Quantitative Risk Analyst
Chicago, IL · On-site
The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives. Daily responsibilities include code release ...
Chicago, IL · On-site
The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives. Daily responsibilities include code release ...
Chicago, IL · On-site
The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives. Daily responsibilities include code release ...
Quantitative Risk Analysts perform research to identify opportunities for improved risk management ... Evaluate and validate price and risk models to ensure the soundness and correct application of the ...
Quantitative Risk Analysts perform research to identify opportunities for improved risk management ... Evaluate and validate price and risk models to ensure the soundness and correct application of the ...
Manhattan, NY · On-site
Quantitative Risk Analysts perform research to identify opportunities for improved risk management ... Evaluate and validate price and risk models to ensure the soundness and correct application of the ...
Manhattan, NY · On-site
Quantitative Risk Analysts perform research to identify opportunities for improved risk management ... Evaluate and validate price and risk models to ensure the soundness and correct application of the ...
The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives. Daily responsibilities include code release ...
The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives. Daily responsibilities include code release ...
Take ownership of model(s) including accurate position assessment with understanding of contract maturity behavior and seasonality. Streamline and improve processes such as data quality checks and ...
Take ownership of model(s) including accurate position assessment with understanding of contract maturity behavior and seasonality. Streamline and improve processes such as data quality checks and ...
Houston, TX · On-site
Main Responsibilities • Develop and implement quantitative risk models and metrics for trading operations. • Take ownership of model(s) including accurate position assessment with understanding ...
Houston, TX · On-site
Main Responsibilities • Develop and implement quantitative risk models and metrics for trading operations. • Take ownership of model(s) including accurate position assessment with understanding ...
The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives. Daily responsibilities include code release ...
The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives. Daily responsibilities include code release ...
Philadelphia, PA · On-site
$64K - $105K/yr
NewLane Finance is seeking an individual to assist the credit and risk modeling and analytics ... This role will be responsible for providing analytical/quantitative input to help develop ...
Philadelphia, PA · On-site
$64K - $105K/yr
NewLane Finance is seeking an individual to assist the credit and risk modeling and analytics ... This role will be responsible for providing analytical/quantitative input to help develop ...
Position Summary As a Quantitative Risk Modeling Led in the Ryan Credit Solutions department at Ryan Specialty, you will leverage your actuarial and quantitative expertise to shape the underwriting ...
Position Summary As a Quantitative Risk Modeling Led in the Ryan Credit Solutions department at Ryan Specialty, you will leverage your actuarial and quantitative expertise to shape the underwriting ...
$64K - $105K/yr
NewLane Finance is seeking an individual to assist the credit and risk modeling and analytics ... This role will be responsible for providing analytical/quantitative input to help develop ...
$64K - $105K/yr
NewLane Finance is seeking an individual to assist the credit and risk modeling and analytics ... This role will be responsible for providing analytical/quantitative input to help develop ...
$64K - $105K/yr
NewLane Finance is seeking an individual to assist the credit and risk modeling and analytics ... This role will be responsible for providing analytical/quantitative input to help develop ...
$64K - $105K/yr
NewLane Finance is seeking an individual to assist the credit and risk modeling and analytics ... This role will be responsible for providing analytical/quantitative input to help develop ...
If so, being a Quantitative Risk Modeling Analyst II with Frost could be for you. At Frost, it's about more than a job. It's about having a flourishing career where you can thrive, both in and out of ...
If so, being a Quantitative Risk Modeling Analyst II with Frost could be for you. At Frost, it's about more than a job. It's about having a flourishing career where you can thrive, both in and out of ...
If so, being a Quantitative Risk Modeling Analyst II with Frost could be for you. At Frost, it's about more than a job. It's about having a flourishing career where you can thrive, both in and out of ...
If so, being a Quantitative Risk Modeling Analyst II with Frost could be for you. At Frost, it's about more than a job. It's about having a flourishing career where you can thrive, both in and out of ...
Spring, TX · On-site
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Spring, TX · On-site
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Spring, TX · On-site
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Spring, TX · On-site
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Spring, TX · On-site
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Spring, TX · On-site
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Jersey City, NJ · On-site +1
$67K - $127K/yr
Perform model validation across firm-wide business groups, including an assessment of model inputs ... The Team The Quantitative Risk Analyst will work on a cross-functional team responsible for ...
