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Market Risk Manager Jobs in Grand Prairie, TX (NOW HIRING)

DTCC

Market Risk Associate

Dallas, TX · On-site

Market Risk is a key driver of new business initiatives, with additional responsibilities ... Educate clients on risk management tools and initiatives. * Aligns risk and control processes into ...

DTCC

Market Risk Associate

Coppell, TX · Hybrid

Market Risk is a key driver of new business initiatives, with additional responsibilities ... Educate clients on risk management tools and initiatives. * Aligns risk and control processes into ...

DTCC

Market Risk Associate

Dallas, TX · Hybrid

Market Risk is a key driver of new business initiatives, with additional responsibilities ... Educate clients on risk management tools and initiatives. * Aligns risk and control processes into ...

DTCC

Market Risk Associate

Coppell, TX · On-site

Market Risk is a key driver of new business initiatives, with additional responsibilities ... Educate clients on risk management tools and initiatives. * Aligns risk and control processes into ...

DTCC

Market Risk Senior Analyst

Coppell, TX · Hybrid

FR&G works to manage these risks within defined risk tolerances under delegated authority approved ... Market Risk for Fixed Income Clearing Corporation (FICC) is responsible for monitoring daily margin ...

DTCC

Market Risk Senior Analyst

Coppell, TX · On-site

FR&G works to manage these risks within defined risk tolerances under delegated authority approved ... Market Risk for Fixed Income Clearing Corporation (FICC) is responsible for monitoring daily margin ...

DTCC

Market Risk Senior Analyst

Coppell, TX · On-site

FR&G works to manage these risks within defined risk tolerances under delegated authority approved ... Market Risk for Fixed Income Clearing Corporation (FICC) is responsible for monitoring daily margin ...

Deloitte

Financial Risk Manager

Dallas, TX

Engage with industry participants on market trends, competitive activities, and topic-specific ... Credit Risk, Liquidity Risk, Market Risk, Capital Management/Stress Testing * Knowledge of ...

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Market Risk Manager information

See Grand Prairie, TX salary details

$48.7K

$105.6K

$160.9K

How much do market risk manager jobs pay per year?

As of Sep 3, 2026, the average yearly pay for market risk manager in Grand Prairie, TX is $105,594.00, according to ZipRecruiter salary data. Most workers in this role earn between $85,200.00 and $122,100.00 per year, depending on experience, location, and employer.

What does a market risk manager do?

A Market Risk Manager is responsible for identifying, assessing, and mitigating risks that arise from fluctuations in market variables such as interest rates, foreign exchange rates, and equity prices. They analyze trading portfolios, conduct stress tests, and develop risk management strategies to protect their organization from potential losses. Additionally, Market Risk Managers work closely with traders, analysts, and senior management to ensure that market risks are understood and maintained within acceptable levels.

How does a market risk manager typically collaborate with other departments within a financial institution?

A Market Risk Manager works closely with various departments such as trading, treasury, and compliance to monitor and mitigate potential risks in the institution’s portfolio. They often consult with traders to understand new products and exposures, coordinate with IT teams to enhance risk management systems, and report findings to senior management and regulatory bodies. Regular communication and collaboration are essential to ensure all teams are aligned in managing risk effectively and responding promptly to market developments.

What are the key skills and qualifications needed to thrive as a market risk manager, and why are they important?

To thrive as a Market Risk Manager, you need strong quantitative analysis skills, a background in finance or economics, and often an advanced degree such as an MBA or CFA. Familiarity with risk management software (like Value-at-Risk models), statistical tools, and financial systems such as Bloomberg Terminal is typically required. Excellent problem-solving, communication, and decision-making skills set standout candidates apart in this highly analytical role. These capabilities are crucial for accurately assessing market risks, supporting sound investment decisions, and ensuring regulatory compliance in dynamic financial environments.

What is the difference between Market Risk Manager vs Credit Risk Analyst?

AspectMarket Risk ManagerCredit Risk Analyst
Required CredentialsBachelor's degree, often CFA or FRMBachelor's degree, often CFA or FRM
Work EnvironmentFinancial institutions, trading floors, risk departmentsBanks, lending institutions, credit departments
Employer & Industry UsageUsed in investment banks, asset managers, hedge fundsUsed in commercial banks, credit agencies, lending firms
Common Search & ComparisonOften compared for risk management roles in financeCompared for credit analysis roles

The Market Risk Manager focuses on identifying and managing risks related to market fluctuations, such as interest rates and stock prices. In contrast, the Credit Risk Analyst assesses the creditworthiness of borrowers to mitigate default risk. Both roles require similar credentials and are vital in financial institutions, but they specialize in different risk areas.

Do market risk managers make good money?

Market risk managers typically earn competitive salaries that vary based on experience, location, and industry. According to industry reports, median salaries range from $80,000 to over $150,000 annually, with higher earnings possible for those with advanced certifications like FRM or CFA and extensive experience. Bonuses and benefits can also significantly increase total compensation in this role.

What are popular job titles related to Market Risk Manager jobs in Grand Prairie, TX?

For Market Risk Manager jobs in Grand Prairie, TX, the most frequently searched job titles are:

What job categories do people searching Market Risk Manager jobs in Grand Prairie, TX look for?

The top searched job categories for Market Risk Manager jobs in Grand Prairie, TX are:

What cities near Grand Prairie, TX are hiring for Market Risk Manager jobs?

Cities near Grand Prairie, TX with the most Market Risk Manager job openings:

Market Risk Manager jobs near you
Infographic showing various Market Risk Manager job openings in Grand Prairie, TX as of August 2026, with employment types broken down into 87% Full Time, 11% Part Time, and 2% Contract. Highlights an 84% Physical, 2% Hybrid, and 14% Remote job distribution, with an average salary of $105,594 per year, or $50.8 per hour.

Manager, ALM, Market Risk Modeling

Charles Schwab Inc.

Westlake, TX • On-site

$100K - $150K/yr

Full-time

Re-posted 12 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.

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