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Risk Quant Jobs (NOW HIRING)

Expand Energy

Quantitative Risk Manager

Spring, TX

Job Summary We are seeking a Senior Quantitative Risk Manager to develop, enhance, and govern quantitative models used to value, risk assess, and explain exposures across natural gas, LNG, power, and ...

AECOM

Risk Analyst

New York, NY · On-site

Develop quantitative integrated costs and schedule risk models to support the informed decision-making of projects and programs * Facilitate cross-functional risk workshops with project stakeholders ...

Expand Energy

Quantitative Risk Manager

Spring, TX · On-site

Job Summary We are seeking a Senior Quantitative Risk Manager to develop, enhance, and govern quantitative models used to value, risk assess, and explain exposures across natural gas, LNG, power, and ...

AECOM

Risk Analyst

New York, NY

Develop quantitative integrated costs and schedule risk models to support the informed decision-making of projects and programs * Facilitate cross-functional risk workshops with project stakeholders ...

AECOM

Risk Analyst

New York, NY · On-site

Develop quantitative integrated costs and schedule risk models to support the informed decision-making of projects and programs * Facilitate cross-functional risk workshops with project stakeholders ...

Ryan Specialty

Quantitative Risk Modeling Lead

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 ...

Gunvor

Quantitative Risk Analyst

Houston, TX · On-site

Job Title: Quantitative Risk Analyst Contract Type: Permanent Time Type: Full time Quantitative Risk Analyst, Gunvor USA Company Profile: Gunvor Group is one of the world's largest independent ...

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Risk Quant information

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$98K

$169.7K

$259.5K

How much do risk quant jobs pay per year?

As of Jul 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 are the typical daily responsibilities of a Risk Quant?

A Risk Quant typically spends their day developing and implementing quantitative models to measure and manage different types of financial risk, such as market, credit, or operational risk. They analyze data sets, conduct backtesting and stress testing, and report findings to risk managers or senior executives. Collaboration with traders, IT teams, and compliance professionals is also a routine part of the job to ensure models are both accurate and aligned with business goals. This role often involves continuous learning and adapting to new regulations, market conditions, and emerging quantitative techniques.

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.

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.

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Risk Quant jobs near you
Infographic showing various Risk Quant job openings in the United States as of July 2026, with employment types broken down into 4% Locum Tenens, 4% Internship, 68% As Needed, 17% Full Time, and 7% Nights. Highlights an 92% Physical, 3% Hybrid, and 5% Remote job distribution, with an average salary of $169,729 per year, or $81.6 per hour.
AVP, Quant Developer - Risk Analytics

AVP, Quant Developer - Risk Analytics

Jefferies

Manhattan, NY • On-site

$140K - $165K/yr

Full-time

Medical, Dental, Vision, Life, Retirement, PTO

Re-posted 21 days ago

Job description

The Global Risk Analytics team is looking for a seasoned Quantitative Risk Developer to join our Quant Risk Development team. This role offers the opportunity to work closely with other risk analytics teams, including Market Risk, Credit Risk, and RegIM, to design and operate AI-powered systems that automate complex risk workflows and support regulatory submissions. The ideal candidate brings equal depth in Agentic Coding and financial risk domain knowledge, with hands-on experience structuring agentic workflows, validating AI-generated output, and architecting end-to-end systems in environments similar to Claude Code.

Key Responsibilities

  • Design and implement end-to-end agentic workflows that enable autonomous planning, multi-step execution, and tool use across risk analytics and regulatory submission processes.
  • Architect and own the full system design of AI-powered risk platforms, including data flow, tool integration, orchestration layer, and production deployment.
  • Build and maintain validation frameworks and testing pipelines to ensure the correctness and reliability of AI-generated code and analytical outputs in a financial risk context.
  • Develop and integrate LLM-powered developer tooling - including CLI-based agents and code generation/review pipelines - to accelerate risk analytics delivery.
  • Collaborate with Market Risk, Credit Risk, and RegIM teams to translate complex domain requirements into robust, automated Python solutions.
  • Develop scalable, reusable Python libraries and contribute to a robust CI/CD environment through testing, peer review, and version control.
  • Facilitate efficient data processing, integration, and reporting pipelines to streamline regulatory submissions and internal analytics.

Required Qualifications

  • Education: Master's degree in Financial Engineering, Mathematics, Computer Science, or a related quantitative field preferred; Bachelor's considered with exceptional experience.
  • Experience: At least 5 years of professional experience in Python backend development for financial applications.
  • Demonstrated experience designing and maintaining multi-step agentic workflows, orchestration logic, branching execution, and tool use - not limited to simple LLM API calls.
  • Practical experience building validation frameworks or testing pipelines to verify AI-generated outputs in a professional setting; concrete examples required.
  • Hands-on experience with LLM-powered developer tooling or systems similar to Claude Code, including CLI-based AI agents or LLM-assisted code generation and review pipelines.
  • Proven ability to own full system architecture for agentic platforms, covering data flow, tool integration, orchestration, and deployment.
  • Strong knowledge of financial risk domains, specifically Market Risk (VaR, ES, Greeks, stress testing, FRTB) and Credit Risk (PD/LGD/EAD, CECL, CCAR, SA-CCR).
  • Demonstrated ability to develop scalable, reusable Python libraries.

Preferred Qualifications

  • Knowledge of RegIM / SIMM (Regulatory Initial Margin, ISDA SIMM methodology, IM regulatory submissions) is highly desirable.
  • Experience with portfolio analytics across multiple asset classes, including derivatives pricing and factor models.
  • Proficiency with DevOps tooling: Docker, Kubernetes, cloud platforms (Azure/AWS), and CI/CD pipelines.
  • Familiarity with graphical user interface (GUI) development in Python.
  • Ability to handle large datasets and implement efficient processing algorithms.

Primary Location Full Time Salary Range of $140,000 - $165,000.

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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