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

Regional Finance

Director Credit Risk

Plano, TX

Quantitative analysis of custom score models including, validation, ongoing- performance monitoring ... Experience developing risk models for a financial institution. Critical Competencies * Excellent ...

Regional Finance

Director Credit Risk

Plano, TX · On-site

Quantitative analysis of custom score models including, validation, ongoing- performance monitoring ... Experience developing risk models for a financial institution. Critical Competencies * Excellent ...

Regional Finance Corp

Director Credit Risk

Plano, TX

Quantitative analysis of custom score models including, validation, ongoing- performance monitoring ... Experience developing risk models for a financial institution. Critical Competencies * Excellent ...

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Quantitative Risk Modeler information

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$96.9K

$167.9K

$256.7K

How much do quantitative risk modeler jobs pay per year?

As of Jun 9, 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 the most commonly searched types of Quantitative Risk Modeler jobs in Dallas, TX? The most popular types of Quantitative Risk Modeler jobs in Dallas, TX are:
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:
Quantitative Risk Modeler jobs near you
Infographic showing various Quantitative Risk Modeler job openings in Dallas, TX as of June 2026, with employment types broken down into 30% Full Time, 57% Part Time, 4% Temporary, and 9% Contract. Highlights an 87% Physical, 4% Hybrid, and 9% Remote job distribution, with an average salary of $167,901 per year, or $80.7 per hour.
Engineering - Dallas - Vice President, Quantitative Engineering - 049460

Engineering - Dallas - Vice President, Quantitative Engineering - 049460

Goldman Sachs, Inc.

Dallas, TX • On-site

$178K - $229K/yr

Full-time

Posted 6 days ago

Goldman Sachs rating

8.3

Company rating: 8.3 out of 10

Based on 25 frontline employees who took The Breakroom Quiz

29th of 141 rated banks

Job description

Job Description
Job Duties: Vice President, Quantitative Engineering with Goldman Sachs & Co. LLC in Dallas, Texas. Multiple positions available. Lead the development, implementation, and documentation of 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.Mentor junior and mid-level team members.
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 three (3) years of experience in job offered or a related quantitative engineering role ORBachelor's degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research, or related quantitative field and five (5) years of experience in job offered or a related quantitative engineering role OR PhD 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. Prior experience must include three (3) years of experience (with a Master's degree) OR five (5) years of experience (with a Bachelor's degree) OR one (1) year of experience (with a PhD degree) with 5 of the 8 following skills: C++, Java, or Python; performing financial mathematics, including at least one of the following: stochastic calculus, no-arbitrage pricing theory, multivariable calculus, linear algebra, probability theory, numerical methods, or Monte-Carlo techniques; performing analysis leveraging market risk, credit risk, liquidity risk, or mathematical finance concepts; object-oriented programming and scripting programming languages such as Python or Java; implementing mathematical models or analytics in production-quality software; working with database query languages, such as SQL, MongoDB, or other data management tools to process large datasets; applying algorithms or data structures to write complex programs; and developing pricing models for financial products to model risk, economics, and cash flows under normal and distressed market environments.
©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

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