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Quant Engineer Jobs in Houston, TX (NOW HIRING)

Invesco

Senior Engineer-1

Houston, TX · Hybrid

$99K - $137K/yr

We are seeking a Senior Engineer, Investments Technology , to design, enhance, and support ... This role will partner closely with quantitative research teams, model owners, and downstream ...

Quest Energy Group

Cost Control Engineer

Houston, TX · On-site

... engineering and construction project team. In this pivotal role within the Project Controls ... Contribute quantitative cost-related inputs to risk assessments, utilizing advanced tools and ...

Quest Energy Group

Cost Control Engineer

Houston, TX · On-site

... engineering and construction project team. In this pivotal role within the Project Controls ... Contribute quantitative cost-related inputs to risk assessments, utilizing advanced tools and ...

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Showing results 41-60

All JobsQuant Engineer JobsQuant Engineer Jobs in Houston, TX

Quant Engineer information

See Houston, TX salary details

$36.3K

$86.5K

$143.7K

How much do quant engineer jobs pay per year?

As of Aug 22, 2026, the average yearly pay for quant engineer in Houston, TX is $86,462.00, according to ZipRecruiter salary data. Most workers in this role earn between $68,300.00 and $95,500.00 per year, depending on experience, location, and employer.

What is a quant engineer?

Quant Engineers, or quantitative engineers, are professionals who apply mathematical models, statistical techniques, and computer programming to solve complex problems in finance and related industries. They often work on designing trading algorithms, risk management tools, and pricing models for financial instruments. Quant Engineers typically have strong backgrounds in mathematics, computer science, and finance, and are skilled in programming languages such as Python, C++, or R. Their work helps financial firms make data-driven decisions and optimize strategies in highly competitive markets.

How do quant engineers typically collaborate with traders and other team members to develop and implement trading strategies?

Quant Engineers work closely with traders, researchers, and software developers to design, test, and refine quantitative trading models. They often translate mathematical models into efficient code, analyze large datasets, and ensure strategies are both robust and scalable for real-time trading environments. Frequent communication is key, as Quant Engineers must gather requirements from traders, iteratively backtest ideas, and adapt models based on feedback and market changes. This collaborative process helps ensure strategies are both scientifically sound and practically viable for deployment.

What are the key skills and qualifications needed to thrive as a quant engineer, and why are they important?

To thrive as a Quant Engineer, you need strong quantitative and programming skills, typically supported by a degree in mathematics, physics, computer science, or a related field. Proficiency in programming languages such as Python, C++, or Java, as well as familiarity with statistical analysis tools and financial modeling systems, is essential. Analytical thinking, problem-solving abilities, and effective communication distinguish top performers in this role. These skills enable Quant Engineers to develop robust models and algorithms that drive accurate trading strategies and risk management in fast-paced financial environments.

What is the difference between Quant Engineer vs Quant Analyst?

AspectQuant EngineerQuant Analyst
Required CredentialsDegree in Math, Finance, or Computer Science; often requires programming skillsDegree in Finance, Economics, or Math; less emphasis on programming
Work EnvironmentDevelops models, algorithms, and software tools for trading and risk managementAnalyzes data, interprets models, and provides insights for trading strategies
Employer & Industry UsageFinancial firms, hedge funds, investment banksFinancial firms, asset management, hedge funds

While both roles involve quantitative analysis, Quant Engineers focus on building and implementing models and software, whereas Quant Analysts primarily analyze data and interpret models to inform trading decisions. The roles often overlap but differ in technical depth and responsibilities.

What are popular job titles related to Quant Engineer jobs in Houston, TX?

For Quant Engineer jobs in Houston, TX, the most frequently searched job titles are:

What job categories do people searching Quant Engineer jobs in Houston, TX look for?

The top searched job categories for Quant Engineer jobs in Houston, TX are:

What cities near Houston, TX are hiring for Quant Engineer jobs?

