Market Risk Manager
Spring, TX · On-site
Design and improve analytical frameworks for VaR, Expected Shortfall, stress testing, backtesting ... Strengthen the quantitative underpinnings of the firm's market risk framework, including model ...
Market Risk Manager
Spring, TX · On-site
Design and improve analytical frameworks for VaR, Expected Shortfall, stress testing, backtesting ... Strengthen the quantitative underpinnings of the firm's market risk framework, including model ...
Design and improve analytical frameworks for VaR, Expected Shortfall, stress testing, backtesting ... Strengthen the quantitative underpinnings of the firm's market risk framework, including model ...
Design and improve analytical frameworks for VaR, Expected Shortfall, stress testing, backtesting ... Strengthen the quantitative underpinnings of the firm's market risk framework, including model ...
Risk Analyst
Houston, TX · On-site
We are looking for you, Risk Analyst, Middle Office, to join our Middle office team in Houston ... You will be a part of the global team of risk management experts, covering the core market risks ...
Risk Analyst
Houston, TX · On-site
We are looking for you, Risk Analyst, Middle Office, to join our Middle office team in Houston ... You will be a part of the global team of risk management experts, covering the core market risks ...
Risk Analyst
Houston, TX · Hybrid
We are looking for you, Risk Analyst, Middle Office, to join our Middle office team in Houston ... You will be a part of the global team of risk management experts, covering the core market risks ...
Risk Analyst
Houston, TX · Hybrid
We are looking for you, Risk Analyst, Middle Office, to join our Middle office team in Houston ... You will be a part of the global team of risk management experts, covering the core market risks ...
Model Risk Analyst
Dallas, TX · On-site
The Analyst will be responsible for supporting the bank-wide Model Risk Management (MRM) program ... This role ensures that models--used for credit risk, liquidity risk, market risk, capital planning ...
Quick apply
Model Risk Analyst
Dallas, TX · On-site
The Analyst will be responsible for supporting the bank-wide Model Risk Management (MRM) program ... This role ensures that models--used for credit risk, liquidity risk, market risk, capital planning ...
Model Risk Analyst
Dallas, TX · Hybrid
The Analyst will be responsible for supporting the bank-wide Model Risk Management (MRM) program ... This role ensures that models-used for credit risk, liquidity risk, market risk, capital planning ...
Model Risk Analyst
Dallas, TX · Hybrid
The Analyst will be responsible for supporting the bank-wide Model Risk Management (MRM) program ... This role ensures that models-used for credit risk, liquidity risk, market risk, capital planning ...
Model Risk Analyst
Dallas, TX · On-site
The Analyst will be responsible for supporting the bank-wide Model Risk Management (MRM) program ... This role ensures that models-used for credit risk, liquidity risk, market risk, capital planning ...
Model Risk Analyst
Dallas, TX · On-site
The Analyst will be responsible for supporting the bank-wide Model Risk Management (MRM) program ... This role ensures that models-used for credit risk, liquidity risk, market risk, capital planning ...
Market Risk Senior Analyst
Coppell, TX · On-site
Market Risk for Fixed Income Clearing Corporation (FICC) is responsible for monitoring daily margin ... analyze, and mitigate potential risks and safeguard financial markets, in which DTCC plays a ...
Market Risk Senior Analyst
Coppell, TX · On-site
Market Risk for Fixed Income Clearing Corporation (FICC) is responsible for monitoring daily margin ... analyze, and mitigate potential risks and safeguard financial markets, in which DTCC plays a ...
Market Risk Senior Analyst
Coppell, TX · On-site
Market Risk for Fixed Income Clearing Corporation (FICC) is responsible for monitoring daily margin ... analyze, and mitigate potential risks and safeguard financial markets, in which DTCC plays a ...
Market Risk Senior Analyst
Coppell, TX · On-site
Market Risk for Fixed Income Clearing Corporation (FICC) is responsible for monitoring daily margin ... analyze, and mitigate potential risks and safeguard financial markets, in which DTCC plays a ...
Market Risk for Fixed Income Clearing Corporation (FICC) is responsible for monitoring daily margin ... analyze, and mitigate potential risks and safeguard financial markets, in which DTCC plays a ...
