73 quantitative risk analyst jobs at 38 companies in Rye, NY
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Senior Analyst, Quantitative Risk
Norwalk or Itasca
$110k-$135k/yrOnsiteFull Time
Mitsubishi HC Capital AmericaTokyo Stock Exchange: 8593: Provides commercial loans and equipment leasing solutions for businesses.
3+ YOERequires a master's degree in a quantitative field or bachelor's degree with compensatory experience, 3–5 years of quantitative, analytics, or risk experience, and Excel plus SQL or Python proficiency.
Fidelity Investments: Provides investment management, retirement planning, and brokerage services.
2+ YOEMS in finance, mathematical finance, or related field; 2–4 years of relevant experience; strong quantitative, analytical, problem-solving, communication, and leadership abilities; proficiency with Bloomberg, Excel, or statistical software.
Bloomberg, Microsoft Excel, R, Python, MATLAB, SQL
Fidelity Investments: Provides investment management, retirement planning, and brokerage services.
2+ YOEMS in Finance, Mathematical Finance, or related field; 2–4 years of relevant experience; strong quantitative, analytical, problem-solving, communication, and leadership abilities; proficiency with Bloomberg, Excel, or statistical software.
Bloomberg, Microsoft Excel, R, Python, MATLAB, SQL
FlagstarNYSE: FLG: Provides personal banking, mortgage lending, and commercial financial services.
2+ YOEUndergraduate degree in business, finance, risk analysis, or related field and 2+ years at a financial institution in risk or model risk management. Requires model lifecycle knowledge and strong analytical, communication, and organizational skills.
Microsoft Word, Microsoft Excel, Microsoft PowerPoint
Quantitative Business Analyst – Risk & Performance
New York City, New York, United States
$89k-$115k/yrOnsiteFull Time
Clearwater AnalyticsNYSE: CWAN: Automated investment accounting and reporting software for institutional investors.
5+ YOE5+ years as product manager or business analyst in financial services/risk, bachelor’s degree in quantitative field, VaR and stress testing knowledge, strong analytical and communication skills.
Prime Services & Delta One Quantitative Analyst - Director
New York City, New York, United States
$170k-$300k/yrHybridFull Time
CitiNYSE: C: A global financial services providing banking and credit services.
15+ YOERequires 15+ years in quantitative modeling or analytics, programming in Python, C++, Java, and kdb, market data, statistics, probability, software design, product knowledge, and a PhD or master's degree.
Python, C++, Java, kdb, Monte Carlo Methods, PDE, GenAI
AVP, Quantitative Risk Analyst (New York City, NY, US, 10005)
New York City, New York, United States
$140k-$185k/yrHybridFull Time
AflacNYSE: AFL: Provides supplemental health and life insurance products.
5+ YOEBachelor's in quantitative field, 5+ years financial services risk experience (life insurance preferred), strong statistics and model development skills, proficiency in C#, Python, VBA, and strong communication and analytical skills.
Royal Bank of CanadaTSX: RY: Provides personal, commercial, and investment banking services worldwide.
Degree in mathematics/physical sciences/financial mathematics, knowledge of derivatives, pricing and risk models, programming in C++ and Python, strong communication and teamwork skills.
Senior Quantitative Analyst, Front Office Market Risk – VP
New York, New York, United States
$175k-$250k/yrHybridFull Time
CitiNYSE: C: Providing global banking, investment, and wealth management services.
10+ years market risk quantitative modeling experience, advanced Python and analytics skills, knowledge of FRTB IMA, project management, GenAI familiarity, and ability to communicate with traders and senior stakeholders.
Senior Quantitative Analyst, Front Office Market Risk – VP
New York City, New York, United States
$175k-$250k/yrHybridFull Time
CitiNYSE: C: Global diversified financial services holding.
10+ YOE10+ years market risk modeling experience, deep knowledge of VaR/stress testing/FRTB, advanced Python and data libraries, SQL and Git/Bitbucket, strong project delivery and communication; PhD/Master's in quantitative field preferred.
BarclaysLondon Stock Exchange: BARC: Global bank providing retail, corporate, and investment financial services.
Expertise in stochastic interest-rate modeling, curve construction, volatility calibration, quantitative risk, and pricing. Requires C++ and Python programming, numerical methods, and front-office quantitative finance experience.
AECOMNYSE: ACM: Global infrastructure consulting firm providing design and engineering services.
1+ YOEBachelor's in civil engineering, mathematics, architecture or related with 2 years risk/project cost experience (or Master's with 1 year). Experience with quantitative risk analysis, program/project risk management, project controls, Excel, Crystal Ball, @RISK, Power BI, and leading multidisciplinary discussions.
Turing: AI-powered platform connecting companies with global remote software developers.
2+ YOERequires 2+ years in quantitative finance and expertise in stochastic calculus, statistical modeling, derivatives pricing, risk modeling, and Python, R, or C++. Excellent written English required.
Bloomberg: Delivers financial data, news, and software to global markets.
4+ YOEPh.D. or equivalent quantitative experience; 4+ years at VP level or above in market risk modeling; expertise in risk measures, derivatives, two asset classes, regulatory calculations, C++ and Python.
C++, Python, Natural Language Processing, Monte Carlo
Morgan StanleyNYSE: MS: Global financial services firm providing investment and wealth management.
1+ YOE1+ year related experience; credit risk fundamentals; quantitative/analytical background; SQL or Python desired; strong written/verbal communication and organizational skills; familiarity with regulatory capital and Basel methodologies.
Bank of AmericaNYSE: BAC: Provides banking, investment, and financial risk management services.
8+ YOEAdvanced degree in economics/finance or related, 8+ years macroeconomic/scenario or stress-testing experience, expertise with CCAR/CECL/IFRS-9, model risk governance, regulator interaction, strong communication and quantitative skills.
State StreetNYSE: STT: Provides investment servicing and management to institutional investors.
2+ YOEPhD or MS in quantitative field preferred; strong programming in Python/R/C/C++/SQL; 2+ years (PhD) or 3-5 years (MS) credit risk modeling experience; experience with PD/LGD/EL, CCAR/CECL/IFRS9/BASEL; strong analytics and communication.