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Quantitative Risk Modeler Jobs in Dallas, TX (NOW HIRING)

A minimum of one year of experience in model development, model validation, quantitative risk management, or financial modeling and/or other related disciplines. * Familiarity with Excel, SQL, Python ...

A minimum of one year of experience in model development, model validation, quantitative risk management, or financial modeling and/or other related disciplines. * Familiarity with Excel, SQL, Python ...

A minimum of one year of experience in model development, model validation, quantitative risk management, or financial modeling and/or other related disciplines. * Familiarity with Excel, SQL, Python ...

Develop quantitative integrated cost and schedule Program risk models using risk software and analyze results. * Prepare program risk communications (memos), risk dashboards, Risk Assessment reports ...

Program Risk Analyst

Dallas, TX · On-site +1

$85K - $100K/yr

Develop quantitative integrated cost and schedule Program risk models using risk software and analyze results. * Prepare program risk communications (memos), risk dashboards, Risk Assessment reports ...

Develop quantitative integrated cost and schedule Program risk models using risk software and analyze results. * Prepare program risk communications (memos), risk dashboards, Risk Assessment reports ...

DTCC offers a flexible/hybrid model of 3 days onsite and 2 days remote (onsite Tuesdays, Wednesdays ... FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit Risk teams ...

DTCC offers a flexible/hybrid model of 3 days onsite and 2 days remote (onsite Tuesdays, Wednesdays ... FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit Risk teams ...

DTCC offers a flexible/hybrid model of 3 days onsite and 2 days remote (onsite Tuesdays, Wednesdays ... FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit Risk teams ...

The modeling and the resulting quantification is used to influence strategic decisions by executive ... Also develops and documents the quantitative tools used to quantify credit risk, provide early ...

The modeling and the resulting quantification is used to influence strategic decisions by executive ... Also develops and documents the quantitative tools used to quantify credit risk, provide early ...

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Showing results 1-20

Quantitative Risk Modeler information

See Dallas, TX salary details

$96.9K

$167.9K

$256.7K

How much do quantitative risk modeler jobs pay per year?

As of Jul 6, 2026, the average yearly pay for quantitative risk modeler in Dallas, TX is $167,901.00, according to ZipRecruiter salary data. Most workers in this role earn between $133,100.00 and $196,900.00 per year, depending on experience, location, and employer.

What are the key skills and qualifications needed to thrive in the Quantitative Risk Modeler position, and why are they important?

To thrive as a Quantitative Risk Modeler, you need strong quantitative analysis skills, advanced knowledge of statistics, mathematics, and finance, and typically a degree in a quantitative field such as mathematics, finance, or engineering. Proficiency with programming languages like Python, R, or MATLAB, and familiarity with risk management systems and financial modeling software are commonly required, as are certifications such as FRM or CFA. Excellent problem-solving abilities, attention to detail, and effective communication skills are critical for interpreting data and conveying complex concepts to non-technical stakeholders. These skills ensure accurate risk assessment, effective model development, and successful collaboration within cross-functional teams in high-stakes financial environments.

What are the primary responsibilities of a Quantitative Risk Modeler on a daily basis?

A Quantitative Risk Modeler’s typical day involves developing, testing, and validating quantitative models used to assess financial risks such as credit, market, or operational risk. You’ll often work with large datasets, use statistical and computational methods to analyze risk exposures, and document your findings for regulatory compliance. Collaboration with traders, risk managers, and other data professionals is common to ensure models accurately reflect real-world financial conditions. Additionally, you may be involved in meetings to discuss model outcomes, propose improvements, and stay updated on the latest regulatory and industry standards.

What is a Quantitative Risk Modeler job?

A Quantitative Risk Modeler assesses financial risks by developing mathematical models and statistical techniques to analyze market, credit, and operational risks. They use programming, data analysis, and financial theories to quantify risk exposure and support decision-making in banks, investment firms, and risk management teams. Their work involves stress testing, scenario analysis, and creating predictive models to enhance risk assessment and regulatory compliance.

What are popular job titles related to Quantitative Risk Modeler jobs in Dallas, TX? For Quantitative Risk Modeler jobs in Dallas, TX, the most frequently searched job titles are:
What job categories do people searching Quantitative Risk Modeler jobs in Dallas, TX look for? The top searched job categories for Quantitative Risk Modeler jobs in Dallas, TX are:
Infographic showing various Quantitative Risk Modeler job openings in Dallas, TX as of June 2026, with employment types broken down into 97% Full Time, 2% Part Time, and 1% Contract. Highlights an 88% Physical, 4% Hybrid, and 8% Remote job distribution, with an average salary of $167,901 per year, or $80.7 per hour.
Engineering - Dallas - Associate, Quantitative Engineering - 033664

Engineering - Dallas - Associate, Quantitative Engineering - 033664

Goldman Sachs, Inc.

Dallas, TX • On-site

Other

Posted 8 days ago


Goldman Sachs rating

8.2

Company rating: 8.2 out of 10

Based on 26 frontline employees who took The Breakroom Quiz

39th of 144 rated banks


Job description

Job Duties: Associate, Quantitative Engineering with Goldman Sachs & Co. LLC in Dallas, Texas. Multiple positions available. Develop, implement, and document scenarios comprised of a broad range of economic and financial variables for businesses within the Firm. Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues. Analyze large data sets (structured and unstructured) to build predictive models of business-relevant market variables. Develop, refine, and improve scenarios by leveraging knowledge in financial markets, economics, current events, statistical analysis, and programming. Build and challenge risk models, identify and quantify vulnerabilities across market, credit, liquidity risk and modeling. Create and maintain clear and complete technical documentation of the risk-model performance testing approach and process.

Job Requirements: Master's degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research or related quantitative field and one (1) year of experience in job offered or a related quantitative engineering role OR Bachelor's degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research or related quantitative field and two (2) years of experience in job offered or a related quantitative engineering role. Prior experience must include one (1) year of experience (with a Master's degree) OR two (2) years of experience (with a Bachelor's degree) with 5 of the 7 following skills: C++, Java, or Python; developing probability and pricing models utilizing financial mathematics principles, including stochastic calculus, no-arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra, numerical methods, optimization, probability, or random processes; quantitative analysis and model development using advanced econometric, statistical, and mathematical techniques, including Bayesian analysis, time series analysis, or machine learning algorithms; performing risk management or scenario-based analysis; developing quantitative risk analytics, including factor models; developing rigorous and scalable data management and analysis tools to provide risk oversight and support the investment process; and statistics and data driven performance analysis, including Linear Regression or Time Series Analysis to measure performance.

The Goldman Sachs Group, Inc., 2026. All rights reserved. Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veteran status, disability, or any other characteristic protected by applicable law.


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About Goldman Sachs

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At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs.

Industry

Finance and insurance

Company size

10,000+ Employees

Headquarters location

New York, NY, US

Year founded

1869