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Quantitative Risk Manager Jobs in Massachusetts (NOW HIRING)

MFS

Quant Research Associate

Boston, MA · Hybrid

$10K/mo

The Quantitative Research Associates work with analysts and portfolio managers through the development and maintenance of risk management and portfolio construction processes. Quantitative Research ...

Fidelity Investments

Quantitative Analyst

Boston, MA

$100K - $200K/yr

... managed by SAI. The team's work includes risk modeling, portfolio construction analysis, the ... The Role The Quantitative Taxable team within Quantitative Research group is responsible for ...

Fidelity Investments

Quantitative Analyst

Boston, MA · On-site

$100K - $200K/yr

... managed by SAI. The team's work includes risk modeling, portfolio construction analysis, the ... The Role The Quantitative Taxable team within Quantitative Research group is responsible for ...

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All JobsQuantitative Risk Manager JobsQuantitative Risk Manager Jobs in Massachusetts

Quantitative Risk Manager information

See Massachusetts salary details

$56.2K

$121.8K

$185.7K

How much do quantitative risk manager jobs pay per year?

As of Jun 30, 2026, the average yearly pay for quantitative risk manager in Massachusetts is $121,833.00, according to ZipRecruiter salary data. Most workers in this role earn between $98,300.00 and $140,900.00 per year, depending on experience, location, and employer.

Is quantitative risk management in demand?

Quantitative risk management is in high demand across financial services, insurance, and investment firms due to increasing regulatory requirements and the need for sophisticated risk assessment tools. Professionals in this field with skills in data analysis, statistical modeling, and programming are sought after, especially those with certifications like FRM or CFA. The role often involves using software such as Python, R, or MATLAB to develop risk models and monitor financial exposures.

How does a Quantitative Risk Manager typically collaborate with other departments within a financial institution?

Quantitative Risk Managers work closely with teams such as trading, compliance, IT, and senior management to identify, measure, and mitigate financial risks. They often translate complex quantitative models into actionable insights for non-technical stakeholders and facilitate the integration of risk metrics into daily decision-making processes. Collaboration is essential for ensuring that risk assessments align with business objectives and regulatory requirements, often requiring regular cross-functional meetings and clear communication.

What are the key skills and qualifications needed to thrive as a Quantitative Risk Manager, and why are they important?

To thrive as a Quantitative Risk Manager, you need strong analytical abilities, a deep understanding of statistics and financial mathematics, and typically an advanced degree in finance, mathematics, or a related field. Proficiency in programming languages like Python or R, experience with risk modeling software, and certifications such as FRM or CFA are highly valuable. Exceptional problem-solving, communication, and collaboration skills help you convey complex risk metrics to stakeholders and work effectively in cross-functional teams. These skills ensure accurate risk assessments, regulatory compliance, and informed decision-making in dynamic financial environments.

What is the salary of quant Risk Manager?

The salary of a Quantitative Risk Manager typically ranges from $100,000 to $200,000 annually, depending on experience, location, and the size of the organization. Senior roles or those in major financial hubs can earn higher compensation, often including bonuses and performance incentives.

How much do quant risk managers make?

Quantitative risk managers typically earn a median salary ranging from $100,000 to $150,000 annually, with experienced professionals in major financial centers earning over $200,000. Compensation often includes bonuses and depends on factors such as experience, education, certifications, and the complexity of the risk models managed.

What is a quantitative Risk Manager?

A quantitative risk manager is a professional who uses mathematical models, statistical analysis, and programming skills to identify, assess, and mitigate financial risks within an organization. They often work with tools like Excel, R, or Python and require strong knowledge of finance, mathematics, and risk management frameworks. Their goal is to help firms make data-driven decisions to minimize potential losses and ensure regulatory compliance.

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

AspectQuantitative Risk ManagerQuantitative Analyst
Primary FocusAssessing and managing risk exposure across financial portfoliosDeveloping models and algorithms for investment strategies
Required CredentialsAdvanced degrees in finance, mathematics, or related fields; certifications like FRM or CFADegrees in finance, mathematics, or statistics; often pursuing CFA or similar
Work EnvironmentFinancial institutions, risk management departmentsInvestment firms, hedge funds, banks
Key SkillsRisk assessment, regulatory knowledge, quantitative modelingData analysis, programming, financial modeling

While both roles involve quantitative skills and financial knowledge, Quantitative Risk Managers focus on identifying and mitigating risks within organizations, whereas Quantitative Analysts primarily develop models to inform investment decisions. Understanding these differences helps professionals choose the right career path or job search focus.

What are the most commonly searched types of Quantitative Risk jobs in Massachusetts? The most popular types of Quantitative Risk jobs in Massachusetts are:
What are popular job titles related to Quantitative Risk Manager jobs in Massachusetts? For Quantitative Risk Manager jobs in Massachusetts, the most frequently searched job titles are:
What job categories do people searching Quantitative Risk Manager jobs in Massachusetts look for? The top searched job categories for Quantitative Risk Manager jobs in Massachusetts are:
What cities in Massachusetts are hiring for Quantitative Risk Manager jobs? Cities in Massachusetts with the most Quantitative Risk Manager job openings:
Quantitative Risk Manager jobs near you
Infographic showing various Quantitative Risk Manager job openings in Massachusetts as of June 2026, with employment types broken down into 100% Full Time. Highlights an 86% In-person, and 14% Remote job distribution, with an average salary of $121,833 per year, or $58.6 per hour.

