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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 ...

Polymarket

Quant Risk Analyst

New York, NY · On-site

$100K - $150K/yr

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 ...

Jobtailor

Develop, maintain, and enhance sophisticated quantitative risk models, analytical frameworks, and methodologies * Design modeling solutions to assess current and emerging risks, quantify exposures ...

Robert Half

Senior Financial Risk Analyst

Menlo Park, CA · On-site

$45.81 - $53.04/hr

Examine liquidity and market risk trends by performing quantitative reviews that surface vulnerabilities and emerging areas of concern. * Build, refine, and maintain forecasting approaches and ...

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How much do risk quant jobs pay per year?

As of Sep 12, 2026, the average yearly pay for risk quant in the United States is $169,729.00, according to ZipRecruiter salary data. Most workers in this role earn between $134,500.00 and $199,000.00 per year, depending on experience, location, and employer.

What does a risk quant do?

A Risk Quant (Risk Quantitative Analyst) is responsible for identifying, measuring, and managing financial risks using mathematical models and statistical techniques. They develop risk models, analyze market and credit risk, and ensure regulatory compliance in financial institutions. Their work involves programming, quantitative finance, and data analysis to assess potential losses and optimize risk strategies. Risk Quants typically work in investment banks, hedge funds, and asset management firms.

What are the key skills and qualifications needed to thrive in the risk quant position, and why are they important?

To thrive as a Risk Quant, you need a solid background in quantitative finance, statistics, mathematics, and advanced analytical skills, typically supported by a relevant degree such as in math, physics, or financial engineering. Expertise in programming languages like Python, R, or C++, familiarity with statistical modeling tools, and knowledge of financial risk management certifications (e.g., FRM or CFA) are highly valued. Strong communication, problem-solving skills, and the ability to work collaboratively with cross-functional teams make someone stand out in this position. These skills are important for accurately assessing complex financial risks, developing effective models, and providing actionable insights within a dynamic financial environment.

How hard is it to become a risk quant?

Becoming a risk quant typically requires a strong background in quantitative finance, mathematics, or engineering, along with programming skills in languages like Python or C++. Many risk quants hold advanced degrees such as a master's or Ph.D. and gain experience through internships or entry-level roles in finance or risk management. The role demands analytical ability, familiarity with risk models, and often certifications like FRM or CFA.
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Risk Quant jobs near you
Infographic showing various Risk Quant job openings in the United States as of September 2026, with employment types broken down into 1% As Needed, 90% Full Time, 7% Part Time, and 2% Contract. Highlights an 82% Physical, 5% Hybrid, and 13% Remote job distribution, with an average salary of $169,729 per year, or $81.6 per hour.

Counterparty Credit Risk Vice President

Manhattan, NY • On-site

Sumitomo Mitsui Financial Group, Inc.
See more jobs at Sumitomo Mitsui Financial Group, Inc.external

$135K - $185K/yr

Full-time

Re-posted 9 days ago

Key responsibilities

  • Lead CCR stress testing activities across derivatives and SFT portfolios, including scenario design and exposure analysis.

  • Support CCR-related CCAR deliverables such as exposure projections, documentation, and narratives, coordinating with relevant teams.

  • Analyze and interpret exposure metrics, explain key movements and drivers, and prepare reports for senior management and risk committees.

Job description

 SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with a 400-year history, SMBC Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices and 80,000 employees worldwide in nearly 40 countries. Sumitomo Mitsui Financial Group, Inc. (SMFG) is the holding company of SMBC Group, which is one of the three largest banking groups in Japan. SMFG's shares trade on the Tokyo, Nagoya, and New York (NYSE: SMFG) stock exchanges.

In the Americas, SMBC Group has a presence in the US, Canada, Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of its relationships in Asia, the Group offers a range of commercial and investment banking services to its corporate, institutional, and municipal clients. It connects a diverse client base to local markets and the organization's extensive global network. The Group's operating companies in the Americas include Sumitomo Mitsui Banking Corp. (SMBC), SMBC Nikko Securities America, Inc., SMBC Capital Markets, Inc., SMBC MANUBANK, JRI America, Inc., SMBC Leasing and Finance, Inc., Banco Sumitomo Mitsui Brasileiro S.A., and Sumitomo Mitsui Finance and Leasing Co., Ltd.

