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Freelance Market Risk Analyst Jobs in Dallas, TX

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 ...

Analyze and interpret data related to insurance claims, loss trends, market trends, and other relevant metrics. * Prepare reports summarizing risk analysis findings and recommended risk management ...

Monitor real-time and end-of-day market, credit, margin, and liquidity exposures across client ... Experience with risk-reporting tools, SQL, Python, Excel/VBA, or data-analysis platforms. What ...

Monitor real-time and end-of-day market, credit, margin, and liquidity exposures across client ... Experience with risk-reporting tools, SQL, Python, Excel/VBA, or data-analysis platforms. What ...

Catastrophe Risk Analyst

Dallas, TX · On-site

$72K - $90K/yr

The Catastrophe Risk Analyst analyzes data, models risk and provides strategic recommendations to ... market demands. The pay range is subject to change and may be modified in the future. Full-time ...

Catastrophe Risk Analyst

Dallas, TX · On-site

$72K - $90K/yr

The Catastrophe Risk Analyst analyzes data, models risk and provides strategic recommendations to ... market demands. The pay range is subject to change and may be modified in the future. Full-time ...

Analyze and interpret data related to insurance claims, loss trends, market trends, and other relevant metrics. * Prepare reports summarizing risk analysis findings and recommended risk management ...

Analyze and interpret data related to insurance claims, loss trends, market trends, and other relevant metrics. * Prepare reports summarizing risk analysis findings and recommended risk management ...

... 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 ...

... 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 ...

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Freelance Market Risk Analyst information

See Dallas, TX salary details

$64.3K

$107.2K

$143.9K

How much do freelance market risk analyst jobs pay per year?

As of Aug 31, 2026, the average yearly pay for freelance market risk analyst in Dallas, TX is $107,166.00, according to ZipRecruiter salary data. Most workers in this role earn between $79,100.00 and $129,600.00 per year, depending on experience, location, and employer.

Are freelance market risk analysts in demand?

Freelance market risk analysts are in demand due to the increasing need for financial institutions to manage risk and comply with regulations. They often work remotely, utilizing skills in data analysis, financial modeling, and risk assessment tools, making their expertise valuable across various industries.

Can a freelance market risk analyst work remotely?

Yes, freelance market risk analysts often work remotely, leveraging digital tools like spreadsheets, risk modeling software, and communication platforms. Remote work allows flexibility in managing projects and collaborating with clients worldwide, provided they have the necessary skills and reliable internet access.

How much does a freelance market risk analyst make?

Freelance market risk analysts typically earn between $50 and $150 per hour, depending on experience, certifications, and project complexity. Annual earnings can vary widely based on workload and client rates, with experienced professionals potentially earning over $100,000 annually when working full-time or on high-value projects.

What does a freelance market risk analyst do?

A freelance market risk analyst assesses financial risks related to market fluctuations, interest rates, and economic changes for clients or organizations. They analyze data using statistical tools and models to identify potential risks and recommend strategies to mitigate them, often working independently and requiring strong analytical skills and knowledge of financial markets.

What are the most commonly searched types of Market Risk Analyst jobs in Dallas, TX?

The most popular types of Market Risk Analyst jobs in Dallas, TX are:

What are popular job titles related to Freelance Market Risk Analyst jobs in Dallas, TX?

For Freelance Market Risk Analyst jobs in Dallas, TX, the most frequently searched job titles are:

What job categories do people searching Freelance Market Risk Analyst jobs in Dallas, TX look for?

The top searched job categories for Freelance Market Risk Analyst jobs in Dallas, TX are:

What cities near Dallas, TX are hiring for Freelance Market Risk Analyst jobs?

Cities near Dallas, TX with the most Freelance Market Risk Analyst job openings:

Infographic showing various Freelance Market Risk Analyst job openings in Dallas, TX as of August 2026, with employment types broken down into 86% Full Time, 11% Part Time, and 3% Contract. Highlights an 87% Physical, 4% Hybrid, and 9% Remote job distribution, with an average salary of $107,166 per year, or $51.5 per hour.