Quantitative Strategist, Mortgage-Backed Securities (MBS)

Wellington Management

Boston, MA

Full-time

Medical, Dental, Vision, Life, Retirement, PTO

Posted 18 days ago

Job description

About Us

Wellington Management offers comprehensive investment management capabilities that span nearly all segments of the global capital markets. Our investment solutions, tailored to the unique return and risk objectives of institutional clients in more than 60 countries, draw on a robust body of proprietary research and a collaborative culture that encourages independent thought and healthy debate. As a private partnership, we believe our ownership structure fosters a long-term view that aligns our perspectives with those of our clients.

About the Role

THE POSITION
Wellington is seeking a quantitative risk-neutral valuation specialist in fixed income, MBS, and structured products modeling to join the Risk and Analytics Research team within Wellington Investment Risk. The team is responsible for investment analytics and risk modeling, partnering closely with investors and risk professionals to embed analytics and models into investment decision workflows, and working with technology teams to deliver scalable, enterprise-level solutions.

The Quantitative Strategist will develop models for fixed income, agency MBS, and structured product instruments; conduct empirical research on security valuation and risk premia; and serve as a subject matter expert on risk-neutral valuation for investors, product management, and the Investment Risk team. The strategist will work closely with Wellington investors to facilitate the use of quantitative models in investment decisions and portfolio construction.
This is a high-impact, high-leverage role with broad responsibilities spanning quantitative research, investment analytics, investor engagement, and production implementation.

Success in this role requires rigorous quantitative research skills, deep knowledge of risk-neutral valuation, mortgage modeling, and derivatives valuation, as well as the ability to partner with technology teams to build scalable production infrastructure for security analytics. The successful candidate will also enjoy collaborating directly with investors and integrating quantitative models into real-world investment processes.

The candidate should be able to work independently and thrive in a team-oriented environment. Strong communication skills are essential, as the role involves leading research initiatives while interacting closely with investment teams, product management, risk professionals, and technology partners.

QUALIFICATIONS
The ideal candidate will combine a strong quantitative background with a deep understanding of finance and economics.
5-15 years of experience in fixed income and mortgage modeling; strong understanding of mortgage market dynamics, including TBAs, pools, and agency CMOs. Experience with structured products is a plus.
Strong understanding of asset pricing theory
Advanced degree in finance, econometrics, or quantitative discipline (e.g., mathematics, statistics, physics, electrical engineering, operations research). Other credentials such as CFA/CAIA may be relevant though not required.
Strong technical background in model development, statistical analysis, and prototyping. Experience with Python, Java, SQL, and/or C++
Experience with Yield Book, Bloomberg OAS models, and the eMBS dataset is a plus

LOCATION
The Quantitative Strategist will be based in Wellington's Global Headquarters in Boston, MA.

Not sure you meet 100% of our qualifications? That's ok. If you believe that you could excel in this role, we encourage you to apply and welcome a chance to review your background. We are dedicated to building and maintaining a diversified workforce and considering a broad array of candidates with a variety of skill, workplace experiences, and backgrounds.

As an equal opportunity employer, Wellington Management ensures that all qualified applicants will receive equal consideration for employment without regard to race, color, sex, sexual orientation, gender identity, gender expression, religion, creed, national origin, age, ancestry, disability (physical or mental), medical condition, citizenship, marital status, pregnancy, veteran or military status, genetic information or any other characteristic protected by applicable law. If you are a candidate with a disability, or are assisting a candidate with a disability, and require an accommodation to apply for one of our jobs, please email us at GMWTalentOperations@wellington.com.

At Wellington Management, our approach to compensation is designed to help us attract, inspire and retain the best talent in our industry.We strive to pay employees fairly and competitively across all levels and roles. Our approach to compensation considers all aspects of total compensation; all employees are eligible to receive salary, variable compensation, and benefits. The base salary range for this position is:

USD 120,000 - 225,000

This range takes into account the wide range of factors that are considered when making compensation decisions, including but not limited to skill sets; role; skills and experience; certifications; and education. This range is an estimate, and further details on salary and total compensation aspects will be shared with candidates during the recruitment process.

Base salaryis only one component of Wellington's total compensation approach. Other rewards may include a discretionary Corporate Bonus and/ or Incentives, if eligible. In addition, we offer a comprehensive and high value benefit package to meet the unique needs of our employees and their families, and we are committed to fostering a flexible work environment that enables employees to thrive personally and professionally. Examples of our benefits include retirement plan, health and wellbeing, dental, vision, and pharmacy coverage, health savings account, flexible spending accounts and commuter program, employee assistance program, life and disability insurance, adoption assistance, back-up childcare, tuition/CFA reimbursement and paid time off (leave of absence,paid holidays, volunteer, sick and vacation time)

We believe that in person interactions inspire and energize our community and are essential to our culture. In support of this commitment, our employees work from our offices 4 days a week with flexibility to work remotely 1 day a week. We believe that this approach ultimately supports our mission to deliver investment excellence to our clients and their beneficiaries over the long term.

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