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Quantitative Risk Manager Jobs in Brooklyn, NY (NOW HIRING)

Invesco

Risk Manager

New York, NY · Hybrid

$150K - $165K/yr

Collaborate with investment teams in monitoring and managing portfolio risk. Provide risk analytic ... Bachelors or Masters degree in a quantitative field such as quantitative finance, statistics ...

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 · 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 ...

DTCC

Senior Quantitative Software Engineer

Jersey City, NJ · On-site

$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 ...

AECOM

Risk Analyst

New York, NY · On-site

Quantitative Risk Analysis * Program and Project Risk Management * Competency with infrastructure engineering concepts * Leading multi-disciplinary discussions * Competency with Project and Program ...

Kafene

Risk Manager

New York, NY · On-site

$95K - $130K/yr

As a Risk Manager, you will report to the VP of Risk and help build Kafene's profit-driven consumer ... Master's degree in a quantitative discipline such as Statistics, Operations Research, Economics ...

AECOM

Risk Analyst

New York, NY · On-site

Quantitative Risk Analysis * Program and Project Risk Management * Competency with infrastructure engineering concepts * Leading multi-disciplinary discussions * Competency with Project and Program ...

AECOM

Risk Analyst

New York, NY · On-site

Quantitative Risk Analysis * Program and Project Risk Management * Competency with infrastructure engineering concepts * Leading multi-disciplinary discussions * Competency with Project and Program ...

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Showing results 21-40

All JobsQuantitative Risk JobsQuantitative Risk Manager JobsQuantitative Risk Manager Jobs in Brooklyn, NY

Quantitative Risk Manager information

See Brooklyn, NY salary details

$54.2K

$117.3K

$178.8K

How much do quantitative risk manager jobs pay per year?

As of Aug 11, 2026, the average yearly pay for quantitative risk manager in Brooklyn, NY is $117,302.00, according to ZipRecruiter salary data. Most workers in this role earn between $94,600.00 and $135,600.00 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 popular job titles related to Quantitative Risk Manager jobs in Brooklyn, NY? For Quantitative Risk Manager jobs in Brooklyn, NY, the most frequently searched job titles are:
What job categories do people searching Quantitative Risk Manager jobs in Brooklyn, NY look for? The top searched job categories for Quantitative Risk Manager jobs in Brooklyn, NY are:
What cities near Brooklyn, NY are hiring for Quantitative Risk Manager jobs? Cities near Brooklyn, NY with the most Quantitative Risk Manager job openings:
Quantitative Risk Manager jobs near you
Infographic showing various Quantitative Risk Manager job openings in Brooklyn, NY as of August 2026, with employment types broken down into 1% As Needed, 88% Full Time, 10% Part Time, and 1% Contract. Highlights an 92% Physical, 2% Hybrid, and 6% Remote job distribution, with an average salary of $117,302 per year, or $56.4 per hour.

Equity Derivatives Risk Quant, Associate

Jefferies

Manhattan, NY

$100K - $140K/yr

Full-time

Medical, Dental, Vision, Life, Retirement, PTO

Re-posted 5 days ago

Job description

We are seeking a motivated and detail-oriented Equity Derivatives Risk Quant at the Associate Level to join our Equity Risk Analytics team. This role is well suited for candidates with a strong quantitative background, solid programming skills, and early-career experience or demonstrated academic exposure in equity derivatives risk analytics, including VaR, volatility calibration, option pricing, scenario analysis, and stress testing.

The successful candidate will support the development, enhancement, and maintenance of risk analytics methodologies and tools for the firm's equity derivatives business. The role will involve close collaboration with trading desks, risk managers, model development teams, and technology partners.

