Ph.D. Graduate Intern - Quantitative Portfolio Risk Analytics (Cross-Disciplinary) Position ... Key Responsibilities Develop and enhance quantitative models for portfolio risk, including factor ...
Ph.D. Graduate Intern - Quantitative Portfolio Risk Analytics (Cross-Disciplinary) Position ... Key Responsibilities Develop and enhance quantitative models for portfolio risk, including factor ...
Quantitative Risk Analyst
Philadelphia, PA · On-site
$64K - $105K/yr
NewLane Finance is seeking an individual to assist the credit and risk modeling and analytics ... This role will be responsible for providing analytical/quantitative input to help develop ...
Quantitative Risk Analyst
Philadelphia, PA · On-site
$64K - $105K/yr
NewLane Finance is seeking an individual to assist the credit and risk modeling and analytics ... This role will be responsible for providing analytical/quantitative input to help develop ...
Quantitative Risk Analyst
Greenwood Village, CO · On-site
$100K - $123K/yr
Hybrid work model: flexible arrangements for most positions * Benefits Packages, including Medical ... Supports Quantitative Risk team and management during implementation of new models and/or research ...
Quantitative Risk Analyst
Greenwood Village, CO · On-site
$100K - $123K/yr
Hybrid work model: flexible arrangements for most positions * Benefits Packages, including Medical ... Supports Quantitative Risk team and management during implementation of new models and/or research ...
You'll own models for market risk, volatility and correlation of derivatives, stress testing, and ... Advanced degree in a quantitative field (math, statistics, physics, financial engineering, CS) or ...
You'll own models for market risk, volatility and correlation of derivatives, stress testing, and ... Advanced degree in a quantitative field (math, statistics, physics, financial engineering, CS) or ...
You'll own models for market risk, volatility and correlation of derivatives, stress testing, and ... Advanced degree in a quantitative field (math, statistics, physics, financial engineering, CS) or ...
You'll own models for market risk, volatility and correlation of derivatives, stress testing, and ... Advanced degree in a quantitative field (math, statistics, physics, financial engineering, CS) or ...
Develops, maintains, and continuously enhances highly sophisticated quantitative risk models, analytical frameworks, and methodologies that serve as foundational inputs for association risk ...
Develops, maintains, and continuously enhances highly sophisticated quantitative risk models, analytical frameworks, and methodologies that serve as foundational inputs for association risk ...
You'll own models for market risk, volatility and correlation of derivatives, stress testing, and ... Advanced degree in a quantitative field (math, statistics, physics, financial engineering, CS) or ...
You'll own models for market risk, volatility and correlation of derivatives, stress testing, and ... Advanced degree in a quantitative field (math, statistics, physics, financial engineering, CS) or ...
Quantitative Risk Analyst
Spring, TX · On-site
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Quantitative Risk Analyst
Spring, TX · On-site
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
If so, being a Quantitative Risk Modeling Analyst II with Frost could be for you. At Frost, it's about more than a job. It's about having a flourishing career where you can thrive, both in and out of ...
If so, being a Quantitative Risk Modeling Analyst II with Frost could be for you. At Frost, it's about more than a job. It's about having a flourishing career where you can thrive, both in and out of ...
You'll own models for market risk, volatility and correlation of derivatives, stress testing, and ... Advanced degree in a quantitative field (math, statistics, physics, financial engineering, CS) or ...
You'll own models for market risk, volatility and correlation of derivatives, stress testing, and ... Advanced degree in a quantitative field (math, statistics, physics, financial engineering, CS) or ...
Intern - Quantitative Modeling Analyst Summer 2027 Paid Internship Mid May - Mid August Did you know that Zions Bancorporation is one of the nation's premier financial services companies with total ...
Intern - Quantitative Modeling Analyst Summer 2027 Paid Internship Mid May - Mid August Did you know that Zions Bancorporation is one of the nation's premier financial services companies with total ...
