Hybrid Quantitative Risk Analyst, Private Wealth

2200 Neuberger Berman Services LLC; New York (NY); Hybrid; USD 95,000 - 110,000; Full time

Benefits offered by this job

Paid time off

Medical/dental/vision insurance

Retirement plan

Life insurance

Job summary

Neuberger Berman is seeking a Quantitative Risk Analyst to join the Private Wealth Investment Risk team in New York. You will support risk measurement, attribution, and analytics across equity, fixed income, and multi-asset strategies, translating research into actionable models.

The role requires 1–2 years in a quantitative risk setting, solid Python and SQL skills, and a degree in a quantitative field. Hybrid work in NYC with competitive compensation and benefits.

Qualifications

• 1–2 years of experience in a quantitative role, ideally in risk, portfolio analytics, or a related buy-side function.
• Bachelor’s or master’s degree in a quantitative field like Financial Engineering, Econometrics, Computer Science, Applied Mathematics, Statistics, or similar.
• Required: Python programming and SQL experience.
• Preferred: risk management and risk statistics knowledge, including familiarity with risk decomposition, factor exposure and stress testing.

Responsibilities

• Work as part of the Private Wealth Investment Risk team handling day-to-day coverage of several strategies/portfolio management teams.
• Maintain and run regular and ad hoc reports; provide support to various teams on risk and performance analytics issues.
• Translate research into risk models and analytics, leveraging large data sets.
• Perform ex-ante and ex-post portfolio risk analysis, performance attribution, stress tests, and back tests.
• Present findings to portfolio managers, senior management, and the Investment Risk Committee.

Skills

Python

SQL

Quantitative risk

Risk analytics

Education

Quantitative degree (e.g., Financial Engineering, Econometrics, CS, Applied Math, Stats)

Job description

Neuberger Berman is seeking a Quantitative Risk Analyst to join the Private Wealth Investment Risk team in New York. You will support risk measurement, attribution, and analytics across equity, fixed income, and multi-asset strategies, translating research into actionable models.

The role requires 1–2 years in a quantitative risk setting, solid Python and SQL skills, and a degree in a quantitative field. Hybrid work in NYC with competitive compensation and benefits.