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Seasonal Quantitative Risk Modeler Jobs (NOW HIRING)

DTCC

Quantitative Risk Senior Associate

Jersey City, NJ · On-site

DTCC offers a flexible/hybrid model of 3 days onsite and 2 days remote (onsite Tuesdays, Wednesdays ... Quantitative Risk Management, QRM is responsible for the development and support of models and ...

StradIT

Quantitative Analyst

Jersey City, NJ · On-site

In this role, you will help support quantitative risk modeling work tied to fixed income and market risk use cases. This is an opportunity to contribute to analysis that informs stakeholders ...

StradIT

Quantitative Analyst

Jersey City, NJ · On-site

In this role, you will help support quantitative risk modeling work tied to fixed income and market risk use cases. This is an opportunity to contribute to analysis that informs stakeholders ...

Aflac

Assoc Quantitative Risk Analyst

Manhattan, NY · On-site

$110K - $150K/yr

... model development experience in programming languages such as C#, Python, and VBA is a must. • ... services quantitative risk management; will consider recent graduates if able to present similar ...

M&T Bank

Senior Quantitative Risk Analyst

Buffalo, NY

$85K - $143K/yr

The role contributes to key components of the model development lifecycle-including data ... Scope of Responsibilities Works under general guidance from more senior quantitative risk managers.

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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:
Seasonal Quantitative Risk Modeler jobs near you

Manager, Quantitative Risk Analysis

Fidelity Investments

Jersey City, NJ • On-site

$127K - $137K/yr

Full-time

Posted 11 days ago

Fidelity Investments rating

8.7

Company rating: 8.7 out of 10

Based on 264 frontline employees who took The Breakroom Quiz

14th of 139 rated financial services

Job description

Job Description:
Position Description:
Designs quantitative and qualitative analyses to tackle complex problems including portfolio risk profiles, security pricing and valuation, and machine learning (ML) forecasting. Participates in quantitative and financial modeling, including valuation and pricing, investment products, financial planning components, market events, and credit risk. Supports model validation projects across enterprise-wide business groups, assessing model design, inputs, methodologies, and key assumptions. Leverages Bloomberg, Excel, and statistical software (R, Python, MATLAB, or SQL) to perform risk management and solve complex problems.
Primary Responsibilities:
  • Collaborates with model developers and owners to ensure models used by associates and customers are reliable, high-quality, and support sound business decisions.
  • Guides independent validation of quantitative models and reports findings to management, assessing market, financial, and operational risks.
  • Works cross functionally with business units and senior leadership to enhance current model development.
  • Ensures model owners have established effective standards, policies, and procedures.
  • Confirms complete and accurate documentation for each model.
  • Collaborates in the development and implementation of the Model Risk Management Framework by enforcing policies and procedures.

Education and Experience:
Bachelor's degree in Computer Science, Engineering, Information Technology, Information Systems, Mathematical Finance, or a closely related field (or foreign education equivalent) and three (3) years of experience as a Manager, Quantitative Risk Analysis (or closely related occupation) performing risk management related to quantitative and qualitative modeling, valuation, pricing, investment products, financial planning, and ML, using statistical software packages (SQL and R, Python, or MATLAB).
Or, alternatively, Master's degree in Computer Science, Engineering, Information Technology, Information Systems, Mathematical Finance, or a closely related field (or foreign education equivalent) and one (1) year of experience as a Manager, Quantitative Risk Analysis (or closely related occupation) performing risk management related to quantitative and qualitative modeling, valuation, pricing, investment products, financial planning, and ML, using statistical software packages (SQL and R, Python, or MATLAB).
Skills and Knowledge:
Candidate must also possess:
  • Demonstrated Expertise ("DE") performing quantitative and qualitative analyses to validate or audit financial, statistical, and AI models, using Python, R, SQL, and Excel; developing or implementing mathematical methodologies, algorithms, and diagnostics, using QuantLib, GBM Simulator, Arch, and LightGBM or scikit-learn (for testing model stability, reliability, performance, and quality control of modelling data).
  • DE implementing a comprehensive model risk management framework, policies, and procedures to identify, access, and mitigate enterprise-wide model risk; and conducting back, stress, and sensitivity testing, and scenario analysis, to assess model robustness under different conditions, and creating insightful visual representations, using NumPy, SciPy, and Pandas.
  • DE collaborating with individual contributors within model validation or model audit, research, and consultative projects -- defining project scope with business and risk leads, accessing and analyzing critical data, performing research, identifying and escalating key findings, and assessing impacts and potential solutions.
  • DE delivering recommendations to business stakeholders, communicating complex quantitative findings, presenting feedback on methodologies, and describing and documenting edge cases through written and oral presentations, using Word and PowerPoint.

Salary: $127,500.00 - $137,500.00/year.
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Certifications:
Category:
Risk
Please be advised that Fidelity's business is governed by the provisions of the Securities Exchange Act of 1934, the Investment Advisers Act of 1940, the Investment Company Act of 1940, ERISA, numerous state laws governing securities, investment and retirement-related financial activities and the rules and regulations of numerous self-regulatory organizations, including FINRA, among others. Those laws and regulations may restrict Fidelity from hiring and/or associating with individuals with certain Criminal Histories.

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