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Quantitative Risk Manager Jobs in Houston, TX (NOW HIRING)

Expand Energy

Quantitative Risk Manager

Spring, TX · On-site

Job Summary We are seeking a Senior Quantitative Risk Manager to develop, enhance, and govern quantitative models used to value, risk assess, and explain exposures across natural gas, LNG, power, and ...

Expand Energy

Quantitative Risk Manager

Spring, TX

Job Summary We are seeking a Senior Quantitative Risk Manager to develop, enhance, and govern quantitative models used to value, risk assess, and explain exposures across natural gas, LNG, power, and ...

Gunvor

Quantitative Risk Analyst

Houston, TX

Quantitative Risk Analyst Contract Type: Permanent Time Type: Full time Quantitative Risk Analyst ... the Head of Risk and Senior Management. Aggregate data from various sources and maintain ...

Gunvor

Quantitative Risk Analyst

Houston, TX · On-site

... Risk and Senior Management. • Aggregate data from various sources and maintain disciplined data science practices. Profile • At least 3-10 years' experience in quantitative role in a trading ...

Expand Energy

Market Risk Manager

Spring, TX · On-site

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 ...

Expand Energy

Market Risk Manager

Spring, TX

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 ...

WSP

Senior Risk Manager

Houston, TX · On-site

Conduct quantitative cost and schedule risk analysis (QCRA/QSRA) using probabilistic and simulation based methods to evaluate forecast uncertainty and outcome distributions. * Analyze economic ...

WSP

Senior Risk Manager

Houston, TX

Conduct quantitative cost and schedule risk analysis (QCRA/QSRA) using probabilistic and simulation based methods to evaluate forecast uncertainty and outcome distributions. * Analyze economic ...

SouthWest Water Company

Risk Manager

Sugar Land, TX · On-site

The Risk Manager is responsible for managing the organization's corporate insurance program and ... Excellent analytical, quantitative, and problem-solving skills. * Strong project management and ...

Southwest Water Company

Risk Manager

Sugar Land, TX · On-site

The Risk Manager is responsible for managing the organization's corporate insurance program and ... Excellent analytical, quantitative, and problem-solving skills. * Strong project management and ...

Repsol

Project Risk Control Manager

Houston, TX · Hybrid

Train PMs, engineers, and project controls staff on qualitative and quantitative risk methodologies ... Qualifications: * 10-15+ years of experience in project risk management, project controls ...

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All JobsQuantitative Risk Manager JobsQuantitative Risk Manager Jobs in Houston, TX

Quantitative Risk Manager information

See Houston, TX salary details

$49.2K

$106.5K

$162.3K

How much do quantitative risk manager jobs pay per year?

As of Jul 5, 2026, the average yearly pay for quantitative risk manager in Houston, TX is $106,533.00, according to ZipRecruiter salary data. Most workers in this role earn between $85,900.00 and $123,200.00 per year, depending on experience, location, and employer.

What can I do with a quantitative risk management degree?

A degree in quantitative risk management prepares individuals for roles such as risk analyst, risk manager, or quantitative analyst in finance, insurance, or consulting firms. These roles involve assessing and modeling financial risks using statistical tools, programming languages like Python or R, and risk management frameworks. Professionals in this field often work with regulatory compliance and may pursue certifications like FRM or PRM.

What is the salary of a quant risk manager?

A quantitative risk manager's salary typically ranges from $100,000 to $200,000 annually, with higher compensation often associated with experience, advanced degrees, and certifications such as FRM or CFA. In addition to base salary, bonuses and performance incentives can significantly increase total compensation in this role.

What does a quantitative risk manager do?

A quantitative risk manager analyzes financial data and models to identify, measure, and manage risks within an organization. They use statistical techniques, programming skills, and risk management tools to develop strategies that minimize potential losses and ensure regulatory compliance.

How does a Quantitative Risk Manager typically collaborate with other departments within a financial institution?

Quantitative Risk Managers work closely with teams such as trading, compliance, IT, and senior management to identify, measure, and mitigate financial risks. They often translate complex quantitative models into actionable insights for non-technical stakeholders and facilitate the integration of risk metrics into daily decision-making processes. Collaboration is essential for ensuring that risk assessments align with business objectives and regulatory requirements, often requiring regular cross-functional meetings and clear communication.

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

To thrive as a Quantitative Risk Manager, you need strong analytical abilities, a deep understanding of statistics and financial mathematics, and typically an advanced degree in finance, mathematics, or a related field. Proficiency in programming languages like Python or R, experience with risk modeling software, and certifications such as FRM or CFA are highly valuable. Exceptional problem-solving, communication, and collaboration skills help you convey complex risk metrics to stakeholders and work effectively in cross-functional teams. These skills ensure accurate risk assessments, regulatory compliance, and informed decision-making in dynamic financial environments.

How much do quant risk managers make?

Quantitative risk managers typically earn between $100,000 and $200,000 annually, with senior roles and those in major financial centers earning higher salaries. Compensation often includes bonuses and benefits, and strong skills in mathematics, programming, and risk modeling are essential for higher-paying positions.

What is a Quantitative Risk Manager?

A Quantitative Risk Manager is a professional who uses mathematical models, statistical analysis, and quantitative techniques to identify, measure, and manage financial risks within an organization. They often work in banks, investment firms, or insurance companies to analyze market, credit, and operational risks. Their responsibilities include developing risk models, monitoring risk exposures, and advising senior management on risk mitigation strategies. They play a key role in ensuring that organizations make informed decisions and comply with regulatory requirements.

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

AspectQuantitative Risk ManagerQuantitative Analyst
Primary FocusAssessing and managing risk exposure across financial portfoliosDeveloping models and algorithms for investment strategies
Required CredentialsAdvanced degrees in finance, mathematics, or related fields; certifications like FRM or CFADegrees in finance, mathematics, or statistics; often pursuing CFA or similar
Work EnvironmentFinancial institutions, risk management departmentsInvestment firms, hedge funds, banks
Key SkillsRisk assessment, regulatory knowledge, quantitative modelingData analysis, programming, financial modeling

While both roles involve quantitative skills and financial knowledge, Quantitative Risk Managers focus on identifying and mitigating risks within organizations, whereas Quantitative Analysts primarily develop models to inform investment decisions. Understanding these differences helps professionals choose the right career path or job search focus.

What are popular job titles related to Quantitative Risk Manager jobs in Houston, TX? For Quantitative Risk Manager jobs in Houston, TX, the most frequently searched job titles are:
What job categories do people searching Quantitative Risk Manager jobs in Houston, TX look for? The top searched job categories for Quantitative Risk Manager jobs in Houston, TX are:
What cities near Houston, TX are hiring for Quantitative Risk Manager jobs? Cities near Houston, TX with the most Quantitative Risk Manager job openings:
Quantitative Risk Manager jobs near you
Infographic showing various Quantitative Risk Manager job openings in Houston, TX 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 $106,533 per year, or $51.2 per hour.
Quantitative Risk Manager

Quantitative Risk Manager

Expand Energy

Spring, TX • On-site

Full-time

Posted 16 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 Senior 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.

Education
  • Bachelor's degree from an accredited University required in a quantitative discipline such as Mathematics, Statistics, Physics, Engineering, Computer Science, Econometrics, Finance, Applied Economics or related.
  • Master's degree or PhD preferred in a quantitative discipline such as Mathematics, Statistics, Physics, Engineering, Computer Science, Econometrics, Finance, Applied Economics or related.

Experience
  • 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.

Preferred Experience / Strong Pluses
  • 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.

Additional Qualifications
Core Competencies
  • 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.

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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