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Quantitative Risk Analyst Jobs in California (NOW HIRING)

Luster National

Risk Specialist

Sacramento, CA · On-site

$52 - $96/hr

Develop and maintain risk reporting tools for cost and schedule risk analysis. * Manage the ... and quantitative risk assessments. * Support project teams in implementing risk management ...

East West Bank

Senior Quantitative Analyst

Pasadena, CA · On-site

$100K/yr

Participate in developing and implementing credit risk models for the use of CECL (develop, test ... Conduct quantitative analysis as it applies to key business areas or specific types of models.

Cordoba Corporation

Risk Specialist

Sacramento, CA · On-site

$75K - $105K/yr

Develop and maintain risk reporting tools for cost and schedule risk analysis * Manage the client ... and quantitative risk assessments * Support project teams in implementing risk management ...

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All JobsQuantitative Risk Analyst JobsQuantitative Risk Analyst Jobs in California

Quantitative Risk Analyst information

See California salary details

$55.8K

$132.1K

$236.9K

How much do quantitative risk analyst jobs pay per year?

As of Jul 4, 2026, the average yearly pay for quantitative risk analyst in California is $132,124.00, according to ZipRecruiter salary data. Most workers in this role earn between $110,000.00 and $143,600.00 per year, depending on experience, location, and employer.

What are some common challenges a Quantitative Risk Analyst faces when integrating new data sources into risk models?

Quantitative Risk Analysts often encounter challenges related to data quality, consistency, and compatibility when integrating new data sources into risk models. Ensuring that the data is accurate, timely, and relevant requires rigorous validation and sometimes complex data cleaning processes. Additionally, analysts must adapt existing risk models to accommodate new variables, which may involve re-calibrating parameters or even restructuring parts of the model. Effective collaboration with IT and data engineering teams is essential to streamline data integration and maintain model reliability.

What are the key skills and qualifications needed to thrive as a Quantitative Risk Analyst, and why are they important?

To thrive as a Quantitative Risk Analyst, you need strong analytical and mathematical skills, experience with statistical modeling, and typically a degree in finance, mathematics, statistics, or a related field. Proficiency in programming languages such as Python, R, or MATLAB, and familiarity with risk management systems and financial databases are important technical requirements. Attention to detail, problem-solving abilities, and effective communication are vital soft skills for explaining complex analyses to stakeholders. These skills are crucial for accurately identifying, measuring, and mitigating financial risks in dynamic market environments.

What is the difference between Quantitative Risk Analyst vs Credit Risk Analyst?

AspectQuantitative Risk AnalystCredit Risk Analyst
Required CredentialsDegree in finance, economics, or mathematics; certifications like FRM or CFADegree in finance, economics, or related; certifications like FRM or CFA often preferred
Work EnvironmentFinancial institutions, investment firms, risk management departmentsBanks, lending institutions, credit agencies
Employer & Industry UsageUsed across finance sectors for risk modeling and analysisPrimarily in banking and lending for assessing creditworthiness
Comparison Search IntentUnderstanding differences in risk analysis rolesDistinguishing credit-specific risk roles from broader risk analysis

While both roles involve risk assessment and require similar credentials, a Quantitative Risk Analyst focuses on modeling and analyzing various financial risks using quantitative methods across multiple risk types. In contrast, a Credit Risk Analyst specializes in evaluating creditworthiness and managing credit risk specifically within lending and banking sectors.

What is a Quantitative Risk Analyst?

A Quantitative Risk Analyst is a professional who uses mathematical models, statistical techniques, and data analysis to assess and manage financial risks within an organization. They typically evaluate potential losses from market movements, credit defaults, or operational failures and help develop strategies to mitigate those risks. Their work is crucial in industries such as banking, investment, insurance, and asset management, where understanding and controlling risk is essential for financial stability and compliance. Quantitative Risk Analysts often work with complex financial instruments and large datasets, requiring strong analytical and programming skills.
What are popular job titles related to Quantitative Risk Analyst jobs in California? For Quantitative Risk Analyst jobs in California, the most frequently searched job titles are:
What job categories do people searching Quantitative Risk Analyst jobs in California look for? The top searched job categories for Quantitative Risk Analyst jobs in California are:
Quantitative Risk Analyst jobs near you
Infographic showing various Quantitative Risk Analyst job openings in California as of June 2026, with employment types broken down into 100% Full Time. Highlights an 100% In-person job distribution, with an average salary of $132,124 per year, or $63.5 per hour.
Counterparty Risk Analyst (Credit Analyst)

