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Quantitative Risk Manager Jobs (NOW HIRING)

Polymarket

Quant Risk Analyst

New York, NY · On-site

Quantitative risk management background with direct ownership of model development, not just consumption of outputs from a research team. * Strong financial modeling skills in Python. You write clean ...

WSFS Bank

Quantitative Risk Analyst

Philadelphia, PA

$64K - $105K/yr

Key Responsibilities: * Assist the Quantitative Risk Manager in constructing a Credit Decision Scorecards and statistically based credit risk modeling strategies based on quantitative modeling ...

SentiLink Corp

$210 - $240/hr

What We're Looking For: * 8+ years in model risk management, model validation, model governance, or quantitative risk, including proven experience building or scaling a governance/risk team (not just ...

IMC B.V.

Experienced Risk Manager

Chicago, IL · On-site

$150 - $210/hr

IMC is looking for an Experienced Risk Manager to join our Chicago Risk team, focusing primarily on ... You'll collaborate daily with traders, quantitative researchers, and software engineers while ...

CFA Institute

AVP, Quantitative Risk Analyst

Manhattan, NY · On-site

$140 - $185/hr

AVP Quantitative Risk Analyst Salary Range: $140,000 to $185,000 Job Posting End Date: July 10, ... Certification in CFA, FRM, actuarial credentials or similar investment risk management credentials.

IMC

Experienced Risk Manager

Chicago, IL · On-site

$150K - $210K/yr

IMC is looking for an Experienced Risk Manager to join our Chicago Risk team, focusing primarily on ... You'll collaborate daily with traders, quantitative researchers, and software engineers while ...

State Street Corporation

Quantitative Risk, AVP

Boston, MA · On-site

$90K - $157K/yr

BACKGROUND The Centralized Modeling & Analytics and Operations(CMAO) team within State Street's Enterprise Risk Management (ERM) organization is looking for an experienced quantitative analyst to ...

Gardiner & Theobald

Experience in PMO within risk and control or project management with demonstrable experience in managing risk registers, facilitating risk workshops, supporting qualitative and quantitative risk ...

Franklin Templeton Investments

NY · On-site

$160 - $185/hr

Our investment managers, tax and estate planning professionals work together to develop holistic ... Senior Quantitative Analyst, Quantitative & Risk Analytics The Quantitative and Risk Analytics ...

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Quantitative Risk Manager information

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$51.5K

$111.6K

$170K

How much do quantitative risk manager jobs pay per year?

As of Aug 22, 2026, the average yearly pay for quantitative risk manager in the United States is $111,556.00, according to ZipRecruiter salary data. Most workers in this role earn between $90,000.00 and $129,000.00 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.

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Quantitative Risk Manager jobs near you
Infographic showing various Quantitative Risk Manager job openings in the United States as of August 2026, with employment types broken down into 88% Full Time, 11% Part Time, and 1% Contract. Highlights an 81% Physical, 2% Hybrid, and 17% Remote job distribution, with an average salary of $111,556 per year, or $53.6 per hour.

Quant Risk Analyst

Polymarket

New York, NY • On-site

Full-time

Medical, Dental, Vision, Retirement, PTO

Posted 8 days ago

Job description

About Polymarket
Polymarket is the world's largest prediction market platform. We enable individuals to express views on real-world events by trading on outcomes across politics, economics, sports, culture, and current affairs. Built as a peer-to-peer marketplace with no centralized "house," Polymarket aggregates diverse opinions into transparent, market-based probabilities that reflect collective expectations about the future.
We're growing fast, both in terms of volume ($21B traded in 2025) and adoption as an alternative news source. Our ambition is to become a ubiquitous beacon of truth in global media and we need your help adding fuel to the fire.
About the Role
Polymarket is building a regulated US exchange, and we're hiring a Quant Risk Manager to anchor the risk function from the ground up. This is not a maintenance role. You'll be designing the models, frameworks, and systems that protect the exchange as we launch perpetuals and traditional commodity derivatives into a live, fast-moving market.
The US Exchange team is small and moving quickly. You'll work directly with engineers, product leads, and compliance to translate quantitative risk thinking into real infrastructure. That means writing code, making policy calls, and owning outcomes across margin design, stress testing, and default risk, not handing specs over a wall and waiting.
This hire matters because the exchange doesn't function safely without it. You'll be the person who decides how we measure and contain exposure, how we protect the guarantee fund, and how we hold up under stress scenarios that no one has fully mapped yet for a market like ours. If you want to build something that doesn't exist yet, this is it.
What You'll Do
  • Build quantitative risk models for perpetuals and commodity derivatives, covering margin requirements, position limits, and tail risk across normal and stressed market conditions.
  • Design and maintain the exchange's stress testing framework, including scenario construction, loss estimation, and regular calibration as market conditions evolve.
  • Develop default risk models that determine how the guarantee fund is sized, structured, and triggered in a default event.
  • Partner with engineers to build a real-time risk monitoring platform that surfaces exposure, breaches, and anomalies as they happen during live trading.
  • Translate risk model outputs into actionable exchange policy, including margin schedules, liquidation logic, and market maker requirements.
  • Own CFTC-related risk reporting and capital obligations, working with legal and compliance to ensure the exchange meets its regulatory requirements without flying blind.
  • Identify gaps in the current risk architecture and prioritize what gets built next, based on where actual exposure is growing fastest.
What We're Looking For
  • Hands-on experience managing derivatives or futures risk, either at an exchange, clearinghouse, or trading firm where real money was on the line.
  • Quantitative risk management background with direct ownership of model development, not just consumption of outputs from a research team.
  • Strong financial modeling skills in Python. You write clean, production-quality code and move fast.
  • Comfort working with AI tools across the full development cycle. You use them to ship better work faster, not as a shortcut around understanding.
  • Deep familiarity with exchange mechanics: order books, market making dynamics, margin and collateral management, position limits, and liquidation.
  • Working knowledge of CFTC regulations for designated contract markets, including reporting requirements, capital rules, and conduct standards.
  • Ability to operate without a large team behind you. You can scope a problem, build a solution, and defend your assumptions to stakeholders who will push back.
  • (Plus) Experience with guarantee fund design or default waterfall mechanics at a clearing organization.
  • (Plus) Background in prediction markets, crypto derivatives, or other non-traditional asset classes where standard risk frameworks needed to be adapted.
  • (Plus) Prior experience standing up a risk function or platform from scratch, not just inheriting one.

Benefits
  • Competitive salary & equity
  • Unlimited PTO
  • Full Health, Vision, & Dental coverage
  • 401k match
  • Hardware setup: new MacBook Pro, big display, & accessories

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