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Quantitative Risk Analyst Jobs (NOW HIRING)

Jobtailor

$200 - $250/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

$150 - $200/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

$150 - $200/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 ...

The Bitcoin Street Journal

$150 - $200/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 ...

Expand Energy

Quantitative Risk Manager

Spring, TX

Design and improve analytical frameworks for VaR, Expected Shortfall, stress testing, backtesting ... Strengthen the quantitative underpinnings of the firm's market risk framework, including model ...

Expand Energy

Quantitative Risk Manager

Spring, TX · On-site

Design and improve analytical frameworks for VaR, Expected Shortfall, stress testing, backtesting ... Strengthen the quantitative underpinnings of the firm's market risk framework, including model ...

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Quantitative Risk Analyst information

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$56.5K

$133.9K

$240K

How much do quantitative risk analyst jobs pay per year?

As of Sep 8, 2026, the average yearly pay for quantitative risk analyst in the United States is $133,877.00, according to ZipRecruiter salary data. Most workers in this role earn between $111,500.00 and $145,500.00 per year, depending on experience, location, and employer.

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 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 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 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.

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Quantitative Risk Analyst jobs near you
Infographic showing various Quantitative Risk Analyst job openings in the United States as of September 2026, with employment types broken down into 1% As Needed, 89% Full Time, 8% Part Time, and 2% Contract. Highlights an 82% Physical, 4% Hybrid, and 14% Remote job distribution, with an average salary of $133,877 per year, or $64.4 per hour.

Quantitative Risk Analyst -- Derivatives & Clearing

Manhattan, NY • On-site

Unchain Data
See more jobs at Unchain Dataexternal

$200 - $250/hr

Other

Medical, Dental, Vision, Retirement, PTO

Posted 10 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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