Manager, ALM, Market Risk Modeling

Westlake, TX • On-site

$100K - $150K/yr

Full-time

Re-posted 10 days ago


Job description

Your Opportunity
At Schwab, you're empowered to make an impact on your career. Here, innovative thought meets creative problem solving, helping us "challenge the status quo" and transform the finance industry together.
The Asset Liability Management (ALM) & Market Risk Modeling team within the Corporate Treasury develops and maintains models used for financial planning and market risk management across Schwab's approximately $500 billion balance sheet, as well as more than $70 billion of off-balance-sheet notional investments and more than $130 billion notional of derivatives.
As an individual contributor, you will play a key role in balance sheet strategy and interest rate risk management. You will help optimize the balance sheet and net interest margin profile by developing, enhancing, and operating a robust ALM modeling framework in close partnership with investment portfolio managers, risk partners, and product leaders across the firm.
In this role, you will support the team's ownership of key models, including the ALM model and the Economic Value of Equity (EVE) sensitivity model. Your responsibilities will span the full model lifecycle-development, enhancement, implementation, testing, sensitivity analysis, performance monitoring, backtesting, benchmarking, documentation, and issue remediation-as well as production of business-as-usual (BAU) net interest income (NII) forecast and interest rate risk measurements. The modeling work may involve all aspects from investment allocation to liquidity planning, to capital management, to interest rate risk hedging and hedge accounting. You will also contribute to the team's automation framework to streamline our production workflow.
What you have
Required Qualifications
  • Bachelor's degree in a quantitative field (e.g., Applied Mathematics, Engineering, Finance, Economics, Statistics, or a related discipline)
  • Three years of relevant professional experience (or a combination of professional experience and graduate studies) in ALM, treasury, fixed income, market risk, or quantitative analytics
  • Strong quantitative skills in financial modeling and analytics, particularly related to fixed income products (e.g., mortgage-backed securities)
  • Hands-on experience with ALM and/or interest rate risk concepts (e.g., NII and EVE sensitivities, hedging strategies, fund transfer pricing, etc.)
  • Experience in building automation workflows and data pipelines with Python/ SQL/etc. in a highly regulated environment
  • Strong written and oral communication skills
  • Highly motivated self-starter
  • Comfort working in ambiguity ("white space") with the ability to independently identify opportunities and create innovative solutions that support balance sheet strategy and risk management
Preferred Qualifications
  • An advanced degree is preferred.
  • CFA, FRM, etc. designations are a plus.
  • Strong knowledge of and hands-on experience in the PolyPaths system (AppPort/BatchCal/ALM/Enterprise) or QRM is highly preferred.
  • Direct experience in dynamic balance sheet simulation or forecasting
  • Direct experience in modeling derivatives and associated hedge accounting
  • Direct experience with liquidity and capital management or how they are implemented in financial planning forecast

What you'll do:
  • Perform front-office modeling, analytics, and optimization with a focus on interest rate risk management and expert knowledge of fixed-income, derivatives, and balance sheet modeling.
  • Develop and enhance the ALM model that supports BAU NII forecast and NII sensitivity measurement, the EVE sensitivity model, and key underlying modeling assumptions.
  • Support production processes for financial planning, net interest income forecasting, and market risk measurement.
  • Contribute to initiatives to enhance, streamline, and automate balance sheet modeling, sensitivity analysis, and backtesting.
  • Partner with Model Risk Oversight to maintain model documentation, support validations, and comply with model risk management standards.
  • Collaborate with key partners to deliver balance sheet analytics that inform investment, liquidity, and capital strategies as well as risk management.
  • Leverage industry research and remain current on peer practices, vendor capabilities, and regulatory/industry trends relevant to ALM and market risk.

In addition to the salary range, this role is also eligible for bonus or incentive opportunities.