Quantitative Risk Analyst: Private Wealth Focus

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

Job summary

Neuberger Berman Services seeks a Quantitative Risk Analyst for the Private Wealth Investment Risk team in New York. You will perform risk and performance analytics for multiple strategies, translating research into actionable models using large data sets.

The role requires 1–2 years in a quantitative field, a quantitative degree, and Python/SQL expertise. A strong interest in financial markets and AI-assisted analysis is encouraged. Eligible for discretionary bonus and comprehensive 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 as listed.
• Interest in financial markets and learning on the job, including using AI tools to improve analysis.
• Required: Python programming and SQL experience.
• Preferred: risk management knowledge including risk decomposition, factor exposure and stress testing.

Responsibilities

• Join Private Wealth Investment Risk team and cover several strategies/portfolio management teams.
• Maintain and run regular and ad hoc risk/ performance reports and support on analytics issues.
• Translate research into implementable risk models and analytics leveraging large data sets.
• Perform ex-ante and ex-post risk, performance and attribution analyses, stress tests and back tests.
• Present findings to team members and prepare materials for reviews with PMs and senior management.

Skills

Python programming

SQL

Risk analytics

Financial markets knowledge

Education

Bachelor's or Master's in Financial Engineering, Econometrics, Computer Science, Applied Mathematics, Statistics

Job description

Neuberger Berman Services seeks a Quantitative Risk Analyst for the Private Wealth Investment Risk team in New York. You will perform risk and performance analytics for multiple strategies, translating research into actionable models using large data sets.

The role requires 1–2 years in a quantitative field, a quantitative degree, and Python/SQL expertise. A strong interest in financial markets and AI-assisted analysis is encouraged. Eligible for discretionary bonus and comprehensive benefits.