Market Risk for Fixed Income Clearing Corporation (FICC) is responsible for monitoring daily margin ... analyze, and mitigate potential risks and safeguard financial markets, in which DTCC plays a ...
The Risk Analyst will support clients and executive/market leadership by implementing insurance solutions for the organization. Successful implementation is based on a deep understanding of the ...
The Risk Analyst will support clients and executive/market leadership by implementing insurance solutions for the organization. Successful implementation is based on a deep understanding of the ...
Risk Analyst
Dallas, TX · On-site
The Risk Analyst will support clients and executive/market leadership by implementing insurance solutions for the organization. Successful implementation is based on a deep understanding of the ...
Quick apply
Risk Analyst
Dallas, TX · On-site
The Risk Analyst will support clients and executive/market leadership by implementing insurance solutions for the organization. Successful implementation is based on a deep understanding of the ...
Risk Analyst
Dallas, TX · On-site
The Risk Analyst will support clients and executive/market leadership by implementing insurance solutions for the organization. Successful implementation is based on a deep understanding of the ...
Risk Analyst
Dallas, TX · On-site
The Risk Analyst will support clients and executive/market leadership by implementing insurance solutions for the organization. Successful implementation is based on a deep understanding of the ...
Quantitative Risk Analyst
Spring, TX · On-site
Support mark-to-market, fair value, forward curve construction, volatility surfaces, scenario ... Provide analysis of risk drivers, spread movements, optionality value, and changes in valuation or ...
Quantitative Risk Analyst
Spring, TX · On-site
Support mark-to-market, fair value, forward curve construction, volatility surfaces, scenario ... Provide analysis of risk drivers, spread movements, optionality value, and changes in valuation or ...
Support mark-to-market, fair value, forward curve construction, volatility surfaces, scenario ... Provide analysis of risk drivers, spread movements, optionality value, and changes in valuation or ...
Support mark-to-market, fair value, forward curve construction, volatility surfaces, scenario ... Provide analysis of risk drivers, spread movements, optionality value, and changes in valuation or ...
Senior Treasury Risk Analyst
Plano, TX · On-site
Senior Treasury Risk Analyst Job Location: Plano Texas Job duration: 6 months * AOR ALM * The ... and comprehensive market and financial analysis to support strategy, proposals, and market ...
Senior Treasury Risk Analyst
Plano, TX · On-site
Senior Treasury Risk Analyst Job Location: Plano Texas Job duration: 6 months * AOR ALM * The ... and comprehensive market and financial analysis to support strategy, proposals, and market ...
Risk Analysis Associate
Dallas, TX · On-site
... market, liquidity, and credit risks. This is a junior analyst role working in partnership with experienced SMEs to build knowledge of covered products and relevant risk trends. Role reviews and ...
Risk Analysis Associate
Dallas, TX · On-site
... market, liquidity, and credit risks. This is a junior analyst role working in partnership with experienced SMEs to build knowledge of covered products and relevant risk trends. Role reviews and ...
Risk Analysis Associate
Dallas, TX · On-site
... market, liquidity, and credit risks. This is a junior analyst role working in partnership with experienced SMEs to build knowledge of covered products and relevant risk trends. Role reviews and ...
Risk Analysis Associate
Dallas, TX · On-site
... market, liquidity, and credit risks. This is a junior analyst role working in partnership with experienced SMEs to build knowledge of covered products and relevant risk trends. Role reviews and ...
As a Power Risk Analyst, you will ensure maintenance and improvement of core PnL data to increase ... Ensure all market price risk is captured and hedge actions executed. * Assess implication of ...
As a Power Risk Analyst, you will ensure maintenance and improvement of core PnL data to increase ... Ensure all market price risk is captured and hedge actions executed. * Assess implication of ...
Deals Desk Analyst, Power
Houston, TX · On-site
As a Power Risk Analyst, you will ensure maintenance and improvement of core PnL data to increase ... Ensure all market price risk is captured and hedge actions executed. * Assess implication of ...
Deals Desk Analyst, Power
Houston, TX · On-site
As a Power Risk Analyst, you will ensure maintenance and improvement of core PnL data to increase ... Ensure all market price risk is captured and hedge actions executed. * Assess implication of ...
