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Quantitative Risk Analyst Jobs in New York (NOW HIRING)

Jefferies

Equity Derivatives Risk Quant, Associate

Manhattan, NY · On-site

$100K - $140K/yr

  • Medical

  • Dental

  • Vision

  • Life

  • Retirement

  • PTO

Daily work with Market Risk, Credit Risk, SIMM, Quantitative Risk Development, and Technology teams to ensure risk measures are accurate, consistent, and robust. * Analyze model outputs, risk ...

State Street Global Advisors

Quantitative Risk, VP

Stamford, CT

$120K - $202K/yr

  • Medical

  • Dental

  • Vision

  • Life

  • Retirement

  • PTO

Who we are looking for The Centralized Modeling & Analytics and Operations(CMAO) team within State Street's Enterprise Risk Management (ERM) organization is looking for an experienced quantitative ...

Jefferies

VP, Quant Developer - Risk Analytics

Manhattan, NY · On-site

$175K - $200K/yr

  • Medical

  • Dental

  • Vision

  • Life

  • Retirement

  • PTO

The Global Risk Analytics team is looking for a seasoned Quantitative Risk Developer to join our Quant Risk Development team. This role offers the opportunity to work closely with other risk ...

Jefferies

VP, Quant Developer - Risk Analytics

Manhattan, NY · On-site

$175K - $200K/yr

  • Medical

  • Dental

  • Vision

  • Life

  • Retirement

  • PTO

The Global Risk Analytics team is looking for a seasoned Quantitative Risk Developer to join our Quant Risk Development team. This role offers the opportunity to work closely with other risk ...

Morgan Stanley

Risk Analyst

New York, NY

$75K - $95K/yr

Risk Management protects the firm from losses resulting from defaults by our lending and trading ... Quantitative/analytical background (e.g. finance, accounting, mathematics, STEM, law, economics ...

Morgan Stanley

Risk Analyst

New York, NY · On-site

$75K - $95K/yr

Risk Management protects the firm from losses resulting from defaults by our lending and trading ... Quantitative/analytical background (e.g. finance, accounting, mathematics, STEM, law, economics ...

Mizuho Financial Group

Risk Tech Analyst

New York, NY · Hybrid

$70K - $100K/yr

Support * Assist Quants, Risk Analytics and Market Risk teams in generating the numbers out of the Murex & Calculation engine platforms (SIMM crif files, PL Vectors for VaR, Backtesting, DRC, FRTB SA)

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Quantitative Risk Analyst information

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$61.8K

$146.5K

$262.6K

How much do quantitative risk analyst jobs pay per year?

As of Aug 14, 2026, the average yearly pay for quantitative risk analyst in New York is $146,466.00, according to ZipRecruiter salary data. Most workers in this role earn between $122,000.00 and $159,200.00 per year, depending on experience, location, and employer.

What are some common challenges a quantitative risk analyst faces when integrating new data sources into risk models?

Quantitative Risk Analysts often encounter challenges related to data quality, consistency, and compatibility when integrating new data sources into risk models. Ensuring that the data is accurate, timely, and relevant requires rigorous validation and sometimes complex data cleaning processes. Additionally, analysts must adapt existing risk models to accommodate new variables, which may involve re-calibrating parameters or even restructuring parts of the model. Effective collaboration with IT and data engineering teams is essential to streamline data integration and maintain model reliability.

What are the key skills and qualifications needed to thrive as a quantitative risk analyst?

To thrive as a Quantitative Risk Analyst, you need strong analytical and mathematical skills, experience with statistical modeling, and typically a degree in finance, mathematics, statistics, or a related field. Proficiency in programming languages such as Python, R, or MATLAB, and familiarity with risk management systems and financial databases are important technical requirements. Attention to detail, problem-solving abilities, and effective communication are vital soft skills for explaining complex analyses to stakeholders. These skills are crucial for accurately identifying, measuring, and mitigating financial risks in dynamic market environments.

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

AspectQuantitative Risk AnalystCredit Risk Analyst
Required CredentialsDegree in finance, economics, or mathematics; certifications like FRM or CFADegree in finance, economics, or related; certifications like FRM or CFA often preferred
Work EnvironmentFinancial institutions, investment firms, risk management departmentsBanks, lending institutions, credit agencies
Employer & Industry UsageUsed across finance sectors for risk modeling and analysisPrimarily in banking and lending for assessing creditworthiness
Comparison Search IntentUnderstanding differences in risk analysis rolesDistinguishing credit-specific risk roles from broader risk analysis

While both roles involve risk assessment and require similar credentials, a Quantitative Risk Analyst focuses on modeling and analyzing various financial risks using quantitative methods across multiple risk types. In contrast, a Credit Risk Analyst specializes in evaluating creditworthiness and managing credit risk specifically within lending and banking sectors.

What is a quantitative risk analyst?

A Quantitative Risk Analyst is a professional who uses mathematical models, statistical techniques, and data analysis to assess and manage financial risks within an organization. They typically evaluate potential losses from market movements, credit defaults, or operational failures and help develop strategies to mitigate those risks. Their work is crucial in industries such as banking, investment, insurance, and asset management, where understanding and controlling risk is essential for financial stability and compliance. Quantitative Risk Analysts often work with complex financial instruments and large datasets, requiring strong analytical and programming skills.

What are the most commonly searched types of Quantitative Risk Analyst jobs in New York?

The most popular types of Quantitative Risk Analyst jobs in New York are:

What are popular job titles related to Quantitative Risk Analyst jobs in New York?

