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Quantitative Risk Manager Jobs in Tempe, AZ (NOW HIRING)

Commercial Metals Company

Maintenance Engineer

Mesa, AZ · On-site

Advanced understanding of asset lifecycle management, reliability engineering, quantitative risk assessment, and capital planning * Analyze equipment performance and recommend improvements to enhance ...

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All JobsQuantitative Risk JobsQuantitative Risk Manager JobsQuantitative Risk Manager Jobs in Tempe, AZ

Quantitative Risk Manager information

See Tempe, AZ salary details

$49.3K

$106.8K

$162.8K

How much do quantitative risk manager jobs pay per year?

As of Aug 16, 2026, the average yearly pay for quantitative risk manager in Tempe, AZ is $106,846.00, according to ZipRecruiter salary data. Most workers in this role earn between $86,200.00 and $123,600.00 per year, depending on experience, location, and employer.

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.

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 Tempe, AZ?

For Quantitative Risk Manager jobs in Tempe, AZ, the most frequently searched job titles are:

What job categories do people searching Quantitative Risk Manager jobs in Tempe, AZ look for?

The top searched job categories for Quantitative Risk Manager jobs in Tempe, AZ are:

What cities near Tempe, AZ are hiring for Quantitative Risk Manager jobs?

Cities near Tempe, AZ with the most Quantitative Risk Manager job openings:

Quantitative Risk Manager jobs near you
Infographic showing various Quantitative Risk Manager job openings in Tempe, AZ as of August 2026, with employment types broken down into 1% As Needed, 85% Full Time, 13% Part Time, and 1% Contract. Highlights an 93% Physical, 2% Hybrid, and 5% Remote job distribution, with an average salary of $106,846 per year, or $51.4 per hour.

Senior Associate, BESS Modeling & Structuring

Clearway Energy

Scottsdale, AZ • Hybrid

$137K - $177K/yr

Full-time

Re-posted 7 days ago

Job description

What The Role Is

Clearway Energy seeks an Associate or Senior Associate of BESS Modeling and Structuring to develop top-notch quantitative models that drive BESS valuation, structured products pricing, gas generation optimization, and power market analysis. In this role, you will be building Clearway's internal quantitative modeling platform (CWENQuant), developing advanced BESS dispatch optimization models, and directly impacting major commercial decisions across trading/origination/development/asset management.

If you don't meet 100% of the qualifications but see yourself contributing, please submit your resume

What You'll Be Doing
  • Develop and deploy to production complex optimization models and quantitative analysis for BESS dispatch optimization, renewables, gas generation, and data center infrastructure projects across the US.
  • Develop Stochastic or Machine Learning/Deep Learning models to forecast DA, Ancillary and RT prices based on the fundamental variables such as load, gas prices, wind + solar generation to inform trading.
  • Develop and maintain gas dispatch, HRCO, toll, and other structured pricing models, perform mark-to-market analysis, support due diligence, underwriting, and credit analytics.
  • Benchmark models against actual operations and market outcomes to improve forecast accuracy and optimization.
  • Provide analytical insights from modeling results to support Clearway budget process, trading activities and/or market advocacy
  • Build and enhance CWENs quantitative modeling platform (CWENQuant); develop data pipelines with internal and external resources, create automated workflows to produce analysis, build market data dashboards with the use of data science and optimization.
  • Analyze trading forwards in comparison with actual/historical power prices and fundamental forecasts to inform a view on trading strategies, risk practices, origination deals, contract pricing
  • Provide analytical insights from modeling results to support risk management, trading activities and/or market advocacy
  • Stay abreast of changing market conditions at both macro and micro levels, and their impact on markets
What You'll Bring
  • Bachelor's degree in Computer Science, Engineering, or related field
  • Senior Associate: 3+ years of quantitative or modeling experience ideally, within the energy sector, including trading firms, banks, utilities, IPPs, ISOs, or BESS companies.
  • Associate: <3 years years of quantitative or modeling experience ideally, within the energy sector, including trading firms, banks, utilities, IPPs, ISOs, or BESS companies.
  • Programming skills required: Python is a must, R, SQL, etc.
  • Working experience developing ML/DL models using scikit-learn, Keras, or TensorFlow
  • Experience with linear/Mixed Integer programming and associated tools like PuLP, Gurobi, CPlex etc
  • Working experience with stochastic models and the ability to develop models from scratch
  • Strong quantitative background with hand-on experience in coding in Python.
  • Knowledge of BESS (strongly preferred), renewable, conventional (gas) asset, HRCO, toll modeling
  • Strong understanding of power market economics, wholesale market structure, asset operations in ISO (CAISO, ERCOT, etc) markets
  • Proven ability to build high-quality, robust, and scalable quantitative, optimization models and stochastic or ML/DL forecasting frameworks such as price, load, or renewable generation forecasting
  • Ability to formulate and articulate viewpoints (written and verbal) in a clear, persuasive, and succinct manner
  • Ability to handle multiple concurrent efforts and provide high-quality deliverables accurately and on time
  • Ability to collaborate effectively across teams, communicate clearly, and contribute to a high-performing, respectful work environment that emphasizes attention to detail, meeting deadlines and working together to achieve company-wide objectives
  • Strong interpersonal, analytical, and problem-solving skills
  • Demonstrated ability to produce accurate, high-quality work in a fast-paced, deadline-driven environment
  • Strong ownership mindset with a commitment to delivering results and continuous improvement
  • Demonstrated curiosity and willingness to continuously learn and adapt in a rapidly evolving energy and market environment
What Would Be Nice
  • Masters or PhD.

Clearway will not sponsor non-immigrant visas for this position (H-1B, TN, E-3, etc.).

Pay Range Across all US Locations:

Associate: $115,000 - $150,000 USD

Sr. Associate: $137,000 - $177,000 USD

#LI-Hybrid

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