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Quantitative Risk Manager Jobs in New York (NOW HIRING)

Squarepoint Capital

Junior Risk Manager

New York, NY · On-site

$125K/yr

Collaborate with Quantitative Researcher and Traders on the strategies analysis * Ensure the ... Demonstrated interest in Risk Management * Demonstrated interest in a quantitative approach

DTCC

Market Risk Senior Associate

Jersey City, NJ · On-site

FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit Risk teams to maintain an integrated and comprehensive approach to financial risk management at DTCC to support ...

Jefferies

SVP, Equity Derivatives Risk Quant

Manhattan, NY · On-site

$200K - $250K/yr

... risk managers, and cross-functional teams to support the firm's dynamic and complex equity ... Collaborate with Market Risk, Credit Risk, SIMM, and Quantitative Risk Development teams to ensure ...

Paco Group

Risk Manager - PACO Group, Inc

New York, NY · On-site

$100 - $120/hr

Quantitative Analysis • Build cost- and schedule-risk models; run Monte Carlo simulations (10k ... Familiarity with cost-management platforms ( e.g., Kahua, EcoSys, Unifier ) is a plus.

Jefferies

SVP, Equity Derivatives Risk Quant

Manhattan, NY · On-site

$200K - $250K/yr

... risk managers, and cross-functional teams to support the firm's dynamic and complex equity ... Collaborate with Market Risk, Credit Risk, SIMM, and Quantitative Risk Development teams to ensure ...

Bullish

Financial Risk Manager

New York, NY · On-site

Bachelor's degree in Finance, Economics, Mathematics, Statistics, or a related quantitative field. A Master's degree is strongly preferred. Professional certifications such as Financial Risk Manager ...

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Quantitative Risk Manager information

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$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.

Systematic Equities Risk Manager

Paragon Alpha - Hedge Fund Talent Business

Manhattan, NY

Other

Posted yesterday

Job description

Overview

A leading global investment platform is seeking an experienced Risk Manager to partner with its expanding Systematic trading group. This role focuses on overseeing risk across systematic strategies, enhancing analytics, and working closely with portfolio managers and senior leadership across regions.

Key Responsibilities

  • Perform ongoing monitoring and analysis of systematic portfolios, including both daily and intraday risk assessment.
  • Build strong working relationships with quantitative portfolio managers and senior stakeholders globally
  • Evaluate and enhance model development frameworks, including simulation techniques, backtesting standards, and implementation processes
  • Improve manager evaluation frameworks with emphasis on performance attribution, macro sensitivities, thematic exposures, and market crowding dynamics
  • Design and implement risk methodologies tailored to short-horizon systematic strategies; develop tools and dashboards for real-time monitoring
  • Contribute to the broader risk infrastructure, reporting, and analytics used across the firm
  • Engage with business leadership to support strategic initiatives and risk oversight
  • Participate in regular risk forums, providing insights and recommendations on portfolio exposures and risk-adjusted returns
  • Assess whether portfolio risks are appropriately compensated and aligned with investment objectives


Candidate Profile

  • Advanced degree (Master’s or PhD) in a quantitative field such as Mathematics, Physics, Computer Science, or Financial Engineering
  • Extensive experience (typically 10+ years) in quantitative finance within a risk, portfolio management, or trading capacity at a financial institution or investment firm
  • Strong programming capabilities (e.g., Python, C++, or similar languages)
  • Solid understanding of equity-based quantitative strategies, including statistical arbitrage approaches
  • Familiarity with factor-based risk models and portfolio construction techniques
  • Excellent communication skills, with the ability to interact effectively across technical and non-technical teams
  • Strong analytical mindset with a hands-on, problem-solving approach
  • High attention to detail, with a focus on data integrity, robustness of analysis, and clarity of outputs

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