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Quantitative Risk Manager Jobs in New York (NOW HIRING)

DTCC

Senior Quantitative Software Engineer

Jersey City, NJ · On-site

$134K - $176K/yr

Support quantitative risk model implementations to support the Financial Risk Management department * Design, build, and maintain data pipelines leveraging Python, Snowflake, and relational databases

Schonfeld

Risk Manager

New York, NY

$175K - $275K/yr

Utilize quantitative and qualitative data analysis to support risk management decisions and strategy development. What you'll bring What you need: * Experience: 5-10 years of experience in risk ...

DTCC

Senior Quantitative Software Engineer

Jersey City, NJ · Hybrid

$127K - $168K/yr

Support quantitative risk model implementations to support the Financial Risk Management department * Design, build, and maintain data pipelines leveraging Python, Snowflake, and relational databases

Schonfeld

Risk Manager

New York, NY · On-site

$175K - $275K/yr

Utilize quantitative and qualitative data analysis to support risk management decisions and strategy development. What you'll bring What you need: * Experience: 5-10 years of experience in risk ...

CMCOM LLC

Be Seen First

Senior Construction Management Project Risk Management Professional

Manhattan, NY · On-site

$70 - $120/hr

Senior Construction Management Project Risk Management Professional Location: New York / New Jersey ... Perform quantitative risk modeling, including Monte Carlo simulation, cost-risk analysis, schedule ...

CMCOM LLC

Be Seen First

Senior Construction Management Project Risk Management Professional

Manhattan, NY · On-site

$70 - $120/hr

Senior Construction Management Project Risk Management Professional Location: New York / New Jersey ... Perform quantitative risk modeling, including Monte Carlo simulation, cost-risk analysis, schedule ...

Franklin Templeton

WAM Investment Risk Manager

New York, NY · Hybrid

$175K - $200K/yr

Our dynamic firm spans asset management, wealth management, and fintech, offering many ways to help ... How You Will Add Value Core Responsibilities You will design and enhance quantitative risk models ...

Paco Group

Project Risk Specialist

New York, NY · On-site

$45 - $65/hr

Working knowledge of project risk management principles and industry practices, including ... E. Quantitative Risk Analysis and Modeling * Support Quantitative Risk Assessments (QRA) for cost ...

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All JobsQuantitative Risk JobsQuantitative Risk Manager JobsQuantitative Risk Manager Jobs in New York

Quantitative Risk Manager information

See New York salary details

$56.3K

$122K

$186K

How much do quantitative risk manager jobs pay per year?

As of Jun 10, 2026, the average yearly pay for quantitative risk manager in New York is $122,046.00, according to ZipRecruiter salary data. Most workers in this role earn between $98,500.00 and $141,100.00 per year, depending on experience, location, and employer.

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 a Quantitative Risk Manager?

A Quantitative Risk Manager is a professional who uses mathematical models, statistical analysis, and quantitative techniques to identify, measure, and manage financial risks within an organization. They often work in banks, investment firms, or insurance companies to analyze market, credit, and operational risks. Their responsibilities include developing risk models, monitoring risk exposures, and advising senior management on risk mitigation strategies. They play a key role in ensuring that organizations make informed decisions and comply with regulatory requirements.

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 New York? The most popular types of Quantitative Risk jobs in New York are:
What are popular job titles related to Quantitative Risk Manager jobs in New York? For Quantitative Risk Manager jobs in New York, the most frequently searched job titles are:
What job categories do people searching Quantitative Risk Manager jobs in New York look for? The top searched job categories for Quantitative Risk Manager jobs in New York are:
What cities in New York are hiring for Quantitative Risk Manager jobs? Cities in New York with the most Quantitative Risk Manager job openings:
Quantitative Risk Manager jobs near you
Infographic showing various Quantitative Risk Manager job openings in New York as of June 2026, with employment types broken down into 100% Full Time. Highlights an 100% In-person job distribution, with an average salary of $122,046 per year, or $58.7 per hour.
Quantitative Software Developer (NYC based Fund)

Quantitative Software Developer (NYC based Fund)

LaBine and Associates

Manhattan, NY • On-site

Other

Posted 27 days ago

Job description

Job Description: Quantitative Developer

We are seeking a skilled and driven Quantitative Developer to join our team. The ideal candidate will have a strong foundation in financial technology, quantitative analysis, and software development, with experience in both risk technology and portfolio management. In this role, you will develop and enhance the technology stack supporting risk analytics and data insights for financial portfolios, working with cutting-edge tools and frameworks. You will collaborate closely with portfolio managers, risk teams, and other stakeholders to improve financial reporting, risk models, and data analytics tools.

Key Responsibilities:

  • Lead development of the firm’s quantitative risk technology stack, providing critical data insights and analytics for portfolio management.
  • Develop and maintain financial reports to track exposures across assets, counterparties, P&L decomposition, and risk factors (market, counterparty, credit, and FX risks).
  • Design and implement quantitative models to assess portfolio performance, including the development of factor models to support portfolio alpha analysis.
  • Perform ad-hoc research and scenario analysis on different market events to model portfolio movements and exposures, providing actionable insights for management to mitigate risks effectively.
  • Integrate and coordinate the firm’s technology stack with third-party vendors such as Alpha Theory and MSCI’s Barra portfolio management systems.
  • Develop tools to analyze short interest data, helping portfolio managers understand sentiment changes and the firm’s market position.
  • Utilize Python, C#, and other programming languages to build, optimize, and maintain software applications in a distributed computing environment.
  • Enhance performance of critical financial systems, including database optimization and workflow re-architecture for improved efficiency.
  • Collaborate with team members in a test-driven development environment, writing unit tests to ensure the quality of newly developed code.
  • Implement and maintain RESTful web services to handle API requests for key financial analytics.

Required Qualifications:

  • Bachelor’s degree in Computer Science, Electrical Engineering, Financial Engineering, or a related field.
  • Proficiency in programming languages such as C++, Python, and SQL.
  • Strong understanding of financial markets and risk management, with experience in quantitative finance, portfolio management, or risk technology.
  • Solid knowledge of financial reporting and the ability to enhance and develop risk analytics tools and reports.
  • Experience working with third-party financial technology platforms and APIs.
  • Ability to optimize complex financial systems and improve performance.
  • Familiarity with modern software development practices, including test-driven development, version control, and continuous integration.
  • Excellent communication and problem-solving skills, with the ability to collaborate effectively across teams.
  • Previous experience working in a finance-focused technology role, such as quantitative risk technologist, financial software developer, or similar positions.

Preferred Qualifications:

  • Experience with financial risk analysis and modeling, particularly in equity, credit, and FX markets.
  • Familiarity with factor models and portfolio optimization techniques.
  • Knowledge of distributed computing environments, NoSQL databases, and cloud computing.

If you are passionate about developing cutting-edge technology solutions for quantitative finance and risk management, we encourage you to apply and join our team of experts working on innovative financial systems.

LaBine and Associates logo

About LaBine and Associates

Sourced by ZipRecruiter

LaBine and Associates is a full service talent acquisition firm specializing in executive search for a myriad of industries. Through our partnerships with experienced associates, we can also provide staffing support, expert consultants, and interim executives for your company’s needs. We have deep industry knowledge with understanding in multiple industries. Our specialists include experts in banking/finance, HR/Legal, Technology, Health Care, Life Sciences, Engineering, Energy, Supply Chain, Mining, Agribusiness and manufacturing.

Industry

Professional, scientific, and technical services

Company size

11 - 50 Employees

Headquarters location

San Mateo, CA, US

Year founded

2013

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