 
Key Responsibilities
  • Support the design, implementation, and enhancement of risk analytics solutions for equity derivatives, including:
    • Volatility surface calibration 
    • Vanilla option pricing and risk analytics 
    • Value-at-Risk (VaR) calculations 
    • Scenario analysis and stress testing 
    • Sensitivity and exposure analysis
  • Assist in developing and maintaining tools for pricing, volatility calibration, and risk reporting across equity derivatives products.
  • Daily work with Market Risk, Credit Risk, SIMM, Quantitative Risk Development, and Technology teams to ensure risk measures are accurate, consistent, and robust.
  • Analyze model outputs, risk exposures, and market data to identify issues, explain movements, and support risk management decisions.
  • Contribute to methodology development for equity derivatives risk, including proxy modeling, time series construction, volatility modeling, and risk factor analysis.
  • Help investigate and resolve production issues related to risk calculations, data quality, model behavior, and analytics infrastructure.
  • Prepare clear documentation and analysis to support model development, validation, governance, and stakeholder communication.
 
Required Qualifications
  • Master's or PhD in Quantitative Finance, Mathematics, Statistics, Physics, Engineering, Computer Science, or a related quantitative field.
  • 0-3 years of relevant experience in quantitative finance, risk analytics, derivatives modeling, or a related area.
  • Academic, internship, or professional experience with equity derivatives, risk analytics, or related quantitative methods.
  • Familiarity with one or more of the following areas:
    • Equity option pricing 
    • Volatility surface calibration 
    • Value-at-Risk (VaR) 
    • Stress testing and scenario analysis 
    • Greeks and sensitivity analysis 
    • Market data and time series analysis
  • Strong programming skills, preferably in Python, with the ability to write clean, efficient, and well-documented code.
  • Strong analytical and problem-solving skills, with a high level of attention to detail.
  • Hard-working, diligent, and proactive, with a willingness to learn complex products, models, and systems.
  • Good communication skills and ability to work effectively with quantitative, risk, trading, and technology teams.
 
Preferred Qualifications
  • Prior internship or full-time experience in equity risk analytics, equity derivatives, market risk, quantitative research, or model development.
  • Experience with VaR, volatility modeling, option pricing, or risk factor modeling.
  • Familiarity with equity derivatives products such as vanilla options, variance swaps, autocallables, barriers, or other structured products.
  • Exposure to regulatory or risk frameworks such as capital charge calculations, or stress testing methodologies.
  • Experience working with large datasets, market data, time series, or risk production systems.
  • Familiarity with the EQF platform is desirable but not required.

Primary Location Full Time Salary Range of $100,000 - $140,000. 

Jefferies is a leading global, full-service investment banking and capital markets firm that provides advisory, sales and trading, research, and wealth and asset management services. With more than 40 offices around the world, we offer insights and expertise to investors, companies, and governments.

At Jefferies, we are committed to building a culture that provides opportunities for all employees regardless of our differences and supports a workforce that is reflective of the communities where we work and live. As a result, we are able to pool our collective insights and intelligence to provide fresh and innovative thinking for our clients.

Jefferies is committed to creating and sustaining a workforce that welcomes individuals from all backgrounds to apply. Our employment decisions are made without regard to race, creed, color, national origin, ancestry, religion, pregnancy, age, medical condition, physical or mental disability, marital status, domestic partner status, sex, sexual orientation, gender, gender identity or expression, veteran or military status, genetic information, reproductive health decisions, or any other factor protected by applicable law. We are committed to hiring the most qualified applicants and complying with all federal, state, and local equal employment opportunity laws. As part of this commitment, Jefferies will extend reasonable accommodation to individuals with disabilities, as required by applicable law.

The salary offered will take into consideration an individual's experience level and qualifications. In addition to salary, Jefferies Financial Group is proud to offer a comprehensive benefits package to eligible, full-time employees or part-time employees, who are scheduled to work at least 30 hours or more per week, including an annual discretionary incentive and retention bonus, competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Jefferies also offers paid time off packages that include planned time off (e.g., vacation), unplanned time off (e.g., sick leave), and paid holidays, and for full-time employees, paid parental leave.


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