You'll own models for market risk, volatility and correlation of derivatives, stress testing, and ... Advanced degree in a quantitative field (math, statistics, physics, financial engineering, CS) or ...
You'll own models for market risk, volatility and correlation of derivatives, stress testing, and ... Advanced degree in a quantitative field (math, statistics, physics, financial engineering, CS) or ...
Develops, maintains, and continuously enhances highly sophisticated quantitative risk models, analytical frameworks, and methodologies that serve as foundational inputs for association risk ...
Develops, maintains, and continuously enhances highly sophisticated quantitative risk models, analytical frameworks, and methodologies that serve as foundational inputs for association risk ...
If so, being a Quantitative Risk Modeling Analyst II with Frost could be for you. At Frost, it's about more than a job. It's about having a flourishing career where you can thrive, both in and out of ...
If so, being a Quantitative Risk Modeling Analyst II with Frost could be for you. At Frost, it's about more than a job. It's about having a flourishing career where you can thrive, both in and out of ...
Develops, maintains, and continuously enhances highly sophisticated quantitative risk models, analytical frameworks, and methodologies that serve as foundational inputs for association risk ...
Develops, maintains, and continuously enhances highly sophisticated quantitative risk models, analytical frameworks, and methodologies that serve as foundational inputs for association risk ...
Develops, maintains, and continuously enhances highly sophisticated quantitative risk models, analytical frameworks, and methodologies that serve as foundational inputs for association risk ...
Develops, maintains, and continuously enhances highly sophisticated quantitative risk models, analytical frameworks, and methodologies that serve as foundational inputs for association risk ...
Develops, maintains, and continuously enhances highly sophisticated quantitative risk models, analytical frameworks, and methodologies that serve as foundational inputs for association risk ...
Develops, maintains, and continuously enhances highly sophisticated quantitative risk models, analytical frameworks, and methodologies that serve as foundational inputs for association risk ...
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Intern - Quantitative Modeling Analyst Summer 2027 Paid Internship Mid May - Mid August Did you know that Zions Bancorporation is one of the nation's premier financial services companies with total ...
Intern - Quantitative Modeling Analyst Summer 2027 Paid Internship Mid May - Mid August Did you know that Zions Bancorporation is one of the nation's premier financial services companies with total ...
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Intern Quantitative Risk Modeler information
See salary details
$13.70 - $14.93
9% of jobs
$15.98 is the 25th percentile. Wages below this are outliers.
$14.93 - $16.15
19% of jobs
The median wage is $17.01 / hr.
$16.15 - $17.37
32% of jobs
$17.37 - $18.60
7% of jobs
$19.08 is the 75th percentile. Wages above this are outliers.
$18.60 - $19.82
20% of jobs
$19.82 - $21.04
4% of jobs
$21.04 - $22.27
0% of jobs
$22.27 - $23.49
0% of jobs
$23.49 - $24.72
2% of jobs
$24.72 - $25.94
3% of jobs
$25.94 - $27.16
3% of jobs
$13
$18
$27
How much do intern quantitative risk modeler jobs pay per hour?
As of Sep 14, 2026, the average hourly pay for intern quantitative risk modeler in the United States is $18.31, according to ZipRecruiter salary data. Most workers in this role earn between $16.35 and $19.23 per hour, depending on experience, location, and employer.
What cities are hiring for Intern Quantitative Risk Modeler jobs?
Cities with the most Intern Quantitative Risk Modeler job openings:
What are the most commonly searched types of Quantitative Risk Modeler jobs?
The most popular types of Quantitative Risk Modeler jobs are:
What states have the most Intern Quantitative Risk Modeler jobs?
States with the most job openings for Intern Quantitative Risk Modeler jobs include:
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For Intern Quantitative Risk Modeler jobs, the most frequently searched job titles are:
PhD Graduate Intern Quantitative Portfolio Risk Analytics
Cambridge, MA • On-site
RiskAnalytics
Other
Re-posted 12 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)