Cities near Houston, TX with the most Quant Engineer job openings:

Quant Engineer jobs near you
Infographic showing various Quant Engineer job openings in Houston, TX as of August 2026, with employment types broken down into 91% Full Time, 5% Part Time, and 4% Contract. Highlights an 87% Physical, 5% Hybrid, and 8% Remote job distribution, with an average salary of $86,462 per year, or $41.6 per hour.

Analyst, Quantitative Risk - Power & Natural Gas

PowerTransitions

Houston, TX • On-site

$110 - $180/hr

Other

Posted 4 days ago

Job description

PowerTransitions is seeking an Analyst, Quantitative Risk – Power & Natural Gas to advance our modeling and risk analytics capabilities across our power and natural gas portfolio. This role is embedded within the Commercial Operations and Risk Management teams and is responsible for delivering actionable quantitative insights that inform fuel strategy, dispatch optimization, margin and basis exposure, capacity planning, liquidity management, and new project evaluation.

The Quantitative Risk Analyst will apply both deterministic and probabilistic methodologies across fuel supply analysis, dispatch optimization, portfolio risk measurement, and broader commercial analytics. Working cross-functionally with commercial, operations, and finance teams, this individual will translate complex analytical outputs into clear, decision-focused insights for leadership.

What You’ll Do
  • Analyze price volatility, correlation structures, operational uncertainty, and margin/earnings drivers across fuels, basis, and power markets
  • Conduct margin, earnings, and cash-flow at-risk analysis of thermal, renewable, and intermittent generation
  • Model plant-level earnings and variable margin at risk using deterministic and probabilistic methods
  • Support transaction-level risk measurement, including exposure, sensitivities, and VaR-type metrics
  • Estimate potential future exposure (PFE) for collateral and commodity transactions using available inputs and practical simulations
  • Evaluate fuel supply, storage, transport options, and dual-fuel dispatch constraints
  • Support structured contract and PPA valuation and analyze project economics for new development and acquisitions
  • Execute probabilistic or Monte Carlo simulations and run deterministic cases, sensitivities, and scenario analysis
  • Measure and explain exposure across hub and nodal power markets
  • Track and analyze natural gas, transportation, storage, and basis exposures
  • Assist with forward curve development and maintenance for power and natural gas
  • Build nodal and hourly shape curves and seasonal adjustments
  • Provide analytics to support the valuation of merchant exposure for gas-fired, dual-fuel, and renewable/intermittent assets
  • Analyze PPAs, tolling agreements, heat-rate options, and structured offtake agreements
  • Build and maintain models in MS Excel, Python and SQL
  • Work with datasets from ISO portals, pipeline postings, ICE, third party data vendors, and other sources
  • Contribute to developing dashboards and reporting in Power BI or Tableau
  • Maintain transparent model documentation and ensure methodologies are auditable
What We’re Looking For
  • Bachelor’s or Master’s degree in a quantitative field (engineering, applied math, finance, economics, statistics), or related industry experience
  • 2–6 years in energy modeling, risk analytics, or quantitative valuation
  • Understanding of power and natural gas markets (heat rates, dispatch, basis/transport)
  • Ability to apply and explain stochastic or probabilistic methods
  • Demonstrated ability to work in a hands‑on role in a lean environment, requiring independent problem‑solving and comfort operating with incomplete data
  • Python and SQL proficiency
  • Strong analytical and problem‑solving skills
  • Ability to communicate technical results to non‑mathematical commercial and operations teams
    Preferred:
  • Experience in PJM, ERCOT, ISO-NE, NYISO, MISO, SPP, or CAISO markets
  • Experience with market data from ISOs, pipeline postings, and market data vendors
  • Familiarity with valuation tools (MATLAB, R, @Risk, CQuant, or similar)
  • Exposure to PPA valuation, tolling, hedging, or structured transactions
  • Understanding of BESS concepts and modelling
  • Experience with Power BI or Tableau
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