Jersey City, NJ · On-site +1
$67K - $127K/yr
Perform model validation across firm-wide business groups, including an assessment of model inputs ... The Team The Quantitative Risk Analyst will work on a cross-functional team responsible for ...
Boston, MA · Hybrid
$104K - $180K/yr
Quantitative Risk (State Street Bank And Trust Company; Boston, Massachusetts): This role will be ... Specific duties include: assume a key role in model methodology research, prototyping and ...
Boston, MA · Hybrid
$104K - $180K/yr
Quantitative Risk (State Street Bank And Trust Company; Boston, Massachusetts): This role will be ... Specific duties include: assume a key role in model methodology research, prototyping and ...
Boston, MA · On-site
$104K - $180K/yr
Quantitative Risk (State Street Bank And Trust Company; Boston, Massachusetts): This role will be ... Specific duties include: assume a key role in model methodology research, prototyping and ...
Boston, MA · On-site
$104K - $180K/yr
Quantitative Risk (State Street Bank And Trust Company; Boston, Massachusetts): This role will be ... Specific duties include: assume a key role in model methodology research, prototyping and ...
$98K - $112.7K
15% of jobs
$112.7K - $127.4K
7% of jobs
$132K is the 25th percentile. Wages below this are outliers.
$127.4K - $142K
9% of jobs
$142K - $156.7K
14% of jobs
The median wage is $163.4K / yr.
$156.7K - $171.4K
12% of jobs
$171.4K - $186.1K
14% of jobs
$192.1K is the 75th percentile. Wages above this are outliers.
$186.1K - $200.8K
12% of jobs
$200.8K - $215.5K
7% of jobs
$215.5K - $230.1K
5% of jobs
$230.1K - $244.8K
5% of jobs
$244.8K - $259.5K
0% of jobs
$98K
$169.7K
$259.5K
To thrive as a Quantitative Risk Modeler, you need strong quantitative analysis skills, advanced knowledge of statistics, mathematics, and finance, and typically a degree in a quantitative field such as mathematics, finance, or engineering. Proficiency with programming languages like Python, R, or MATLAB, and familiarity with risk management systems and financial modeling software are commonly required, as are certifications such as FRM or CFA. Excellent problem-solving abilities, attention to detail, and effective communication skills are critical for interpreting data and conveying complex concepts to non-technical stakeholders. These skills ensure accurate risk assessment, effective model development, and successful collaboration within cross-functional teams in high-stakes financial environments.
A Quantitative Risk Modeler’s typical day involves developing, testing, and validating quantitative models used to assess financial risks such as credit, market, or operational risk. You’ll often work with large datasets, use statistical and computational methods to analyze risk exposures, and document your findings for regulatory compliance. Collaboration with traders, risk managers, and other data professionals is common to ensure models accurately reflect real-world financial conditions. Additionally, you may be involved in meetings to discuss model outcomes, propose improvements, and stay updated on the latest regulatory and industry standards.
A Quantitative Risk Modeler assesses financial risks by developing mathematical models and statistical techniques to analyze market, credit, and operational risks. They use programming, data analysis, and financial theories to quantify risk exposure and support decision-making in banks, investment firms, and risk management teams. Their work involves stress testing, scenario analysis, and creating predictive models to enhance risk assessment and regulatory compliance.

Other
This job post has expired today. Applications are no longer accepted.
The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives. Daily responsibilities include code release testing, historical data validation, margin and stress testing model validation, and portfolio back-testing. The candidate must have the ability to efficiently, effectively conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time.
Candidates should also be willing to relocate to Chicago at their own costs.
Qualifications:
- Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.
- Superb quantitative and analytical background.
- Excellent programming, communication, and documentation skills.
- Knowledge of financial markets.
- Work experience or education in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred.
- Work experience or education in advanced derivatives modeling and knowledge of volatility models preferred.
- Work experience or education in curve construction and data validation preferred.
Sourced by ZipRecruiter
201 - 500 Employees
North Brunswick, NJ, US
1996