Quantitative Risk Analyst Jobs
Quantitative risk analyst jobs are open across banking, insurance, asset management, and fintech, from entry-level analyst to senior and principal roles, with specializations in market risk, credit risk, and model validation. Scan the live roles below and apply to whichever ones fit.
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Showing 5 of 52+ Quantitative Risk Analyst jobs
Description
Huntington National Bank has a new opportunity within Consumer and Regional Banking (CRB) for a Quantitative Risk Analytics Manager. This position will focus on quantitative analytic techniques to help support a variety of credit functions including credit analytics, PPNR analytics, fair lending analytics, and provide analytic support for other areas to help manage risks associated with Huntington’s balance sheet. This position will drive the analytic framework to help support the CRB analytics program and provide cross-functional support to different areas within the Bank. The Quantitative Risk Analytics Manager will lead the development of techniques to facilitate evaluation of risk and reward across a variety of lending products. The role will also work with a larger team that is responsible for forecasting key elements of Huntington’s balance sheet and income statement as part of our annual capital planning activities which include both commercial and consumer assets and liabilities.
Duties and Responsibilities :
- Develop quantitative methods using SQL, SAS, R, and python for optimization of credit risk across consumer and regional banking portfolios.
- Using business intelligence software (i.e. Tableau) design, develop, deploy, and maintain effective visualizations, dashboards, and scorecards that provide actionable information.
- Gather and assemble data for quantitative method development including loan characteristics from loan origination data sources as well as loan accounting systems.
- Partner with data analytics teams to ensure the validity of data, identify non-compliance and make recommendations for corrective action.
- Work with internal partners to allow efficient and effective use of analytics for fair lending, capital planning, and stress testing.
- Lead analytic approaches for credit portfolio management Performs other duties as assigned.
Basic Qualifications :
- Minimum master’s degree required with an economics or other quantitative/statistics/finance concentration, related field, or equivalent experience. 5+ years of experience in quantitative analytics using SQL, SAS, R, and Python
Preferred Qualifications :
- Quantitative method experience in the banking industry with an understanding of consumer loan products.
- 3+ years of experience in Tableau
- Experience working with statistical platforms (SAS, R, Python, Matlab, or Eviews).
- Excellent written and verbal (face-to-face and phone) communication skills including professional grammar and demeanor.
- Ability to interact with various levels of management and external regulators with the ability to communicate complex calculations into language that is clear and concise.
- Collaborate effectively with others while demonstrating effective challenge by constructively offering perspectives that question conventional thinking.
- Excellent PC software skills including all Microsoft Office Products.
- Strong organizational skills with attention to detail. Ability to multi-task.
Exempt Status: (Yes = not eligible for overtime pay) ( No = eligible for overtime pay)
Workplace Type:
OfficeOur Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We’re combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000.00 - $189,000.00 Annual SalaryThe compensation range represents the anticipated low and high end of the base compensation range for this position. Actual compensation will vary based on various factors including but not limited to location, experience, and education. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
Description
Huntington National Bank has a new opportunity within Consumer and Regional Banking (CRB) for a Quantitative Risk Analytics Manager. This position will focus on quantitative analytic techniques to help support a variety of credit functions including credit analytics, PPNR analytics, fair lending analytics, and provide analytic support for other areas to help manage risks associated with Huntington’s balance sheet. This position will drive the analytic framework to help support the CRB analytics program and provide cross-functional support to different areas within the Bank. The Quantitative Risk Analytics Manager will lead the development of techniques to facilitate evaluation of risk and reward across a variety of lending products. The role will also work with a larger team that is responsible for forecasting key elements of Huntington’s balance sheet and income statement as part of our annual capital planning activities which include both commercial and consumer assets and liabilities.
Duties and Responsibilities :
- Develop quantitative methods using SQL, SAS, R, and python for optimization of credit risk across consumer and regional banking portfolios.
- Using business intelligence software (i.e. Tableau) design, develop, deploy, and maintain effective visualizations, dashboards, and scorecards that provide actionable information.
- Gather and assemble data for quantitative method development including loan characteristics from loan origination data sources as well as loan accounting systems.
- Partner with data analytics teams to ensure the validity of data, identify non-compliance and make recommendations for corrective action.
- Work with internal partners to allow efficient and effective use of analytics for fair lending, capital planning, and stress testing.
- Lead analytic approaches for credit portfolio management Performs other duties as assigned.
Basic Qualifications :
- Minimum master’s degree required with an economics or other quantitative/statistics/finance concentration, related field, or equivalent experience. 5+ years of experience in quantitative analytics using SQL, SAS, R, and Python
Preferred Qualifications :
- Quantitative method experience in the banking industry with an understanding of consumer loan products.
- 3+ years of experience in Tableau
- Experience working with statistical platforms (SAS, R, Python, Matlab, or Eviews).
- Excellent written and verbal (face-to-face and phone) communication skills including professional grammar and demeanor.
- Ability to interact with various levels of management and external regulators with the ability to communicate complex calculations into language that is clear and concise.
