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Quantitative Risk Analyst Jobs in Washington (NOW HIRING)

ARA

Senior Risk Project Manager

Arlington, VA · On-site

Experience with quantitative analysis technical tools and techniques. * 5+ years of experience supporting DoW or DOE risk management * Experience in DoW policy, DoW acquisition, DoW strategic ...

ARA

Senior Project Manager - Risk

Arlington, VA · On-site

Experience with quantitative analysis technical tools and techniques. * 5+ years of experience supporting DoW or DOE risk management * Experience in DoW policy, DoW strategic infrastructure ...

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$64K

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$271.8K

How much do quantitative risk analyst jobs pay per year?

As of May 29, 2026, the average yearly pay for quantitative risk analyst in Washington is $151,629.00, according to ZipRecruiter salary data. Most workers in this role earn between $126,300.00 and $164,800.00 per year, depending on experience, location, and employer.

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 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 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 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 are the most commonly searched types of Quantitative Risk Analyst jobs in Washington? The most popular types of Quantitative Risk Analyst jobs in Washington are:
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What job categories do people searching Quantitative Risk Analyst jobs in Washington look for? The top searched job categories for Quantitative Risk Analyst jobs in Washington are:
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Quantitative Risk Analyst jobs near you
Pricing Manager in Power Markets, Quantitative Risk & Strategic Analysis

Pricing Manager in Power Markets, Quantitative Risk & Strategic Analysis

Nodal Exchange

Tysons, VA • On-site

$170K - $230K/yr

Full-time

Posted 10 days ago

Job description

Pricing Manager in Power Markets, Quantitative Risk & Strategic Analysis
Department: Risk
Employment Type: Full Time
Location: Tysons Corner
Compensation: $170,000 - $230,000 / year
Description
Pricing Manager in Power Markets, Risk & Strategic AnalysisNodal Exchange is a derivatives exchange providing price, credit and liquidity risk management to participants in the North American commodity markets. Nodal Exchange is a leader in innovation, having introduced the largest sets of environmental and electric power futures and options contracts in the world. All transactions on Nodal Exchange (power, environmental and natural gas) are cleared through its wholly owned clearing house, Nodal Clear, using its award-winning portfolio margining methodology. Nodal Clear also clears a broad set of crypto futures contracts for Coinbase Derivatives Exchange. As leaders in innovation, Nodal Exchange and Nodal Clear have built in-house most of the trading and clearing platforms that fuel our business. Nodal Exchange is part of the EEX Group which is in turn part of the Deutsche Börse Group.
We are now looking for talented, innovative individuals to join our team in Tysons Corner, VA (DC Metro area).
Key Responsibilities
Manager, Risk & Strategic AnalysisPrimary responsibilities include:
  • Manage the daily forward curve construction of a large set of power futures and options contracts and continue improving the pricing process
  • Enhance the futures pricing methodology through fundamental analysis of the underlying power markets
  • Analyze multi-million row datasets, produce reports to communicate with senior management, and create tools to automate workflows
  • Conduct research and synthesize information from a variety of sources, including the internal data, model outputs, and market/industry data and research reports, to monitor the competitive landscape and support the development of new power derivatives contracts and services
  • Develop and assess risk management approaches for customer portfolios, including pricing and risk management models for existing and new power derivative contracts
  • Manage inquiries from both internal (senior management and the Board) and external (customers and regulators) sources regarding the exchange operations

The ideal candidate will possess both a significant attention to detail, as well as an ability to synthesize broader patterns and business logic into recommendations to support the business development and risk management of the Exchange and the clearing house. Our business is data-oriented and strong analytical and quantitative skills are a must. Strong knowledge in power markets (such as financial transmission rights (FTR), power spot market, and power derivatives market, etc.) is a must. Previous experience in financial risk management is a plus. This is a hands-on role, and candidates should be excited to actively participate in delivering meaningful solutions and results.
Skills, Knowledge and Expertise
Requirements:
  • Bachelor's degree or higher in quantitative finance, economics, statistics, applied mathematics, engineering or comparable area
  • 6+ years of experience working in quantitative analytical roles, ideally in financial service industries
  • 3+ years of experience in the power markets, such as power spot market and FTR market analysis. Experience in running power flow models and power grid analysis
  • Proficient in scripting language, such as Python or R (at least one is required)
  • Outstanding quantitative skills
  • Strong problem-solving ability
  • Strong communications skills

Physical requirements:
  • Ability to work a hybrid schedule (3-days a week) onsite in Tysons Corner office

Salary Range: $170k - $230k total compensation per year. This does not include potential deferred compensation component.
Pay Transparency Notice: The salary range is based on the D.C. metro area. The successful candidate's starting salary will vary depending on permissible, non-discriminatory factors including but not limited to qualifications, skills, and experience. Nodal also offers a wide range of benefits and perks for full-time employees, which may include target bonuses.
Benefits
Nodal Employee Benefits and Perks: Nodal offers its employees a wide range of benefits designed to support health, well-being, and work-life balance: https://nodalexchange.pinpointhq.com
Nodal Exchange, LLC does not discriminate on the basis of race, color, religion, sex, gender, sexual orientation, gender identity or expression, pregnancy, parental status, marital status, citizenship, national origin, age, disability, genetic information, military status, veteran status, physical or mental health, hairstyle, or any other characteristic protected by federal, state or local law with respect to recruitment, hiring, training, promotion, or in any other terms and conditions of employment. Nodal Exchange is an E-verify participant.
Applicants for this position must be currently authorized to work in the United States on a full-time basis

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