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Quantitative Risk Manager Jobs in Quebec (NOW HIRING)

National Bank

Senior Data Scientist

Montreal, QC · On-site +1

... quantitative field, 2 to 3 years of experience in modelling, decision-making strategies or any other relevant role in data science * Proficiency in retail credit products and risk management

National Bank

Senior Data Scientist

Montreal, QC · On-site +1

... quantitative field, 2 to 3 years of experience in modelling, decision-making strategies or any other relevant role in data science Proficiency in retail credit products and risk management ...

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All JobsQuantitative Risk Manager JobsQuantitative Risk Manager Jobs in Quebec

Quantitative Risk Manager information

See Quebec salary details

$32K

$131.9K

$219K

How much do quantitative risk manager jobs pay per year?

As of Jun 20, 2026, the average yearly pay for quantitative risk manager in Quebec is $131,920.00, according to ZipRecruiter salary data. Most workers in this role earn between $97,000.00 and $163,500.00 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 popular job titles related to Quantitative Risk Manager jobs in Quebec? For Quantitative Risk Manager jobs in Quebec, the most frequently searched job titles are:
What job categories do people searching Quantitative Risk Manager jobs in Quebec look for? The top searched job categories for Quantitative Risk Manager jobs in Quebec are:
What cities in Quebec are hiring for Quantitative Risk Manager jobs? Cities in Quebec with the most Quantitative Risk Manager job openings:
Quantitative Risk Manager jobs near you
Infographic showing various Quantitative Risk Manager job openings in Quebec 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 $131,920 per year, or $63.4 per hour.

Associate Treasury Liquidity Analytics (Hybrid)

National Bank

Montreal, QC • Hybrid

Full-time

Posted 2 days ago

Job description

Attendance
Hybrid
Job number
33546
Category
Senior Professional
Status: Permanent
Type of Contract
Permanent
Schedule: Full-Time 
Full Time / Part Time?
Full-Time
Posting date
17-Jun-2026
Area(s) of interest: Capital Markets and treasury, Wealth management, Finance and accounting, Risk management, Operations
Location(s): Montreal

A career as an Associate in the Corporate Treasury team at National Bank means acting as a specialist in the underlying data used to calculate liquidity risks (Basel III). Through your data management skills, programming experience, and financial knowledge, you have a positive impact on the Bank’s Treasury risk management.

Your role 
• Support production activities required for calculating liquidity risks.
• Participate, as a developer and data expert, in projects to enhance the modelling and calculation of regulatory liquidity ratios (LCR, NSFR, NCCF).
• Act as a subject matter expert for datasets related to banking products: take ownership of business rules by collaborating with product specialists across business lines and the Bank’s data warehouses.
• Implement best practices in data governance.
• Develop and maintain dashboards for monitoring data quality.
• Contribute to innovation and transformation projects for Treasury processes and analytical environments.

Your team
Within the Corporate Treasury sector, you are part of a team of about twenty colleagues and report to the Director, Liquidity Analytics. You collaborate daily with a multidisciplinary team composed of experts in data analysis and liquidity risk management.

We prioritise a variety of continuous learning approaches to support your development, including learning on the job, training content made available to you, and access to colleagues with diverse expertise, experience, and backgrounds, contributing to your growth from all perspectives.

Requirements
• Degree in a quantitative discipline related to the field (finance, economics, mathematics, computer science) and 3 to 5 years of relevant experience.
• Proficiency in one or more programming and data manipulation languages (SQL, Python, SAS).
• Proficiency in SAS is an asset.
• Knowledge of risk management and market finance.
• Familiarity with visualisation tools, an asset (Streamlit, Power BI).
• Ability to deliver high-quality results within tight deadlines.
• Proactivity, attention to detail, rigour, autonomy, and curiosity for learning.

Languages:
French
Skills

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