Entry Level Market Risk Analyst information
How to become a risk analyst with no experience?
Entry level market risk analysts typically need a bachelor's degree in finance, economics, or a related field. Gaining relevant skills through online courses, certifications like CFA or FRM, and familiarity with risk management tools can improve chances; internships or entry-level positions also provide valuable experience.
How to become a market risk analyst?
To become a market risk analyst, typically a bachelor's degree in finance, economics, or a related field is required. Gaining experience through internships, developing skills in financial modeling and data analysis, and obtaining certifications like the Financial Risk Manager (FRM) can enhance prospects in this role.
What does an Entry Level Market Risk Analyst do?
An Entry Level Market Risk Analyst helps assess and monitor the financial risks that an organization faces due to market movements such as changes in interest rates, currency values, or stock prices. They collect and analyze data, create reports, and assist with risk modeling under the guidance of more experienced analysts. Their goal is to help the company understand potential losses and support risk management decisions to protect assets and investments.
What jobs can I get with frm?
With an FRM (Financial Risk Manager) certification, you can pursue roles such as risk analyst, credit risk analyst, market risk analyst, or risk manager. These positions typically involve assessing financial risks, using tools like Excel and risk management software, and may require knowledge of financial markets and regulatory frameworks.
What are the key skills and qualifications needed to thrive as an Entry Level Market Risk Analyst, and why are they important?
To thrive as an Entry Level Market Risk Analyst, you need a solid understanding of finance, mathematics, and statistics, typically supported by a bachelor's degree in finance, economics, or a related field. Familiarity with risk management software, Excel, and programming languages like Python or SQL is commonly required, and relevant certifications such as FRM or CFA Level 1 can be advantageous. Strong analytical thinking, attention to detail, and effective communication are essential soft skills for interpreting data and conveying risk insights. These abilities are crucial for accurately assessing market risks and supporting sound decision-making in fast-paced financial environments.
What is the difference between Entry Level Market Risk Analyst vs Junior Risk Analyst?
| Aspect | Entry Level Market Risk Analyst | Junior Risk Analyst |
|---|---|---|
| Required Credentials | Bachelor's degree in finance, economics, or related field; some certifications like FRM are a plus | Bachelor's degree; some roles may prefer or require certifications like FRM or CFA |
| Work Environment | Financial institutions, banks, asset management firms; focus on market risk assessment | Financial firms, consulting, or risk management departments; similar environment |
| Employer & Industry Usage | Commonly used in banking, investment firms, and asset managers | Used interchangeably in similar settings, often as entry-level roles in risk departments |
The main difference is that the Entry Level Market Risk Analyst typically emphasizes market risk assessment with a focus on financial markets, while the Junior Risk Analyst may have a broader or slightly different scope in risk management. Both roles require similar educational backgrounds and certifications, and they are often found in the same industries and work environments.
What are some common challenges faced by entry level market risk analysts in their first year on the job?
Entry level market risk analysts often encounter challenges such as grasping complex financial products, understanding risk models, and adapting to the fast-paced nature of financial markets. Balancing multiple tasks like daily risk reporting, data validation, and responding to ad-hoc requests from senior analysts or traders can also be demanding. Additionally, building effective communication skills to explain risk exposures and collaborating with other departments, like trading and IT, is crucial for early success. Over time, these challenges provide valuable learning experiences and help analysts develop strong technical and analytical foundations for career growth.
What is the salary of market risk analyst?
The salary for an entry-level market risk analyst typically ranges from $60,000 to $80,000 annually, depending on the location, company, and candidate experience. Larger financial institutions may offer higher starting salaries, along with bonuses and benefits. Skills in risk modeling and familiarity with tools like Excel and risk management software can influence compensation.
What are the most commonly searched types of Market Risk Analyst jobs in Texas? The most popular types of Market Risk Analyst jobs in Texas are:
What are popular job titles related to Entry Level Market Risk Analyst jobs in Texas? For Entry Level Market Risk Analyst jobs in Texas, the most frequently searched job titles are:
What job categories do people searching Entry Level Market Risk Analyst jobs in Texas look for? The top searched job categories for Entry Level Market Risk Analyst jobs in Texas are:
Job description
Our core values - Stewardship, Character, Collaborate, Learn, Disrupt - are the lens through which we evaluate every business decision. As a dynamic, growing company that offers extremely competitive compensation and benefits, our employees are our most valued assets and the foundation of Expand's performance among our E&P competitors.
