Quantitative Analyst Investment Risk

Quantitative Analyst Investment Risk at Neuberger Berman

Neuberger Berman is seeking a Quantitative Analyst/Associate to join their Investment Risk group in their New York office. This role provides independent risk oversight for Equity, Fixed Income, Alternatives, and Multi-Asset Class strategies. You will be a key member of the Multi-Asset Class Investment Risk team, responsible for risk measurement, attribution, and analysis for various portfolio management teams. The position also involves regulatory Liquidity Risk monitoring for the firm’s 1940-Act mutual funds and supporting broader firm-wide liquidity risk functions. You will contribute to developing and maintaining risk reports, solving complex risk management problems, and translating research into actionable strategies. The ideal candidate possesses a strong quantitative background, proficiency in Python and SQL, a keen interest in financial markets, and excellent analytical and communication skills. This is a dynamic opportunity to gain hands-on experience in investment risk and liquidity analytics within a collaborative environment.

Responsibilities

• Provide day-to-day coverage and analysis of investment strategies across asset classes for portfolio management teams, including understanding underlying investments within Multi-Asset Class strategies.
• Maintain and execute regular and ad hoc risk, analytics, and liquidity reports.
• Collaborate with and support investment, product, and operations teams on risk, performance analytics, and liquidity issues.
• Perform ex-ante and ex-post portfolio risk, performance, and attribution analysis, including scenario analysis and backtesting.
• Monitor regulatory liquidity risk requirements and assist with liquidity projects, such as modeling liquidity profiles for new funds and asset types.
• Prepare presentation materials for reviews with portfolio managers, senior management, and the firm’s Investment Risk and Liquidity Committees.
• Independently solve complex risk management challenges while collaborating with team members.
• Translate academic research and industry developments into practical, data-driven, and actionable insights.
• Stay current with academic finance research and developments, presenting findings to team members.

Qualifications

• Master’s degree preferred in a quantitative field (Engineering, Econometrics, Computer Science, Applied Mathematics, Statistics, or related); Bachelor's degree with equivalent experience considered.
• 2–4 years of experience in a quantitative, analytical, or risk-focused role within financial services or asset management.
• Strong interest in financial markets and a willingness to learn.
• Proficiency in Python Programming and SQL required; Tableau experience is a plus.
• Familiarity with risk management concepts (risk decomposition, factor exposure, stress testing, liquidity profiles) is a plus.
• Excellent analytical, verbal, and written communication skills for conveying complex findings.
• Goal-oriented, team player with high integrity and adherence to corporate standards.
• Exposure to industry-standard risk models/platforms (Aladdin, Barra, FactSet, Bloomberg PORT) is a plus.
• Progress towards professional certifications (FRM, CFA, CAIA) is a plus.

Key skills/competency

• Quantitative Analysis
• Investment Risk
• Python Programming
• SQL
• Financial Markets
• Risk Measurement
• Liquidity Risk
• Portfolio Management
• Data Analysis
• Asset Management