Quantitative Investment Risk Analyst

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 is an independent, employee-owned, global asset management firm, serving the financial needs of institutional and individual investors worldwide. Our broad capabilities include traditional and alternative equity and fixed income strategies, private equity and commodities, in addition to portfolio advice and wealth planning services. We offer a broad platform to accommodate the evolving needs of our clients. The selected candidate will join the Investment Risk unit as a Quantitative Risk Analyst, working within the Private Wealth Investment Risk team. The unit is responsible for risk measurement, attribution, and analysis for the firm’s Equity, Fixed Income, Alternatives and Multi-Asset Class strategies. The Risk Department is a fast-paced, action-oriented group, which is responsible for independent risk oversight of all the varied strategies and handles numerous complex matters impacting Neuberger Berman Group LLC. We are seeking a highly motivated Analyst to join our New York office.

Responsibilities

• This person will work as an integral part of the Private Wealth Investment Risk team, taking up day-to-day coverage of several of the strategies/portfolio management teams
• The analyst will maintain and run regular and ad hoc reports; and provide support to various teams around the firm on risk and performance analytics issues
• Translate academic and/or buy-side research into risk models, analytics, and methodologies that are implementable and actionable, leveraging large sets of data
• Perform ex-ante and ex-post portfolio risk analysis, performance and attribution analysis, stress tests, and back tests
• Stay connected and current with academic finance research and developments and present findings to team members
• Prepare materials for presentations for reviews with portfolio managers, senior management and the firm’s Investment Risk Committee
• Solve real world risk management problems in a largely autonomous fashion while collaborating with team members

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 Strong interest in financial markets and willingness to learn on the job, including using AI tools to improve analysis and productivity.
• Required: Python programming and SQL experience
• Preferred: risk management and risk statistics knowledge, including familiarity with concepts such as risk decomposition, factor exposure and stress testing
• LI-MB1
• LI-Hybrid
• Applicants must be authorized and have the right to work in the country where the role is located without the need for current or future sponsorship.

Compensation Details

The salary range for this role is $95,000-$110,000. This is the lowest to highest salary we in good faith believe we would pay for this role at the time of this posting. We may ultimately pay more or less than the posted range, and the range may be modified in the future. This range is only applicable for jobs to be performed in the job posting location. An employee’s pay position within the salary range will be based on several factors including, but limited to, relevant education, qualifications, certifications, experience, skills, seniority, geographic location, business sector, performance, shift, travel requirements, sales or revenue-based metrics, market benchmarking data, any collective bargaining agreements, and business or organizational needs. This job is also eligible for a discretionary bonus, which, along with base salary and retirement contributions, is part of our total comprehensive package. We offer a comprehensive package of benefits including paid time off, medical/dental/vision insurance, retirement, life insurance and other benefits to eligible employees. Note: No amount of pay is considered to be wages or compensation until such amount is earned, vested, and determinable. The amount and availability of any bonus, commission, production, or any other form of compensation that are allocable to a particular employee remains in the Company's sole discretion unless and until paid and may be modified at the Company’s sole discretion, consistent with the law.

Equal Opportunity Employer

Neuberger is an equal opportunity employer. The Firm and its affiliates do not discriminate in employment because of race, creed, national origin, religion, age, color, sex, marital status, sexual orientation, gender identity, disability, citizenship status or protected veteran status, or any other characteristic protected by local, state, or federal laws, rules, or regulations.

Contact Information

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Company Information & Awards

Founded in 1939, Neuberger is an employee-owned, private, independent investment manager with approximately 3,000 employees across 26 countries. As of September 30, 2026, the firm manages $616 billion across equities, fixed income, private markets, real estate and hedge fund portfolios for global institutions, advisors and individuals. The firm is proud to be recognized for its commitment to its two constituents, clients and employees. Again, in 2025, Neuberger was named the Best Asset Manager for Institutional Investors in the U.S. (Crisil Coalition Greenwich) and the #1 Best Place to Work in Money Management (Pensions & Investments, firms with more than 1,000 employees). Neuberger believes deeply in fostering a professional and safe work environment, where all employees are entitled to be treated with respect and dignity, and to work free from any form of harassment, whether psychological, verbal or physical. The firm’s ability to deliver for clients is grounded in a culture that encourages open dialogue, independent thinking and a diversity of ideas and perspectives. These values and standards are the cornerstone of Neuberger. All who wish to be employed by the firm are expected to uphold them.

Disclosures

For important disclosures: http://www.nb.com/linkedin