TEKsystems · 16 hours ago
Quantitative Risk Management Consultant (W2, Hybrid New York)
TEKsystems is a leading provider of business and technology services, helping clients activate ideas and solutions. They are seeking a Quantitative Risk Management Consultant to utilize strong quantitative and analytical skills in risk modeling and statistical analysis within financial markets.
Information Technology
Qualification
Required
Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline
Strong quantitative and analytical experience
Knowledge of financial markets
Programming languages such as C++/C#, R, VBA, Python, and SQL
Preferred
Knowledge in quantitative risk modeling and statistical models in risk management
Knowledge in derivatives modeling and volatility models
Developing risk models (Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc.)
Benefits
Medical, dental & vision
Critical Illness, Accident, and Hospital
401(k) Retirement Plan – Pre-tax and Roth post-tax contributions available
Life Insurance (Voluntary Life & AD&D for the employee and dependents)
Short and long-term disability
Health Spending Account (HSA)
Transportation benefits
Employee Assistance Program
Time Off/Leave (PTO, Vacation or Sick Leave)
Company
TEKsystems
At TEKsystems, they understand people. Every year they deploy over 80,000 IT professionals at 6,000 client sites across North America,
H1B Sponsorship
TEKsystems has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (46)
2024 (52)
2023 (33)
2022 (22)
2021 (36)
2020 (53)
Funding
Current Stage
Late StageRecent News
2025-11-19
2025-10-29
Company data provided by crunchbase