We seek applicants from all backgrounds to ensure we get the best, most creative talent on our team. We realize that, historically, underrepresented groups feel the need to be 100% qualified in order to apply. If you meet any combination of our requirements, we encourage you to apply. We strive to hire people from a wide variety of backgrounds, not just because it's the right thing to do, but because it makes our company stronger.
Job Summary
We are seeking a Quantitative Risk Manager to develop, enhance, and govern quantitative models used to value, risk assess, and explain exposures across natural gas, LNG, power, and related structured/optional physical and financial transactions in a commodity trading business. The role will partner closely with trading, structuring, origination, middle office, risk, technology, and finance to deliver decision-quality analytics, robust model governance, and scalable reporting.
This role is designed for a candidate who combines cross-commodity quantitative rigor in their quantitative risk leadership with practical energy trading valuation and risk-control orientation.
Job Duties & Responsibilities
1) Quantitative Modeling, Valuation, and Analytics
2) Trading and Commercial Support
3) Risk Framework, Controls, and Governance
4) Systems, Data, and Automation
Job Specific Skills
Education
Minimum: Bachelor's degree in Mathematics, Statistics, Physics, Engineering, Computer Science, Econometrics, Finance, or Applied Economics or another quantitative discipline
Preferred: Advanced degree in Mathematics, Statistics, Physics, Engineering, Computer Science, Econometrics, Finance, or Applied Economics or another quantitative discipline
Preferred: PhD in Mathematics, Statistics, Physics, Engineering, Computer Science, Econometrics, Finance, or Applied Economics or another quantitative discipline
Experience
Additional Qualifications
Expand Energy takes necessary action to ensure that all applicants are treated without regard to their race, color, religion, sex, sexual orientation, age, gender identity, national origin, genetic information, disability, pregnancy, military or veteran status or any other protected characteristic as established by law.
Expand Energy Corporation's operations are focused on discovering and developing its large and geographically diverse resource base of unconventional oil and natural gas assets onshore in the United States.
We seek applicants from all backgrounds to ensure we get the best, most creative talent on our team. We realize that, historically, underrepresented groups feel the need to be 100% qualified in order to apply. If you meet any combination of our requirements, we encourage you to apply. We strive to hire people from a wide variety of backgrounds, not just because it's the right thing to do, but because it makes our company stronger.
Job Summary
We are seeking a Quantitative Risk Manager to develop, enhance, and govern quantitative models used to value, risk assess, and explain exposures across natural gas, LNG, power, and related structured/optional physical and financial transactions in a commodity trading business. The role will partner closely with trading, structuring, origination, middle office, risk, technology, and finance to deliver decision-quality analytics, robust model governance, and scalable reporting.
This role is designed for a candidate who combines cross-commodity quantitative rigor in their quantitative risk leadership with practical energy trading valuation and risk-control orientation.