Counterparty Risk Analyst (Credit Analyst)

Qcells

Irvine, CA • On-site

$75K - $95K/yr

Full-time

Posted 24 days ago

Qcells rating

6.1

Company rating: 6.1 out of 10

Based on 22 frontline employees who took The Breakroom Quiz

Job description

Description
POSITION DESCRIPTION:
EnFin's Risk Analyst is responsible for the analysis, structuring, and administration of the various risk management of the installer onboarding and continuous monitoring of EnFin counterparty/installer risk. This position reports to the Senior Director of Counterparty Risk Management or any other senior personnel the President of the Company may designate.
This position will be based out of one of our offices in Irvine, CA; San Francisco, CA; or Teaneck, NJ, with a potential in-office schedule set at the direct manager's discretion in accordance with the company policies and procedures. Remote work may be considered for exceptional cases.
RESPONSIBILITIES
  • Perform due diligence and underwriting of clients and counterparties, primarily solar and electrical contractors and equipment manufacturers (OEMs).
  • Recommend internal credit ratings and risk-based limits, partner payment terms, and prepare written analysis substantiating assessment.
  • Conduct continuous monitoring of trading counterparties, along with periodic pipeline and portfolio reviews, partner credit reporting and trade account diligence.
  • Evaluate, monitor, and report on credit exposure and trends.
  • Collaborate with business partners (onboarding, operations, legal, etc.) and business development teams to resolve complex client risks/challenges.
  • Maintain SLAs for partner onboarding to decrease time from partner application to approval.

REQUIRED QUALIFICATIONS
  • Bachelor's degree and a minimum of 5 years of insurance-related experience in risk management; minimum 1-3 years of hands-on counterparty risk management experience.
  • Experience with the solar industry at the finance level and/or understanding of contractors' cash flow and pipeline management.
  • Prior experience covering the finance side of the solar industry is highly preferred.
  • Interest in and basic understanding of contractor risk, solar industry, and complementary business verticals.
  • Strong written and verbal communication and customer service skills, including proficiency in interacting with all levels of the company and with outside vendors.
  • Demonstrated track record of successfully working on multiple projects and activities at one time; must possess ability to work effectively under pressure, meet strict deadlines, and complete assignments with little oversight.
  • Excellent analytical, quantitative, and Excel skills; experience working with SFDC and data visualization tools (Tableau), Experian, or LexisNexis.
  • Excellent time management and prioritization; enjoy operating in a dynamic and fast-paced environment.

Hanwha Q CELLS America Inc. ("HQCA") is a Qcells company, one of the world's largest manufacturers and providers of solar photovoltaic (PV) products and solutions. Headquartered in Irvine, California, HQCA has been rapidly expanding its business in North America through the expansion of products and solutions, including distributed energy solutions, direct-to-homeowner solar sales and financing, and EPC services. We provide an opportunity to be part of an exciting and growing world-class global business in an interesting and expanding industry of the future.
PHYSICAL, MENTAL & ENVIRONMENTAL DEMANDS:
To comply with the Rehabilitation Act of 1973 the essential physical, mental and environmental requirements for this job are listed below. These are requirements normally expected to perform regular job duties. Incumbent must be able to successfully perform all of the functions of the job with or without reasonable accommodation.
Mobility
Standing
20% of time
Sitting
70% of time
Walking
10% of time
Strength
Pulling
up to 10 Pounds
Pushing
up to 10 Pounds
Carrying
up to 10 Pounds
Lifting
up to 10 Pounds
Dexterity (F = Frequently, O = Occasionally, N = Never)
Typing
F
Handling
F
Reaching
F
Agility (F = Frequently, O = Occasionally, N = Never)
Turning
F
Twisting
F
Bending
O
Crouching
O
Balancing
N
Climbing
N
Crawling
N
Kneeling
N
The salary range is required by the California Pay Transparency Act and may differ depending on the location of those candidates hired nationwide. Actual compensation is influenced by a wide array of factors including but not limited to, skill set, education, licenses and certifications, essential job duties and requirements, and the necessary experience relative to the job's minimum qualifications.
*This target salary range is for CA positions only and should not be interpreted as an offer of compensation.
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