/hr

Quantitative Risk Analysis and Modeling * Support Quantitative Risk Assessments (QRA) for cost and schedule. * Assist with Monte Carlo risk modeling using Authority-approved tools, including:

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

As of Aug 9, 2026, the average yearly pay for entry level quantitative risk modeler in the United States is $169,729.00, according to ZipRecruiter salary data. Most workers in this role earn between $134,500.00 and $199,000.00 per year, depending on experience, location, and employer.
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Entry Level Quantitative Risk Modeler jobs near you
Infographic showing various Entry Level Quantitative Risk Modeler job openings in the United States as of August 2026, with employment types broken down into 1% As Needed, 88% Full Time, 8% Part Time, and 3% Contract. Highlights an 88% Physical, 4% Hybrid, and 8% Remote job distribution, with an average salary of $169,729 per year, or $81.6 per hour.

Quantitative Software Developer (NYC based Fund)

LaBine and Associates

Manhattan, NY • On-site

Full-time

Re-posted 29 days ago

Job description

Job Description: Quantitative Developer
We are seeking a skilled and driven Quantitative Developer to join our team. The ideal candidate will have a strong foundation in financial technology, quantitative analysis, and software development, with experience in both risk technology and portfolio management. In this role, you will develop and enhance the technology stack supporting risk analytics and data insights for financial portfolios, working with cutting-edge tools and frameworks. You will collaborate closely with portfolio managers, risk teams, and other stakeholders to improve financial reporting, risk models, and data analytics tools.
Key Responsibilities:
  • Lead development of the firm's quantitative risk technology stack, providing critical data insights and analytics for portfolio management.
  • Develop and maintain financial reports to track exposures across assets, counterparties, P&L decomposition, and risk factors (market, counterparty, credit, and FX risks).
  • Design and implement quantitative models to assess portfolio performance, including the development of factor models to support portfolio alpha analysis.
  • Perform ad-hoc research and scenario analysis on different market events to model portfolio movements and exposures, providing actionable insights for management to mitigate risks effectively.
  • Integrate and coordinate the firm's technology stack with third-party vendors such as Alpha Theory and MSCI's Barra portfolio management systems.
  • Develop tools to analyze short interest data, helping portfolio managers understand sentiment changes and the firm's market position.
  • Utilize Python, C#, and other programming languages to build, optimize, and maintain software applications in a distributed computing environment.
  • Enhance performance of critical financial systems, including database optimization and workflow re-architecture for improved efficiency.
  • Collaborate with team members in a test-driven development environment, writing unit tests to ensure the quality of newly developed code.
  • Implement and maintain RESTful web services to handle API requests for key financial analytics.

Required Qualifications:
  • Bachelor's degree in Computer Science, Electrical Engineering, Financial Engineering, or a related field.
  • Proficiency in programming languages such as C++, Python, and SQL.
  • Strong understanding of financial markets and risk management, with experience in quantitative finance, portfolio management, or risk technology.
  • Solid knowledge of financial reporting and the ability to enhance and develop risk analytics tools and reports.
  • Experience working with third-party financial technology platforms and APIs.
  • Ability to optimize complex financial systems and improve performance.
  • Familiarity with modern software development practices, including test-driven development, version control, and continuous integration.
  • Excellent communication and problem-solving skills, with the ability to collaborate effectively across teams.
  • Previous experience working in a finance-focused technology role, such as quantitative risk technologist, financial software developer, or similar positions.

Preferred Qualifications:
  • Experience with financial risk analysis and modeling, particularly in equity, credit, and FX markets.
  • Familiarity with factor models and portfolio optimization techniques.
  • Knowledge of distributed computing environments, NoSQL databases, and cloud computing.

If you are passionate about developing cutting-edge technology solutions for quantitative finance and risk management, we encourage you to apply and join our team of experts working on innovative financial systems.
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About LaBine and Associates

Sourced by ZipRecruiter

LaBine and Associates is a full service talent acquisition firm specializing in executive search for a myriad of industries. Through our partnerships with experienced associates, we can also provide staffing support, expert consultants, and interim executives for your company’s needs. We have deep industry knowledge with understanding in multiple industries. Our specialists include experts in banking/finance, HR/Legal, Technology, Health Care, Life Sciences, Engineering, Energy, Supply Chain, Mining, Agribusiness and manufacturing.

Industry

Professional, scientific, and technical services

Company size

11 - 50 Employees

Headquarters location

San Mateo, CA, US

Year founded

2013

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