Risk management within many asset managers has been a detached activity until very recently; in some cases it still is detached from the investment process. A team of quants would typically produce reports and analytics on portfolio positions and supply these to the fund managers for their information. The managers may (or may not) value this input and the way that it is incorporated into their investment decisions is up to their discretion.
Quants teams are frequently physically separated from the management and trading activities that they serve. Often much of their work is in the management of complex and time-series data, to enable risk models to run and reports and analytics to be generated. They are often culturally separate from the ‘real’ front office and enjoy less organisational kudos from those managing real money.