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Quantitative Risk Analyst Intern Jobs (NOW HIRING)

Unchain Data

$180 - $280/hr

About the Role Polymarket is hiring a Quantitative Risk Analyst to design and implement enterprise-scale risk models at the heart of our clearing operation. You'll own models for market risk ...

Jobtailor

$180 - $240/hr

Develop, maintain, and enhance sophisticated quantitative risk models, analytical frameworks, and methodologies * Design modeling solutions to assess current and emerging risks, quantify exposures ...

Franklin Templeton Investments

NY · On-site

$160 - $185/hr

Senior Quantitative Analyst, Quantitative & Risk Analytics The Quantitative and Risk Analytics group is hiring a Senior Quantitative Analyst to report to the Investment Director of Quantitative and ...

Franklin Templeton Investments

$160 - $185/hr

Senior Quantitative Analyst, Quantitative & Risk Analytics The Quantitative and Risk Analytics group is hiring a Senior Quantitative Analyst to report to the Investment Director of Quantitative and ...

Freddie Mac

As a Quantitative Risk Management Intern within Enterprise Risk Management (ERM), you will apply ... Execute quantitative and analytical projects while ensuring timely delivery, adherence to ...

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Quantitative Risk Analyst Intern information

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$65K

$108.3K

$145.5K

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

As of Sep 3, 2026, the average yearly pay for quantitative risk analyst intern in the United States is $108,333.00, according to ZipRecruiter salary data. Most workers in this role earn between $80,000.00 and $131,000.00 per year, depending on experience, location, and employer.

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 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 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 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.

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Quantitative Risk Analyst Intern jobs near you
Infographic showing various Quantitative Risk Analyst Intern job openings in the United States as of August 2026, with employment types broken down into 1% As Needed, 89% Full Time, 8% Part Time, and 2% Contract. Highlights an 87% Physical, 4% Hybrid, and 9% Remote job distribution, with an average salary of $108,333 per year, or $52.1 per hour.

Quantitative Risk Analyst -- Derivatives & Clearing

Unchain Data

Manhattan, NY • On-site

$180 - $280/hr

Other

Medical, Dental, Vision, Retirement, PTO

Posted 4 days ago

Job description

About Polymarket

Polymarket is the world's largest prediction market platform. We enable individuals to express views on real-world events by trading on outcomes across politics, economics, sports, culture, and current affairs. Built as a peer-to-peer marketplace with no centralized "house," Polymarket aggregates diverse opinions into transparent, market-based probabilities that reflect collective expectations about the future.

We're growing fast - both in terms of volume ($21B traded in 2025) and adoption as an alternative news source. Our ambition is to become a ubiquitous beacon of truth in global media and we need your help adding fuel to the fire.

About the Role

Polymarket is hiring a Quantitative Risk Analyst to design and implement enterprise-scale risk models at the heart of our clearing operation. You'll own models for market risk, volatility and correlation of derivatives, stress testing, and automated liquidation - the systems that keep the platform solvent and users protected in fast-moving markets.

This is a hands-on role: you'll be building models in production code, not just specifying them. We expect you to work fluently with AI tools for development and research - and to be the skeptic in the room, pressure-test AI-generated models and code against well-established risk models before anything ships.

What You'll Do

  • Design, implement, and maintain enterprise-scale risk models covering market risk, margin, and counterparty exposure for a clearing organization

  • Build volatility and correlation models for derivatives, including calibration, backtesting, and ongoing model validation

  • Develop and run stress-testing frameworks: historical scenarios, hypothetical shocks, and reverse stress tests

  • Design and tune auto-liquidation logic - trigger thresholds, liquidation waterfalls, and safeguards against cascading liquidations

  • Use AI tools extensively to accelerate model development, coding, and research - and rigorously validate AI outputs against established risk models before deployment

  • Monitor model performance in production, investigate breaks, and iterate quickly

  • Partner with engineering, trading, and product teams to embed risk controls into platform architecture

  • Document model assumptions, limitations, and validation results to an audit-ready standard

What We're Looking For

  • 5-7 years of quantitative risk experience at a clearinghouse, exchange, prime broker, trading firm, or similar

  • Proven expertise designing and implementing risk models at enterprise scale - production systems, not just research prototypes

  • Deep experience modeling volatility, correlation, option skews, and option pricing at scale for trad-fi derivatives, perpetuals, and fully collateralized event contracts

  • Hands-on experience with market risk modeling, stress testing, and auto-liquidation mechanics in a clearing context

  • Strong fluency with AI-assisted development and coding, paired with the judgment to pressure-test AI outputs against well-established risk models and catch what looks plausible but is wrong

  • Expert-level Python (NumPy, pandas, SciPy; solid software engineering practices)

  • Advanced degree in a quantitative field (math, statistics, physics, financial engineering, CS) or equivalent experience

  • Strong mathematical foundation in stochastic calculus and linear algebra

  • (Plus) C# and/or C++ for performance-critical or production systems

  • (Plus) Familiarity with crypto market structure, perpetuals, or prediction markets

  • (Plus) Experience with CCP risk frameworks (CPMI-IOSCO PFMI, default management, margin methodology)

  • (Plus) Experience building real-time risk systems

Benefits

  • Competitive salary & equity

  • Unlimited PTO

  • Full Health, Vision, & Dental coverage

  • 401k match

  • Hardware setup: new MacBook Pro, big display, & accessories

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