2073 Quantitative Risk Developer jobs in New York,NY

Prime Brokerage experience (required), with demonstrated expertise in financing risk.
Strong analytical skillset with hands-on ability to evaluate portfolios and interpret portfolio analytics and stress results.
Strong communication skills (written and verbal), including the ability to present complex risk topics succinctly to senior audiences.
AI proficiency - demonstrated ability to use AI tools to improve productivity and decision support (analysis, summarization, workflow acceleration), with appropriate judgment and governance mindset.
Experience leading due diligence / underwriting work for Wealth Management clients and/or broker-dealers.
Experience working closely with quantitative and engineering teams to deliver enhancements to risk analytics, monitoring, margining, or stress testing frameworks.
Familiarity with governance processes and escalation mechanisms in a First Line Risk/Credit environment.

Senior Quantitative Software Engineer

DTCC

Jersey City, NJ 07305

Kforce Inc.

Jersey City, NJ 07305

Rethink Food

New York, NY 10012

BMO Financial

New York, NY 10007

Advanced degree (PhD or Master's) in quantitative fields such as mathematics, financial engineering, physics, or computer science.
15+ years of hands‑on experience in equity derivatives model validation or front‑office quantitative research.
Deep knowledge of stochastic calculus, probability theory, and numerical analysis.
Familiarity with regulatory frameworks (e.g., FRTB, model risk governance) in a derivatives context.