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Quantitative Risk Manager Jobs (NOW HIRING)

Asana

Security Risk Manager

San Francisco, CA · Hybrid

$194K - $220K/yr

Own Asana's security risk management program ... Design and continuously mature a quantitative risk framework - including risk scoring methodologies ...

Aflac

AVP, Quantitative Risk Analyst

Manhattan, NY · On-site

$140K - $185K/yr

AVP Quantitative Risk Analyst Salary Range: $140,000 to $185,000 Job Posting End Date: August 24 ... Certification in CFA, FRM, Actuarial credentials or similar investment risk management credentials ...

Franklin Templeton Investments

$160 - $185/hr

Our investment managers, tax and estate planning professionals work together to develop holistic ... Senior Quantitative Analyst, Quantitative & Risk Analytics The Quantitative and Risk Analytics ...

New

Asana

Security Risk Manager

San Francisco, CA · On-site

$194K - $220K/yr

Own Asana's security risk management program ... Design and continuously mature a quantitative risk framework - including risk scoring methodologies ...

b aysystemsinc

Senior Risk Manager

Berkeley, CA · On-site

$96 - $152/hr

Develop and maintain quantitative cost and schedule risk models . * Perform Monte Carlo simulations ... Proven experience managing risk for large, technically complex capital, infrastructure, scientific ...

b aysystemsinc

$96 - $152/hr

Develop and maintain quantitative cost and schedule risk models . * Perform Monte Carlo simulations ... Proven experience managing risk for large, technically complex capital, infrastructure, scientific ...

Management Solutions LLC

Risk Manager

Washington, DC · On-site

Risk Manager Location: Washington, DC Metropolitan Area (Onsite) Employment Type: Full-Time ... Conduct qualitative and quantitative risk analyses to support program decision-making. * Maintain ...

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Quantitative Risk Manager information

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$51.5K

$111.6K

$170K

How much do quantitative risk manager jobs pay per year?

As of Aug 22, 2026, the average yearly pay for quantitative risk manager in the United States is $111,556.00, according to ZipRecruiter salary data. Most workers in this role earn between $90,000.00 and $129,000.00 per year, depending on experience, location, and employer.

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.

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 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.

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Quantitative Risk Manager jobs near you
Infographic showing various Quantitative Risk Manager job openings in the United States as of August 2026, with employment types broken down into 88% Full Time, 11% Part Time, and 1% Contract. Highlights an 81% Physical, 2% Hybrid, and 17% Remote job distribution, with an average salary of $111,556 per year, or $53.6 per hour.

Analyst, Quantitative Risk - Power & Natural Gas

PowerTransitions

Houston, TX • On-site

$110 - $180/hr

Other

Posted 4 days ago

Job description

PowerTransitions is seeking an Analyst, Quantitative Risk – Power & Natural Gas to advance our modeling and risk analytics capabilities across our power and natural gas portfolio. This role is embedded within the Commercial Operations and Risk Management teams and is responsible for delivering actionable quantitative insights that inform fuel strategy, dispatch optimization, margin and basis exposure, capacity planning, liquidity management, and new project evaluation.

The Quantitative Risk Analyst will apply both deterministic and probabilistic methodologies across fuel supply analysis, dispatch optimization, portfolio risk measurement, and broader commercial analytics. Working cross-functionally with commercial, operations, and finance teams, this individual will translate complex analytical outputs into clear, decision-focused insights for leadership.

What You’ll Do
  • Analyze price volatility, correlation structures, operational uncertainty, and margin/earnings drivers across fuels, basis, and power markets
  • Conduct margin, earnings, and cash-flow at-risk analysis of thermal, renewable, and intermittent generation
  • Model plant-level earnings and variable margin at risk using deterministic and probabilistic methods
  • Support transaction-level risk measurement, including exposure, sensitivities, and VaR-type metrics
  • Estimate potential future exposure (PFE) for collateral and commodity transactions using available inputs and practical simulations
  • Evaluate fuel supply, storage, transport options, and dual-fuel dispatch constraints
  • Support structured contract and PPA valuation and analyze project economics for new development and acquisitions
  • Execute probabilistic or Monte Carlo simulations and run deterministic cases, sensitivities, and scenario analysis
  • Measure and explain exposure across hub and nodal power markets
  • Track and analyze natural gas, transportation, storage, and basis exposures
  • Assist with forward curve development and maintenance for power and natural gas
  • Build nodal and hourly shape curves and seasonal adjustments
  • Provide analytics to support the valuation of merchant exposure for gas-fired, dual-fuel, and renewable/intermittent assets
  • Analyze PPAs, tolling agreements, heat-rate options, and structured offtake agreements
  • Build and maintain models in MS Excel, Python and SQL
  • Work with datasets from ISO portals, pipeline postings, ICE, third party data vendors, and other sources
  • Contribute to developing dashboards and reporting in Power BI or Tableau
  • Maintain transparent model documentation and ensure methodologies are auditable
What We’re Looking For
  • Bachelor’s or Master’s degree in a quantitative field (engineering, applied math, finance, economics, statistics), or related industry experience
  • 2–6 years in energy modeling, risk analytics, or quantitative valuation
  • Understanding of power and natural gas markets (heat rates, dispatch, basis/transport)
  • Ability to apply and explain stochastic or probabilistic methods
  • Demonstrated ability to work in a hands‑on role in a lean environment, requiring independent problem‑solving and comfort operating with incomplete data
  • Python and SQL proficiency
  • Strong analytical and problem‑solving skills
  • Ability to communicate technical results to non‑mathematical commercial and operations teams
    Preferred:
  • Experience in PJM, ERCOT, ISO-NE, NYISO, MISO, SPP, or CAISO markets
  • Experience with market data from ISOs, pipeline postings, and market data vendors
  • Familiarity with valuation tools (MATLAB, R, @Risk, CQuant, or similar)
  • Exposure to PPA valuation, tolling, hedging, or structured transactions
  • Understanding of BESS concepts and modelling
  • Experience with Power BI or Tableau
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