For Quantitative Risk Analyst jobs in New York, the most frequently searched job titles are:

What job categories do people searching Quantitative Risk Analyst jobs in New York look for?

The top searched job categories for Quantitative Risk Analyst jobs in New York are:

What cities in New York are hiring for Quantitative Risk Analyst jobs?

Cities in New York with the most Quantitative Risk Analyst job openings:

Quantitative Risk Analyst jobs near you
Infographic showing various Quantitative Risk Analyst job openings in New York as of August 2026, with employment types broken down into 1% As Needed, 85% Full Time, 11% Part Time, 1% Temporary, and 2% Contract. Highlights an 87% Physical, 5% Hybrid, and 8% Remote job distribution, with an average salary of $146,466 per year, or $70.4 per hour.

Equity Derivatives Risk Quant, Associate

Jefferies

Manhattan, NY • On-site

$100K - $140K/yr

Full-time

Medical, Dental, Vision, Life, Retirement, PTO

Re-posted 9 days ago

Job description


We are seeking a motivated and detail-oriented Equity Derivatives Risk Quant at the Associate Level to join our Equity Risk Analytics team. This role is well suited for candidates with a strong quantitative background, solid programming skills, and early-career experience or demonstrated academic exposure in equity derivatives risk analytics, including VaR, volatility calibration, option pricing, scenario analysis, and stress testing.
The successful candidate will support the development, enhancement, and maintenance of risk analytics methodologies and tools for the firm's equity derivatives business. The role will involve close collaboration with trading desks, risk managers, model development teams, and technology partners.
Key Responsibilities
  • Support the design, implementation, and enhancement of risk analytics solutions for equity derivatives, including:
    • Volatility surface calibration
    • Vanilla option pricing and risk analytics
    • Value-at-Risk (VaR) calculations
    • Scenario analysis and stress testing
    • Sensitivity and exposure analysis
  • Assist in developing and maintaining tools for pricing, volatility calibration, and risk reporting across equity derivatives products.
  • Daily work with Market Risk, Credit Risk, SIMM, Quantitative Risk Development, and Technology teams to ensure risk measures are accurate, consistent, and robust.
  • Analyze model outputs, risk exposures, and market data to identify issues, explain movements, and support risk management decisions.
  • Contribute to methodology development for equity derivatives risk, including proxy modeling, time series construction, volatility modeling, and risk factor analysis.
  • Help investigate and resolve production issues related to risk calculations, data quality, model behavior, and analytics infrastructure.
  • Prepare clear documentation and analysis to support model development, validation, governance, and stakeholder communication.

Required Qualifications
  • Master's or PhD in Quantitative Finance, Mathematics, Statistics, Physics, Engineering, Computer Science, or a related quantitative field.
  • 0-3 years of relevant experience in quantitative finance, risk analytics, derivatives modeling, or a related area.
  • Academic, internship, or professional experience with equity derivatives, risk analytics, or related quantitative methods.
  • Familiarity with one or more of the following areas:
    • Equity option pricing
    • Volatility surface calibration
    • Value-at-Risk (VaR)
    • Stress testing and scenario analysis
    • Greeks and sensitivity analysis
    • Market data and time series analysis
  • Strong programming skills, preferably in Python, with the ability to write clean, efficient, and well-documented code.
  • Strong analytical and problem-solving skills, with a high level of attention to detail.
  • Hard-working, diligent, and proactive, with a willingness to learn complex products, models, and systems.
  • Good communication skills and ability to work effectively with quantitative, risk, trading, and technology teams.

Preferred Qualifications
  • Prior internship or full-time experience in equity risk analytics, equity derivatives, market risk, quantitative research, or model development.
  • Experience with VaR, volatility modeling, option pricing, or risk factor modeling.
  • Familiarity with equity derivatives products such as vanilla options, variance swaps, autocallables, barriers, or other structured products.
  • Exposure to regulatory or risk frameworks such as capital charge calculations, or stress testing methodologies.
  • Experience working with large datasets, market data, time series, or risk production systems.
  • Familiarity with the EQF platform is desirable but not required.

Primary Location Full Time Salary Range of $100,000 - $140,000.
About Us
Jefferies is a leading global, full-service investment banking and capital markets firm that provides advisory, sales and trading, research, and wealth and asset management services. With more than 40 offices around the world, we offer insights and expertise to investors, companies, and governments.
At Jefferies, we are committed to building a culture that provides opportunities for all employees regardless of our differences and supports a workforce that is reflective of the communities where we work and live. As a result, we are able to pool our collective insights and intelligence to provide fresh and innovative thinking for our clients.
Jefferies is committed to creating and sustaining a workforce that welcomes individuals from all backgrounds to apply. Our employment decisions are made without regard to race, creed, color, national origin, ancestry, religion, pregnancy, age, medical condition, physical or mental disability, marital status, domestic partner status, sex, sexual orientation, gender, gender identity or expression, veteran or military status, genetic information, reproductive health decisions, or any other factor protected by applicable law. We are committed to hiring the most qualified applicants and complying with all federal, state, and local equal employment opportunity laws. As part of this commitment, Jefferies will extend reasonable accommodation to individuals with disabilities, as required by applicable law.
The salary offered will take into consideration an individual's experience level and qualifications. In addition to salary, Jefferies Financial Group is proud to offer a comprehensive benefits package to eligible, full-time employees or part-time employees, who are scheduled to work at least 30 hours or more per week, including an annual discretionary incentive and retention bonus, competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Jefferies also offers paid time off packages that include planned time off (e.g., vacation), unplanned time off (e.g., sick leave), and paid holidays, and for full-time employees, paid parental leave.

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