Quantitative Risk Analyst - AI-Driven Analytics (Hybrid NY)

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

Benefits offered by this job

Discretionary bonus

Medical/dental/vision insurance

Retirement contributions

Job summary

Neuberger Berman in New York, NY is seeking a Quantitative Investment Risk Analyst to join the Private Wealth Investment Risk team, focusing on risk measurement, attribution, and analysis across equity, fixed income, alternatives and multi-asset strategies.

The role involves developing risk models, running ex-ante and ex-post analyses, and preparing materials for reviews with portfolio managers and senior management.

Qualifications

• 1-2 years of experience in a quantitative role, ideally in risk or portfolio analytics.
• Bachelor’s or Master’s degree in a quantitative field.
• Proficiency in Python and SQL, with an interest in AI tools.

Responsibilities

• Support day-to-day coverage of Private Wealth Investment Risk strategies.
• Maintain and run regular and ad hoc risk and performance reports.
• Translate research into risk models and analytics used by PMs and risk committees.
• Present findings to team members and senior management.

Skills

Quantitative analysis

Risk management

Education

Bachelor's or Master's in a quantitative field

Tools

Python

SQL

Job description

Neuberger Berman in New York, NY is seeking a Quantitative Investment Risk Analyst to join the Private Wealth Investment Risk team, focusing on risk measurement, attribution, and analysis across equity, fixed income, alternatives and multi-asset strategies.

The role involves developing risk models, running ex-ante and ex-post analyses, and preparing materials for reviews with portfolio managers and senior management.