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Quantitative Model Validation Analyst Jobs in Texas

Expand Energy

Market Risk Manager

Spring, TX

Job Duties & Responsibilities 1) Quantitative Modeling, Valuation, and Analytics * Develop and ... Lead or support model review, model validation readiness, model governance, and remediation of ...

Eka Finance

Quantitative Research Analyst

Austin, TX · On-site

Research and develop new models, signals, and techniques designed to increase risk-adjusted returns ... Strong quantitative and analytical skills with experience working on large and complex datasets

ExxonMobil

Natural Gas Modeling Analyst

Spring, TX · On-site

  • Medical

  • Dental

  • Vision

  • Life

  • Retirement

Evaluate model performance through validation, back-testing, and continuous enhancement to improve ... Collaborate with data engineering teams, quantitative analysts, and global trading organizations to ...

SoFi

Fraud Model Developer

Frisco, TX · On-site

You will build quantitative and machine learning solutions designed to reduce fraud losses ... You will also analyze model and product performance, identify key drivers of fraud losses, and ...

TBK Bank, SSB

Director of Data Science

Dallas, TX · On-site

... lead model validation, performance monitoring, and governance frameworks to ensure stability ... quantitative analytics. • Strong experience with forecasting, predictive modeling, and ...

Triumph

Director of Data Science

Dallas, TX · On-site

... lead model validation, performance monitoring, and governance frameworks to ensure stability ... quantitative analytics. • Strong experience with forecasting, predictive modeling, and ...

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All JobsQuantitative Model Validation Analyst JobsQuantitative Model Validation Analyst Jobs in Texas

Quantitative Model Validation Analyst information

See Texas salary details

$52.6K

$124.7K

$223.6K

How much do quantitative model validation analyst jobs pay per year?

As of Aug 18, 2026, the average yearly pay for quantitative model validation analyst in Texas is $124,727.00, according to ZipRecruiter salary data. Most workers in this role earn between $103,900.00 and $135,600.00 per year, depending on experience, location, and employer.

What is a quantitative model validation analyst?

Quantitative Model Validation Analysts are professionals who assess and validate financial models used by banks and financial institutions. They ensure that these models are accurate, reliable, and comply with regulatory standards. Their work involves testing model assumptions, reviewing model methodologies, and analyzing model outputs to identify potential risks or weaknesses. By providing an independent review, they help organizations maintain the integrity and performance of their risk management and financial forecasting tools.

What are some typical challenges faced by quantitative model validation analysts when assessing complex financial models?

Quantitative Model Validation Analysts often encounter challenges such as interpreting intricate model methodologies, ensuring data integrity, and effectively communicating technical findings to stakeholders who may not have a quantitative background. Additionally, staying current with evolving regulatory requirements and industry standards can be demanding. Collaborating closely with model developers, risk managers, and auditors is crucial to address model limitations and propose actionable improvements, making strong communication and analytical skills essential for success in this role.

What are the key skills and qualifications needed to thrive as a quantitative model validation analyst, and why are they important?

To thrive as a Quantitative Model Validation Analyst, you need a strong background in quantitative finance, statistics, and programming, typically supported by a degree in mathematics, finance, or a related field. Familiarity with statistical software such as Python, R, MATLAB, and model risk management frameworks is essential, and certifications like FRM or CFA are advantageous. Analytical thinking, attention to detail, and effective communication skills set top performers apart by enabling them to explain complex model risks and recommendations clearly. These skills and qualities are vital for ensuring the accuracy, reliability, and regulatory compliance of financial models within an organization.

What is the difference between Quantitative Model Validation Analyst vs Quantitative Risk Analyst?

AspectQuantitative Model Validation AnalystQuantitative Risk Analyst
CredentialsTypically requires a degree in finance, mathematics, or statistics; certifications like CFA or FRM are commonSimilar credentials; often holds CFA, FRM, or related certifications
Work EnvironmentFocuses on validating models used in risk management, trading, or credit scoring within financial institutionsAnalyzes and manages financial risk, including market, credit, and operational risks in banking or investment firms
Industry UsageCommonly employed in banking, asset management, and insurance sectorsWidely used in banking, hedge funds, and financial services

The main difference is that Quantitative Model Validation Analysts focus on testing and validating models to ensure accuracy and compliance, while Quantitative Risk Analysts assess and manage overall financial risks. Both roles require strong quantitative skills and often overlap in credentials and work environments, but their core responsibilities differ in scope and focus.

What are popular job titles related to Quantitative Model Validation Analyst jobs in Texas?

For Quantitative Model Validation Analyst jobs in Texas, the most frequently searched job titles are:

What job categories do people searching Quantitative Model Validation Analyst jobs in Texas look for?

The top searched job categories for Quantitative Model Validation Analyst jobs in Texas are:

What cities in Texas are hiring for Quantitative Model Validation Analyst jobs?

Cities in Texas with the most Quantitative Model Validation Analyst job openings:

Quantitative Model Validation Analyst jobs near you
Infographic showing various Quantitative Model Validation Analyst job openings in Texas as of August 2026, with employment types broken down into 1% As Needed, 85% Full Time, 12% Part Time, and 2% Contract. Highlights an 88% Physical, 4% Hybrid, and 8% Remote job distribution, with an average salary of $124,727 per year, or $60 per hour.

Market Risk Manager

Expand Energy

Spring, TX

Full-time

Re-posted 29 days ago

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

  • 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.

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