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Quantitative Risk Manager Jobs in Great Neck, NY

David Energy

Risk Manager

New York, NY · On-site

$140K - $170K/yr

We can make this guarantee because our technology and risk management unlock value that is not ... Bachelor's degree in a quantitative field (e.g., physics, mathematics, economics) * Proficiency in ...

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 ...

Barclays

Rates Quantitative Analyst -VP

New York, NY · On-site

$150K - $225K/yr

Quantitative risk management and pricing within front‑office environments * Deep technical expertise in quantitative methods, mathematical modeling, and computational problem-solving Some other ...

Nomura International

Portfolio Risk Manager

Manhattan, NY · On-site

$160K - $190K/yr

Portfolio Risk Manager Corporate Title : Vice President Department : Risk Location: New York The ... Excellent analytical, quantitative, and problem-solving skills with ability to interpret and drill ...

Nomura International

Portfolio Risk Manager

Manhattan, NY · On-site

$160K - $190K/yr

Portfolio Risk Manager Corporate Title : Vice President Department : Risk Location: New York The ... Excellent analytical, quantitative, and problem-solving skills with ability to interpret and drill ...

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All JobsQuantitative Risk JobsQuantitative Risk Manager JobsQuantitative Risk Manager Jobs in Great Neck, NY

Quantitative Risk Manager information

See Great Neck, NY salary details

$55.8K

$120.9K

$184.2K

How much do quantitative risk manager jobs pay per year?

As of Sep 2, 2026, the average yearly pay for quantitative risk manager in Great Neck, NY is $120,886.00, according to ZipRecruiter salary data. Most workers in this role earn between $97,500.00 and $139,800.00 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 cities near Great Neck, NY are hiring for Quantitative Risk Manager jobs?

Cities near Great Neck, NY with the most Quantitative Risk Manager job openings:

Quantitative Risk Manager jobs near you
Infographic showing various Quantitative Risk Manager job openings in Great Neck, NY as of June 2026, with employment types broken down into 2% As Needed, 66% Full Time, 28% Part Time, 2% Temporary, and 2% Contract. Highlights an 80% Physical, 4% Hybrid, and 16% Remote job distribution, with an average salary of $120,886 per year, or $58.1 per hour.

Market Risk - BA/DA

Software Guidance & Assistance

Jersey City, NJ • On-site

Other

Re-posted 10 days ago

Job description

Software Guidance & Assistance, Inc., (SGA), is searching for a Market Risk - BA/DA for a contract assignment with one of our premier financial services clients in Jersey City, NJ .
Responsibilities :
  • Risk System Ownership & Optimization: Manage and refine market risk platforms to ensure robust performance, data quality, and scalability.
  • Automation & Technical Solutions: Utilize advanced programming skills (Python, SQL) to automate manual processes and build new risk analytics tools.
  • Risk Metrics & Reporting: Compute, analyze, and validate market risk metrics (Value-at-Risk, Stress Tests, Scenario Analysis) for various asset classes.
  • Data Governance & Analysis: Act as a data steward to define data quality expectations, validate data integrity, and lead remediation efforts for data risks.
  • Technical Leadership: Lead the design, development, and implementation of high-performance, scalable market risk systems.
  • Strategic Advisory & Leadership: Collaborate with Front Office, Risk Managers, and Technology partners to define and enforce risk limits, providing actionable insights on volatility and hedging strategies.
  • Project Management & UAT: Lead User Acceptance Testing (UAT) for system upgrades, regulatory compliance changes (e.g., FRTB), and new product onboarding
  • Stakeholder Engagement: Collaborate closely with Risk Managers, Quants, Front Office traders, and technology teams to ensure risk systems meet business needs.
  • Process Improvement: Streamline existing risk reporting processes through automation.
  • Mentorship: Guide junior developers and analysts, fostering technical growth within the squad.
Required Skills :
  • Bachelor's degree in Computer Engineering, Finance, Mathematics, or a related quantitative field.
  • 10+ years of experience in market risk management, quantitative risk analytics, or front-office technology within a financial services institution (investment bank, asset manager, or hedge fund).
  • Python: Advanced proficiency - data analysis and automation scripting
  • SQL: Advanced - complex query writing and data modeling
  • Visualization: Power BI, Tableau, or equivalent BI tools for risk reporting dashboards
  • Demonstrated track record of leading complex, cross-functional technology programs in a risk or trading environment.
  • Hands-on experience with the full software development lifecycle (SDLC) in a risk technology context.
  • Deep understanding of financial products across asset classes: Equities, Fixed Income, Foreign Exchange, Commodities, and Derivatives.
  • Strong command of market risk methodologies: VaR (Historical, Monte Carlo, Parametric), Expected Shortfall (ES), Greeks, Stress Testing, and Scenario Analysis.
  • Solid knowledge of regulatory frameworks: FRTB, Basel III/IV, CCAR, ICAAP, and applicable local regulatory requirements.
  • Familiarity with quantitative finance concepts
  • Analytical Problem-Solving: Ability to decompose complex, ambiguous risk problems into structured analytical frameworks and deliver data-driven solutions that inform senior decision-making.
  • Communication & Influence: Exceptional ability to communicate technical risk concepts to diverse audiences - from traders and quants to C-suite executives and regulators - with clarity and conviction.
  • Leadership & Ownership: Demonstrates strong ownership mentality; leads by example, drives accountability, and inspires confidence across cross-functional teams.
  • Adaptability & Resilience: Thrives in a dynamic, high-pressure environment with competing priorities, regulatory deadlines, and rapidly evolving market conditions.
  • Stakeholder Management: Skilled at building and maintaining trusted relationships with senior stakeholders across the Front Office, Risk, and Technology functions.
  • Continuous Improvement Mindset: Proactively seeks opportunities to optimize processes, modernize technology, and elevate team performance through innovation and best practices.
Preferred Skills :
  • Master's degree preferred.
  • Professional certifications such as FRM (Financial Risk Manager) or CFA (Chartered Financial Analyst) are a strong advantage.
SGA is a technology and resource solutions provider driven to stand out. We are a women-owned business. Our mission: to solve big IT problems with a more personal, boutique approach. Each year, we match consultants like you to more than 1,000 engagements. When we say let's work better together, we mean it. You'll join a diverse team built on these core values: customer service, employee development, and quality and integrity in everything we do. Be yourself, love what you do and find your passion at work. Please find us at .
SGA is an Equal Opportunity Employer and does not discriminate on the basis of Race, Color, Sex, Sexual Orientation, Gender Identity, Religion, National Origin, Disability, Veteran Status, Age, Marital Status, Pregnancy, Genetic Information, or Other Legally Protected Status. We are committed to providing access, equal opportunity, and reasonable accommodation for individuals with disabilities in employment, and our services, programs, and activities. Please visit our company to request an accommodation or assistance regarding our policy

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