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Quantitative Risk Manager Jobs in Baltimore, MD (NOW HIRING)

Franklintempleton

Investment Risk Senior Analyst

Baltimore, MD · Hybrid

$155K - $160K/yr

  • Medical

  • Dental

  • Vision

  • Retirement

  • PTO

The team collaborates closely with portfolio managers, quantitative specialists, and senior ... Lead portfolio risk analysis across public and private markets, identifying key drivers of ...

T Rowe Price

Director, Fixed Income Risk

Baltimore, MD · On-site

Perform ad-hoc data and quantitative analyses in response to requests from fixed income portfolio managers and risk team members. * Collaborate with team members and the Fixed Income quant team, as ...

Franklin Templeton

Investment Risk Senior Analyst

Baltimore, MD · On-site

$155K - $160K/yr

  • Medical

  • Dental

  • Vision

  • Retirement

  • PTO

The team collaborates closely with portfolio managers, quantitative specialists, and senior leadership to guide risk-aligned decision-making. Team members operate in a globally connected, supportive ...

Morgan Stanley

Model Risk Control Specialist

Baltimore, MD · On-site

$70K - $125K/yr

  • Medical

  • Dental

  • Vision

  • Life

  • Retirement

  • PTO

... partnering with quantitative analysts and subject matter experts > Support model tuning and ... At Morgan Stanley, we raise, manage and allocate capital for our clients - helping them reach their ...

Morgan Stanley

Model Risk Control Specialist

Baltimore, MD · On-site

$70K - $125K/yr

  • Medical

  • Dental

  • Vision

  • Life

  • Retirement

  • PTO

... partnering with quantitative analysts and subject matter experts > Support model tuning and ... At Morgan Stanley, we raise, manage and allocate capital for our clients - helping them reach their ...

Deloitte

Financial Risk Senior Consultant

Baltimore, MD

$115K/yr

Support management of workstreams on complex engagements, partnering with client counterparts and ... Advanced degree and/or certification (e.g., Quant MS, MBA, FRM, CFA, CRCM, CPA, PMP). * Expertise ...

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All JobsQuantitative Risk JobsQuantitative Risk Manager JobsQuantitative Risk Manager Jobs in Baltimore, MD

Quantitative Risk Manager information

See Baltimore, MD salary details

$51.2K

$110.8K

$168.9K

How much do quantitative risk manager jobs pay per year?

As of Aug 19, 2026, the average yearly pay for quantitative risk manager in Baltimore, MD is $110,846.00, according to ZipRecruiter salary data. Most workers in this role earn between $89,400.00 and $128,200.00 per year, depending on experience, location, and employer.

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.

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 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 Baltimore, MD?

For Quantitative Risk Manager jobs in Baltimore, MD, the most frequently searched job titles are:

What job categories do people searching Quantitative Risk Manager jobs in Baltimore, MD look for?

The top searched job categories for Quantitative Risk Manager jobs in Baltimore, MD are:

What cities near Baltimore, MD are hiring for Quantitative Risk Manager jobs?

Cities near Baltimore, MD with the most Quantitative Risk Manager job openings:

Quantitative Risk Manager jobs near you

Fixed Income - Quantitative Investment Analyst - Portfolio Construction

T Rowe Price

Baltimore, MD • Hybrid

Full-time

Re-posted 23 days ago

T. Rowe Price rating

9.1

Company rating: 9.1 out of 10

Based on 21 frontline employees who took The Breakroom Quiz

Job description

Do you excel in quantitative portfolio optimization for bond funds? Have you consistently helped fixed-income fund managers create more efficient portfolios? Join T. Rowe Price-this role is for you!

Role Summary

The Quantitative Investment Analyst is an investment role within the Fixed Income division at T. Rowe Price.The role resides within the Fixed Income Quantitative Investments and Research (FI Quant) group, as part of the Portfolio Research Group.The Portfolio Research Group seeks to enhance portfolio risk-adjusted returns by applying quantitative methods to: (a) advise portfolio managers on position sizing and optimal combination of positions in portfolios; (b) advise portfolio managers on risks not immediately covered by standard models; (c) capitalize on long-term market inefficiencies and risk premia as well as capture value from shorter-term dislocations.

The team requires an experienced quantitative researcher to conduct analysis in applied portfolio construction. A successful candidate will frequently interact with Fixed Income portfolio managers and senior Fixed Income leadership to advocate for implementation of relevant ideas and methods in fixed income portfolios.

Responsibilities

  • Conduct quantitative research applied to US fixed income portfolios, involving sizing and combination of sectors, strategies and alpha signals, including off-benchmark segments
  • Integrate solid risk-awareness in portfolio construction models, accounting for risk in normal and stressed market environments
  • Proactively advocate for enhancing portfolio performance by applying appropriate quantitative methodologies and effectively collaborate with portfolio managers towards this goal
  • Work with Technology partners to productionize models

Qualifications

Required:

  • Degree in quantitative discipline. Master's or higher preferred
  • 7+ years of investing experience
  • Experience and expertise in fixed income markets, securities, and derivatives instruments, especially instruments that involve credit risk.
  • Understanding of quantitative portfolio construction and optimization techniques
  • Proficiency with R or Python programming language
  • Ability and willingness to leverage AI tools available in the company to boost efficiency is highly valued
  • Familiarity with risk forecast models
  • Self-motivated, independent, detail oriented and intellectually curious
  • Strong communication skills, with ability to influence others. Creative problem solver

Preferred:

  • CFA designation
  • Experience with US Securitized products, especially Mortgage Backed Securities (Agency and Non-Agency)

FINRA Requirements

FINRA licenses are not required and will not be supported for this role.

Work Flexibility

This role is eligible for hybrid work, with up to one day per week from home.

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