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Seasonal Quantitative Risk Modeler Jobs (NOW HIRING)

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 ...

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 ...

Main Responsibilities • Develop and implement quantitative risk models and metrics for trading operations. • Take ownership of model(s) including accurate position assessment with understanding ...

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 ...

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 ...

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 ...

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 ...

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 ...

Quantitative Risk

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 ...

Quantitative Risk

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 ...

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Seasonal Quantitative Risk Modeler information

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$98K

$169.7K

$259.5K

How much do seasonal quantitative risk modeler jobs pay per year?

As of Jun 27, 2026, the average yearly pay for seasonal quantitative risk modeler 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 is the difference between Seasonal Quantitative Risk Modeler vs Quantitative Risk Analyst?

AspectSeasonal Quantitative Risk ModelerQuantitative Risk Analyst
CredentialsBachelor's or Master’s in Finance, Mathematics, or related field; certifications like FRM or CFA often preferredBachelor's or Master’s in Finance, Mathematics, or related field; certifications like FRM or CFA often preferred
Work EnvironmentFinancial institutions, risk management teams, often seasonal or project-basedFinancial firms, investment banks, risk departments, with ongoing risk analysis duties
Employer & Industry UsageUsed in banking, insurance, asset management for seasonal risk assessmentCommon in banking, hedge funds, and asset management for continuous risk monitoring

The Seasonal Quantitative Risk Modeler focuses on developing models to assess risks during specific seasons or periods, often working on short-term projects. In contrast, the Quantitative Risk Analyst performs ongoing risk analysis and monitoring across various timeframes. Both roles require similar credentials but differ mainly in scope and seasonal focus.

What cities are hiring for Seasonal Quantitative Risk Modeler jobs? Cities with the most Seasonal Quantitative Risk Modeler job openings:
What are the most commonly searched types of Quantitative Risk Modeler jobs? The most popular types of Quantitative Risk Modeler jobs are:
What states have the most Seasonal Quantitative Risk Modeler jobs? States with the most job openings for Seasonal Quantitative Risk Modeler jobs include:
Quantitative Risk Analyst

Quantitative Risk Analyst

Informatic Technologies, Inc.

Chicago, IL • On-site

Other

This job post has expired today. Applications are no longer accepted.


Job description

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.