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Quantitative Market Risk Analyst Jobs in New York

Bloomberg LP

Quant Analyst - Market Risk

New York, NY · On-site

Within the Quantitative Analytics team, the Quantitative Market and Liquidity Risk Analytics group ("QMLRA") is responsible for all market and liquidity risk related modeling. This includes, but is ...

Bloomberg

Quant Analyst - Market Risk

Manhattan, NY · On-site

Bloomberg's Quantitative Analytics team is responsible for the design and implementation of ... Value-at-Risk and other Market Risk metrics; Credit Risk models, and Climate Risk models. The team ...

Us Bank

Senior Market Risk Manager

Manhattan, NY · On-site

The successful candidate must have at least 10 years of relevant financial industry experience in Market Risk Management, quantitative risk analytics, trading risk oversight, or a related capital ...

US Bank

Senior Market Risk Manager

New York, NY

The successful candidate must have at least 10 years of relevant financial industry experience in Market Risk Management, quantitative risk analytics, trading risk oversight, or a related capital ...

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Quantitative Market Risk Analyst information

What does a quantitative market risk analyst do?

A Quantitative Market Risk Analyst is responsible for identifying, measuring, and managing financial risks that arise from market movements, such as changes in interest rates, currency values, and stock prices. They use mathematical models and statistical techniques to analyze financial data, assess risk exposures, and help develop strategies to mitigate potential losses. Their work supports banks, investment firms, and other financial institutions in making informed decisions and complying with regulatory requirements. Quantitative Market Risk Analysts often collaborate with traders, portfolio managers, and compliance teams to ensure robust risk management processes are in place.

What are the key skills and qualifications needed to thrive as a quantitative market risk analyst, and why are they important?

To thrive as a Quantitative Market Risk Analyst, you need a strong background in mathematics, statistics, finance, and risk management, often supported by a relevant degree such as in finance, mathematics, or engineering. Familiarity with risk modeling tools (like VaR models), programming languages (such as Python, R, or MATLAB), and financial software systems is typically required. Strong analytical thinking, attention to detail, and effective communication are crucial soft skills for interpreting data and conveying risk insights to stakeholders. These competencies are essential to accurately assess, model, and communicate market risks, helping organizations make informed strategic decisions.

What are some common challenges faced by quantitative market risk analysts when developing risk models?

Quantitative Market Risk Analysts often encounter challenges such as ensuring the accuracy of data inputs, selecting appropriate modeling techniques, and keeping up with rapidly changing market conditions. Balancing the complexity of models with interpretability for stakeholders is also a frequent hurdle. Collaboration with IT teams, traders, and other risk professionals is essential to refine models and validate their effectiveness, making strong communication skills just as important as technical expertise.
Quantitative Market Risk Analyst jobs near you
Infographic showing various Quantitative Market Risk Analyst job openings in New York as of August 2026, with employment types broken down into 82% Full Time, 15% Part Time, and 3% Contract. Highlights an 87% Physical, 4% Hybrid, and 9% Remote job distribution.

Quant Analyst - Market Risk

New York, NY • On-site

Bloomberg LP
Finance and Insurance • 10K+ employees
Learn more about Bloomberg LPexternal

Full-time

Medical, Dental, Vision, Life, Retirement, PTO

Posted 22 days ago

Key responsibilities

  • Research, design, prototype, implement, test, document and support statistical, machine-learning, and econometric Market Risk models

  • Support the integration and release of quant code into production systems in collaboration with Model Validation and Engineering partners

  • Communicate modeling concepts and assumptions to external clients, product managers, sales, risk product support, and engineering teams