The anticipated salary range for this role is between $135,000.00 and $185,000.00. The specific salary offered to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for similar roles at the time of hire. The role may also be eligible for an annual discretionary incentive award. In addition to cash compensation, SMBC offers a competitive portfolio of benefits to its employees.

Role Description

The Vice President, Portfolio Analysis - Stress Testing & CCAR, will serve as a key contributor within the Counterparty Credit Risk (CCR) Portfolio Analysis team. The VP will drive the team's Stress Testing and CCAR workstreams, ensuring robust methodologies, consistent exposure behavior under stress, and highquality regulatory and internal deliverables. This role will not have any direct reports.

This role requires strong quantitative acumen, the ability to interpret exposure model outputs, and the skill to translate complex risk analytics into clear narratives for senior management and committees. The VP will work closely with Enterprise Stress Testing, Finance, Market Risk, Quant/Model Development, and Front Office partners.

Role Objectives: Delivery
  • Stress Testing Analysis: Lead CCR stresstesting activities across Derivatives and SFT portfolios, including scenario design, exposure behavior analysis, driver interpretation, and identification of stress vulnerabilities.
  • CCAR Analysis & Reporting: Support CCR-related CCAR deliverables, including exposure projections, documentation, narratives, and coordination with Finance and Enterprise Stress Testing.
  • Exposure Interpretation: Analyze and interpret PFE/EPE/EAD (including stressed exposures), explaining key exposure movements, concentration risks, and drivers of change.
  • Risk Appetite Monitoring: Support ongoing monitoring of CCR Risk Appetite metrics, earlywarning indicators, threshold breaches, and counterpartylevel emerging risks.
  • Management Reporting: Prepare highquality stresstesting and CCAR reports for senior management and risk committees, summarizing exposure trends and scenario impacts.
  • Model Engagement: Partner with Quant/Model Development to review exposure model behavior under stress and assess methodology updates (interpretation/challenge role).
  • WrongWay Risk Assessment: Evaluate stressed wrongway risk indicators and support concentration analysis across sectors, collateral types, and counterparties.
  • Controls & Documentation: Strengthen documentation quality, review routines, assumptions, and governance standards across stresstesting and CCAR processes.
  • Process & Data Enhancement: Improve data accuracy, reporting automation, visualization capabilities, and overall stresstesting workflow efficiency.
  • CrossFunctional Collaboration: Work closely with Front Office, Market Risk, Finance, Enterprise Stress Testing, Quant teams, and Technology to ensure consistent and complete representation of CCR stress exposures.
Qualifications and Skills
  • Education: Bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related quantitative field; Master's degree or professional certifications (e.g., CFA, FRM) are a plus.
  • Experience: 7-10+ years of relevant experience in Counterparty Credit Risk, or Stress Testing, with strong familiarity in derivatives and SFT exposure analytics.
  • Stress Testing Expertise: Direct experience executing stresstesting frameworks (e.g., CCAR), including scenario design, exposure projection, and result interpretation.
  • Technical Skills: Strong understanding of PFE, EPE, EAD, collateral and netting structures, and modeldriven exposure outputs; proficiency with Excel and comfort with analytical tools (e.g., Python, visualization platforms).
  • Analytical Capability: Ability to synthesize large datasets, identify exposure drivers, assess vulnerabilities, and provide effective challenge.
  • Communication Skills: Strong written and verbal ability to present complex risk analytics clearly to senior management and nontechnical stakeholders.
  • Risk & Governance Mindset: Demonstrated discipline in documentation, review controls, stresstesting governance, and adherence to regulatory expectations.
  • Collaboration: Proven success working crossfunctionally with Front Office, Risk, Finance, Quant, and Technology teams.
  • Leadership: Ability to mentor junior staff, promote analytical rigor, and contribute to continuous improvement within the Portfolio Analysis function.

SMBC's employees participate in a Hybrid workforce model that provides employees with an opportunity to work from home, as well as, from an SMBC office. SMBC requires that employees live within a reasonable commuting distance of their office location. Prospective candidates will learn more about their specific hybrid work schedule during their interview process. Hybrid work may not be permitted for certain roles, including, for example, certain FINRA-registered roles for which in-office attendance for the entire workweek is required.

SMBC provides reasonable accommodations during candidacy for applicants with disabilities consistent with applicable federal, state, and local law. If you need a reasonable accommodation during the application process, please let us know at accommodations@smbcgroup.com.

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