Job Duties & Responsibilities
1) Quantitative Modeling, Valuation, and Analytics
- Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios
- Build and enhance models for optional and structured transactions, including storage, transport, tolling, heat-rate optionality, basis/spread structures, swing optionality, and other asset-backed or logistics-driven exposures
- Support mark-to-market, fair value, forward curve construction, volatility surfaces, scenario analysis, and P&L attribution for complex positions and portfolios
- Design and improve analytical frameworks for VaR, Expected Shortfall, stress testing, backtesting, component risk, sensitivity analysis, and scenario analysis
2) Trading and Commercial Support
- Partner directly with traders, originators, and structurers to evaluate transactions, challenge assumptions, explain model outputs, and support hedging and optimization decisions
- Translate market views, deal structures, and operational realities into actionable analytics that support commercial decisions across gas, LNG, and power
- Provide analysis of risk drivers, spread movements, optionality value, and changes in valuation or risk metrics to risk committees and senior leadership
3) Risk Framework, Controls, and Governance
- Strengthen the quantitative underpinnings of the firm's market risk framework, including model documentation, assumptions governance, testing standards, and auditability
- Lead or support model review, model validation readiness, model governance, and remediation of model limitations and control gaps
- Ensure analytics and reporting align with board-approved risk tolerances, internal policies, and evolving control requirements
4) Systems, Data, and Automation
- Build or enhance scalable analytics in Python and related tools to automate recurring calculations, improve transparency, and reduce manual risk processes
- Work with ETRM/CTRM systems and market data infrastructure to ensure robust integration of curves, positions, valuation logic, and risk outputs. Experience with systems such as Endur, Allegro, ZEMA, or comparable platforms is valuable
- Create reports, dashboards, and visualizations that communicate complex quantitative results clearly to both technical and non-technical stakeholders
Job Specific Skills
- Advanced Python skills for quantitative analytics, risk engines, data pipelines, and automated reporting; familiarity with pandas, NumPy, SciPy, and production-quality coding practices is expected
- Additional programming capability in one or more of SQL, C#, C++, VBA, or similar languages
- Strong understanding of probability, statistics, stochastic modeling, option pricing, numerical methods, Monte Carlo simulation, and time-series analysis
- Experience with data visualization and reporting tools and the ability to present quantitative insights clearly to senior stakeholders
- Practical use of AI-enabled tools to accelerate coding, research, workflow automation, data exploration, or insight generation, with appropriate controls for model risk, reproducibility, and governance
- Familiarity with Git/GitHub/GitLab, software lifecycle controls, and documentation standards is highly desirable
- Strong commercial judgment with the ability to connect quantitative outputs to real trading decisions
- Clear communicator who can explain complex model behavior, assumptions, and limitations to traders, risk managers, finance, and executives
- High standards for accuracy, transparency, governance, and documentation
- Comfortable operating in a fast-moving, front-office-adjacent trading environment where priorities evolve and analytics must be both rigorous and timely
Education
Minimum: Bachelor's degree in Mathematics, Statistics, Physics, Engineering, Computer Science, Econometrics, Finance, or Applied Economics or another quantitative discipline
Preferred: Advanced degree in Mathematics, Statistics, Physics, Engineering, Computer Science, Econometrics, Finance, or Applied Economics or another quantitative discipline
Preferred: PhD in Mathematics, Statistics, Physics, Engineering, Computer Science, Econometrics, Finance, or Applied Economics or another quantitative discipline
Experience
- Strong experience in quantitative risk, quantitative analytics, structuring, valuation, or model development in a commodity trading, energy trading, merchant energy, utility trading, hedge fund, or investment banking environment.
- Demonstrated hands-on experience modeling, valuing, and risk assessing instruments and portfolios in natural gas, LNG, and power.
- Strong understanding of both physical and financial commodity markets, including forwards, swaps, options, structured transactions, and asset-backed exposures.
- Experience with market risk metrics, including VaR/GMaR/EaR/stress/scenario frameworks, and the ability to explain risk in a trading context rather than only from a theoretical perspective.
- Experience in asset-backed trading, including storage, transport, generation, renewables, batteries, or tolling structures in North America gas markets.
- Proven success working cross-functionally with front office, risk, operations, finance, and technology teams.
Additional Qualifications
- Experience spanning both financial trading and physical energy trading, especially where the role bridged derivatives pricing with logistics, dispatch, storage, or LNG optionality
- Model validation, model governance, or formal model review experience
- Exposure to LNG portfolio modeling, shipping/scheduling optionality, or international gas/LNG valuation frameworks
- Experience supporting power market analytics such as nodal pricing, CRRs/FTRs, heat-rate modeling, dispatch logic, congestion analysis, or ISO/RTO market behavior
- Ability to mentor junior analysts and influence standards for quantitative methods across the organization
Expand Energy takes necessary action to ensure that all applicants are treated without regard to their race, color, religion, sex, sexual orientation, age, gender identity, national origin, genetic information, disability, pregnancy, military or veteran status or any other protected characteristic as established by law.
Expand Energy Corporation's operations are focused on discovering and developing its large and geographically diverse resource base of unconventional oil and natural gas assets onshore in the United States.
About Expand Energy
Sourced by ZipRecruiter
Company size
1,001 - 5,000 Employees
Headquarters location
Oklahoma City, OK, US