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Quantitative Risk Analyst Intern Jobs in Stamford, CT

UBS

Credit Risk Officer - Hedge Funds

New York, NY · On-site

$140K - $188K/yr

You will serve as a Credit Officer focusing on quantitative risk assessment of transactions and hedge fund counterparty credit analysis. Your expertise You have: • you're curious to explore how AI ...

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All JobsQuantitative Risk Analyst Intern JobsQuantitative Risk Analyst Intern Jobs in Stamford, CT

Quantitative Risk Analyst Intern information

See Stamford, CT salary details

$69.3K

$115.5K

$155.1K

How much do quantitative risk analyst intern jobs pay per year?

As of Aug 11, 2026, the average yearly pay for quantitative risk analyst intern in Stamford, CT is $115,513.00, according to ZipRecruiter salary data. Most workers in this role earn between $85,300.00 and $139,700.00 per year, depending on experience, location, and employer.

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

To thrive as a Quantitative Risk Analyst Intern, you need a solid background in mathematics, statistics, and finance, often supported by progress toward a relevant degree such as finance, economics, or applied mathematics. Familiarity with programming languages like Python or R, statistical analysis tools, and risk management platforms such as SAS or MATLAB is typically expected. Strong analytical thinking, attention to detail, and effective communication skills help interns interpret complex data and present findings clearly. These skills are crucial for accurately assessing risks, supporting data-driven decision-making, and contributing to effective risk management strategies.

What does a quantitative risk analyst intern do?

A Quantitative Risk Analyst Intern supports the risk management team by analyzing financial data, building statistical models, and assessing potential risks that could impact an organization. They use mathematical and statistical techniques to identify, measure, and monitor risks associated with investments, market movements, or operational activities. Interns often help with data collection, programming (using tools like Python, R, or Excel), and preparing reports for senior analysts. This role provides valuable hands-on experience in applying quantitative methods to real-world financial risk scenarios.

What is the difference between Quantitative Risk Analyst Intern vs Quantitative Risk Analyst?

AspectQuantitative Risk Analyst InternQuantitative Risk Analyst
Required credentialsTypically pursuing or recent graduate with a degree in finance, economics, or related fieldBachelor's or master's degree in a relevant field, often with some professional experience
Work environmentInternship setting, often part-time or summer program within financial institutionsFull-time role within banks, investment firms, or insurance companies
Employer and industry usageUsed in internship programs across finance and risk management firmsStandard position in risk management departments of financial services

The main difference between a Quantitative Risk Analyst Intern and a Quantitative Risk Analyst is experience level and responsibility. Interns are typically students gaining exposure, while analysts are full-time professionals responsible for assessing and managing risk strategies.

What types of projects and responsibilities can a quantitative risk analyst intern expect during their internship?

As a Quantitative Risk Analyst Intern, you can expect to work on projects involving data analysis, risk modeling, and validation of existing financial models. You may assist in stress testing portfolios, researching risk factors, and automating data processes under the guidance of senior analysts. Interns typically collaborate closely with risk management, trading, and IT teams, gaining hands-on experience with industry-standard tools and methodologies. This role offers an excellent opportunity to develop technical skills and an understanding of how risk is measured and managed in financial institutions.
What are popular job titles related to Quantitative Risk Analyst Intern jobs in Stamford, CT? For Quantitative Risk Analyst Intern jobs in Stamford, CT, the most frequently searched job titles are:
What job categories do people searching Quantitative Risk Analyst Intern jobs in Stamford, CT look for? The top searched job categories for Quantitative Risk Analyst Intern jobs in Stamford, CT are:
What cities near Stamford, CT are hiring for Quantitative Risk Analyst Intern jobs? Cities near Stamford, CT with the most Quantitative Risk Analyst Intern job openings:
Quantitative Risk Analyst Intern jobs near you
Infographic showing various Quantitative Risk Analyst Intern job openings in Stamford, CT as of August 2026, with employment types broken down into 1% As Needed, 86% Full Time, 11% Part Time, and 2% Contract. Highlights an 87% Physical, 5% Hybrid, and 8% Remote job distribution, with an average salary of $115,513 per year, or $55.5 per hour.

Senior Credit Risk Analyst - Securitized Products 3644622

Axiom Path

New York, NY • On-site

$40 - $46/hr

Full-time

Posted 10 days ago

Job description

Be Part Of A High-Performing Team

Join the securitized products and capital solutions division of a leading global financial institution with a significant presence in the Americas. The team supports complex credit portfolios and financing transactions through disciplined risk analysis, portfolio surveillance, and data-driven decision-making.

This position works closely with credit, risk, analytics, and business stakeholders covering specialized lending and structured credit sectors. The environment is analytical, detail-oriented, and collaborative, with exposure to portfolio-level risk management, counterparty assessment, stress testing, and strategic risk initiatives.

What’s In Store For You

  • Engagement: W2 only; no C2C or 1099.
  • Work directly with securitized products, credit, and risk-management professionals.
  • Gain exposure to complex lending, structured-credit, and counterparty-risk portfolios.
  • Contribute to portfolio modelling, stress testing, and risk-management enhancement initiatives.
  • Work arrangement: Onsite in New York City.
  • Opportunity to support highly visible projects involving multiple financial-services teams.

How You Will Make An Impact

  • Provide dedicated credit-risk coverage for lender finance, CLO warehouse, and related structured-credit sectors.
  • Evaluate corporate, counterparty, and transaction-level credit risks across assigned portfolios.
  • Perform portfolio analytics, financial modelling, data analysis, scenario analysis, and stress testing.
  • Monitor portfolio performance, emerging risks, concentration levels, and counterparty exposure.
  • Support credit reviews, transaction assessments, risk recommendations, and ongoing portfolio surveillance.
  • Develop clear analytical materials that communicate findings, assumptions, and risk considerations to stakeholders.
  • Partner with credit, finance, risk, and business teams on cross-functional initiatives.
  • Help strengthen counterparty-risk management capabilities, reporting, and analytical processes.
  • Contribute to projects involving global financial institutions and other internal coverage teams.
  • Maintain accurate documentation and support governance requirements associated with credit decisions.

Do You Bring Proven Success in Credit Risk and Portfolio Analytics?

  • 5–7 years of relevant experience in credit analysis, counterparty risk, portfolio risk, structured finance, corporate lending, or a related financial-services function.
  • Strong understanding of corporate credit analysis, including financial statements, cash flow, leverage, liquidity, and debt-service capacity.
  • Experience supporting lender finance, CLO warehouses, structured credit, leveraged lending, specialty finance, or comparable sectors is strongly preferred.
  • Demonstrated experience with portfolio-level risk analytics, financial modelling, data analysis, or stress testing.
  • Ability to assess counterparties, transactions, collateral structures, and sector-specific risks.
  • Strong quantitative and analytical skills, with the ability to interpret complex financial and portfolio data.
  • Advanced proficiency with Microsoft Excel and financial modelling tools.
  • Experience preparing credit-review materials, risk assessments, approval documentation, or portfolio-monitoring reports.
  • Strong written communication skills, including the ability to summarize complex credit issues clearly and concisely.
  • Ability to manage multiple priorities while maintaining accuracy and sound judgment.
  • Bachelor’s degree in finance, accounting, economics, mathematics, or a related discipline.
  • CFA, FRM, MBA, or other relevant advanced credentials are beneficial but not required.