Bloomberg rating

9.4

Company rating: 9.4 out of 10

Based on 11 frontline employees who took The Breakroom Quiz

Job description

Quant Analyst - Market Risk
Location
New York
Business Area
Product
Ref #
10053364
Description & Requirements
Bloomberg's Quantitative Analytics team is responsible for the design and implementation of modeling analytics that support client pricing and risk management solutions for financial products across the entire suite of Bloomberg products and services, including its terminal with 300,000+ clients, trading system solutions, buy- and sell-side enterprise risk management, and derivatives valuation services. These models include those for pricing derivative products across all major asset classes, including market data; counterparty credit, XVA and initial margin; Value-at-Risk and other Market Risk metrics; Credit Risk models, and Climate Risk models. The team has two recent Risk Quant of the Year winners and is dedicated both to novel research as well as efficient model delivery through modern C++ and Python libraries.
Within the Quantitative Analytics team, the Quantitative Market and Liquidity Risk Analytics group ("QMLRA") is responsible for all market and liquidity risk related modeling. This includes, but is not limited to, stress testing, including modelling of various stress scenarios for cash and derivatives portfolios, VaR, stressed VaR and various tail-risk measures, regulatory capital calculations, CCAR scenarios, FRTB, SIMM, and liquidity Assessment. The group is responsible for model research and development, as well as model deployment into production in collaboration with our Model Validation, Engineering, and Product Manager partners.
The QMLRA group has an open position in New York for an experienced Market Risk quantitative analyst to support our growing client business. The candidate will be responsible for researching, and prototyping models, documenting models, planning project execution, and coordination of team members.
We will trust you to:
  • Research, design, prototype, implement, test, document and support statistical, machine-learning, and econometric Market Risk models
  • Support the integration and release of quant code into production systems in association with our Model Validation and Engineering partners
  • Communicate modeling concepts and assumptions to external clients, product managers, sales, the risk product support unit, and engineering teams. This includes writing technical documentation and delivering presentations to a variety of audiences
  • Assist the QMLRA Team Leader with Market Risk project management. This includes coordination of fellow team members as well as collaboration with Engineering, Product Managers, and Model Validation partners
  • Maintain Market Risk methodology thought leadership. The Quant Analytics team sometimes publishes research papers in academic and industry journals

You will need to have:
  • Ph.D. or equivalent experience in a quantitative field such as Mathematics, Statistics, Physics, Engineering, or Quantitative Finance
  • Work experience at VP level or above (4+ years) at a Market Risk modeling team of a buy-side or sell-side institution, or at the equivalent level at a vendor
  • Hands-on experience in Market Risk modeling, understanding of risk measures, familiarity with financial products and derivatives (expertise needed in at least two asset classes), along with fluency in the relevant regulatory and non-regulatory Market Risk calculations
  • Knowledge of probability theory and stochastic processes, probabilistic and machine learning techniques, statistical estimation and testing, Monte Carlo methods, numerical analysis, and linear algebra
  • Experience with Natural Language Processing modeling techniques, e.g. Sentiment Analysis, Topic Modeling, Text Classification, Semantic Analysis, and Named Entity Recognition. Proficiency with agentic modeling is a bonus
  • Proven C++ and Python programming and software engineering skills. This includes code design, implementation, testing and production release, as well as working knowledge of common data science libraries
  • Hands-on experience in project management, execution and delivery, and communications with internal and external stakeholders and clients

We would love to see:
  • Strong oral and written communication skills. You enjoy working in teams with other quants, engineers, and product managers
  • Passion about the Capital Markets, Finance, and Economics
  • High-level of intellectual curiosity and demonstrated capability to generate new and interesting approaches to solving complex problems

Salary Range = 155,000 - 285,000 USD Annual + Benefits + Bonus
The referenced salary range is based on the Company's good faith belief at the time of posting. Actual compensation may vary based on factors such as geographic location, work experience, market conditions, education/training and skill level.
We offer one of the most comprehensive and generous benefits plans available and offer a range of total rewards that may include merit increases, incentive compensation (exempt roles only), paid holidays, paid time off, medical, dental, vision, short and long term disability benefits, 401(k) +match, life insurance, and various wellness programs, among others. The Company does not provide benefits directly to contingent workers/contractors and interns.
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About Bloomberg

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Bloomberg runs on data. As the Data Management & Analytics team within Engineering, we support our organization's needs around managing data efficiently. The vision of the team is to build solutions that drive data quality, data dictionary, data stewardship, data lineage, reference, and master data management across various data domains (prospect, customer, vendor, material etc.). We partner with business teams across the organization in addressing their data needs and ultimately helping run business operations efficiently and make improved decisions.

Industry

Finance and insurance

Company size

10,000+ Employees

Headquarters location

New York, NY, US

Year founded

1981

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