- Collaborate effectively with others while demonstrating effective challenge by constructively offering perspectives that question conventional thinking.
- Excellent PC software skills including all Microsoft Office Products.
- Strong organizational skills with attention to detail. Ability to multi-task.
Exempt Status: (Yes = not eligible for overtime pay) ( No = eligible for overtime pay)
Workplace Type:
OfficeOur Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We’re combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000.00 - $189,000.00 Annual SalaryThe compensation range represents the anticipated low and high end of the base compensation range for this position. Actual compensation will vary based on various factors including but not limited to location, experience, and education. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
See All 52 Quantitative Risk Analyst Jobs
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Find JobsQuantitative Risk Analyst Job Market
Who's Hiring
Top Industries Hiring
- Banking & Financial Services
- Investment & Asset Management
- Fintech
- Consulting & Professional Services
What Employers Look For
The qualifications that appear most often in quantitative risk analyst jobs.
- Advanced degree in mathematics, statistics, financial engineering, or a quantitative field
- Proficiency in Python, R, or MATLAB for model development and data analysis
- Experience building or validating market risk, credit risk, or operational risk models
- Familiarity with regulatory frameworks such as Basel III, CCAR, or CECL
- Strong knowledge of stochastic calculus, probability theory, and statistical inference
- FRM or CFA designation preferred for senior and model validation roles
Tips for Your Quantitative Risk Analyst Job Search
Quantify model performance on your resume
Hiring managers for quantitative risk roles expect concrete evidence of model accuracy or business impact. Replace vague descriptions with outcomes: backtesting results, reduction in model error, or the size of the portfolio your risk framework covered.
List your technical stack explicitly
Job postings for quantitative risk analysts differ sharply on required tools. Call out Python, R, MATLAB, SAS, or SQL by name in a dedicated skills section so automated screening doesn't filter you out before a human reviews your application.
Target postings by regulatory framework
Many quantitative risk analyst openings are written around specific frameworks like Basel III, CCAR, FRTB, or CECL. Identify which frameworks you know and filter your search accordingly so your application speaks directly to what that team needs.
Apply early to roles that fit
Migrate Mate lists quantitative risk analyst openings from across the United States in one place, so you can find roles that match and apply directly to each listing.
Prepare for a technical take-home exercise
Many quantitative risk analyst interviews include a modeling case or coding exercise sent before the on-site round. Practice writing clean, commented code under time pressure and document your assumptions clearly, since reviewers judge reasoning as much as the final result.
Negotiate using the full compensation picture
Quantitative risk roles at banks and asset managers often include discretionary bonuses tied to group performance. Ask your recruiter how base, bonus, and deferred compensation have trended for the specific desk or team, not just the company-wide average.
Quantitative Risk Analyst Jobs: Frequently Asked Questions
Which companies are hiring the most quantitative risk analysts?
The most active employers for quantitative risk analysts right now are JPMorganChase, First Tech Federal Credit Union, and Freddie Mac, and the most openings are in New York, Virginia, and Illinois, based on current listings on Migrate Mate as of November 2026. Demand is concentrated at large banks, insurance carriers, and asset managers, though fintech firms are also posting at an increasing rate.
How many quantitative risk analyst jobs are remote?
About 83% of quantitative risk analyst openings are fully remote or hybrid as of November 2026, though on-site requirements are more common at regulated financial institutions than at fintech or consulting firms. Model validation, independent risk review, and enterprise risk management roles tend to have the highest share of remote or flexible arrangements compared to front-office risk positions.
How do you become a quantitative risk analyst?
Start with an advanced degree in a quantitative discipline such as mathematics, statistics, financial engineering, or econometrics. Build programming proficiency in Python or R through coursework or personal projects focused on financial data. Pursue an internship or entry-level role in model development, credit analytics, or risk reporting to build applied experience. Earning a Financial Risk Manager credential strengthens candidacy for more senior positions.
Can you get hired as a quantitative risk analyst with little experience?
Entry-level quantitative risk analyst roles do exist, particularly at banks and insurance companies hiring from graduate programs in financial engineering or applied mathematics. Demonstrating a capstone project involving risk modeling, a published analysis of financial data, or even a detailed GitHub repository of relevant work can substitute for formal experience when your technical skills are strong and verifiable.
What does the quantitative risk analyst interview process look like?
Most quantitative risk analyst interview processes begin with a recruiter screen followed by a technical phone interview covering probability, statistics, and stochastic processes. A take-home modeling exercise or coding challenge typically comes next, requiring you to build or critique a risk model. Final rounds usually include a panel with risk managers, model validators, and sometimes a senior quant who will probe your methodological choices and assumptions in depth.
Where can I find and apply to quantitative risk analyst jobs?
You can find and apply to quantitative risk analyst jobs on Migrate Mate, which lists current openings from across the United States. Search for roles that match your background, whether that is market risk, credit risk, or model validation, and apply directly to each listing that fits your experience and target location.
See All 52 Quantitative Risk Analyst Jobs
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