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

Fifth Third

Senior Quant Analyst-CCAR/CECL

Dallas, TX · On-site +1

Provide quantitative support throughout the Risk or Finance divisions. * Implementation, modeling, and validation of quantitative models including PD, LGD, ALM, CCAR, QRM, MRM and Economic Capital.

GM Financial

Risk Statistician

Fort Worth, TX · Hybrid

Knowledge of quantitative, analytical and data mining * Knowledge of SAS, Excel, Word and PowerPoint * Knowledge of spreadsheet modeling and credit risk techniques * Ability to coordinate and balance ...

Citizens

Fraud Risk Analytics Manager

Irving, TX · Hybrid

$105K - $130K/yr

Model evaluation and performance monitoring Preferred Qualifications * Experience with fraud ... Master degree in Mathematics, Statistics, Operations Management, Economics or other quantitative ...

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Quantitative Risk Modeler information

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$96.9K

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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.

Risk/Margin Analyst at TechSpeed Clearing LLC

FINTEX FINANCIAL INC

Addison, TX

Full-time

Posted 3 days ago

Job description

Department: Risk Management / Clearing Operations
Reports To: Chief Risk Officer (CRO) or Risk & Margin Manager
Employment Type: Full‑Time
Location: Dallas, TX


Position Summary
The Risk & Margin Analyst plays a critical role in protecting the clearing firm from market, credit, operational, and liquidity risks. This role is responsible for monitoring client exposures, calculating margin requirements, evaluating collateral sufficiency, assessing account‑level risk concentrations, and identifying potential sources of volatility‑driven losses across equities, options, fixed income, futures (if applicable), and other supported asset classes.
The Analyst evaluates real‑time and end‑of‑day risk positions, leveraging margin methodologies (e.g., Reg T, portfolio margin, house rules, DTCC, OCC and clearinghouse models), exposure analytics, and market conditions to ensure the firm maintains appropriate capital buffers and risk controls. The role requires strong quantitative, analytical, regulatory, and communication skills, as well as the ability to operate effectively in time‑sensitive environments.

Key Responsibilities
1. Exposure & Margin Monitoring
  • Calculate and monitor margin requirements using Reg T, portfolio margin, day‑trading margin, and house margin policies.
  • Assess client and introducing broker positions for concentration risk, leverage risk, volatility exposure, and liquidation risk.
  • Identify accounts approaching or breaching limits and escalate appropriately to supervisors, introducing brokers, and management.
  • Perform real‑time exposure monitoring during volatile market periods or high‑risk events (e.g., earnings, corporate actions).
2. Collateral & Liquidity Management
  • Validate collateral deposits, cash movements, and securities pledges.
  • Monitor collateral sufficiency relative to account exposures and house requirements.
  • Coordinate with operations, treasury, and finance teams on margin calls, deposits, and funding obligations.
  • Identify intraday liquidity risks that could impact the clearing firm’s capital or settlement obligations.
3. Margin Call Processing
  • Issue, track, and enforce margin calls, maintenance calls, house calls, and Fed calls in accordance with regulatory and firm policies.
  • Communicate directly with introducing broker‑dealers regarding calls, deadlines, escalation paths, and potential liquidations.
  • Support operational teams in initiating liquidations when calls are not met.
4. Market & Credit Risk Analysis
  • Perform stress testing, scenario analysis, and sensitivity analysis on portfolios and counterparties.
  • Analyze large or complex positions for heightened risk (e.g., concentrated options positions, high‑beta equities, short‑dated options).
  • Evaluate counterparties and introducing brokers for exposure risks, creditworthiness, and position volatility.
  • Identify emerging risks based on market conditions, events, or product types.
5. Regulatory Adherence & Controls
  • Ensure margin practices comply with FINRA, SEC, FRB Regulation T, and OCC margin rules.
  • Maintain detailed audit trails, documentation, and supervisory evidence for regulatory exams.
  • Support compliance teams during FINRA/SEC/OCC reviews and internal audits.
  • Help maintain and update Written Supervisory Procedures (WSPs) related to margin and risk functions.
6. Data Analytics, Reporting & Technology
  • Produce daily, weekly, and monthly exposure and margin reports for risk management, operations, and senior leadership.
  • Validate risk‑engine outputs, margin calculations, and data integrity across systems.
  • Partner with technology teams to improve risk systems, dashboards, and analytics tools.
  • Participate in user acceptance testing (UAT) for upgrades, new risk models, and workflow improvements.
7. Client & Internal Stakeholder Communication
  • Act as a subject‑matter expert for margin policies, exposure analytics, and industry rules.
  • Provide guidance to introducing brokers on margin requirements, risk mitigation, and product‑specific risks.
  • Collaborate with Clearing Operations, Settlements, Corporate Actions, Compliance, and Treasury to assess multi‑departmental risk impacts.

Required Qualifications
  • Bachelor’s degree in Finance, Economics, Mathematics, Statistics, Engineering, or related field.
  • 2–5 years of experience in risk management, margin operations, clearing, broker‑dealer operations, or derivatives analysis.
  • Strong knowledge of securities markets, options Greek sensitivities, margin methodologies, and risk models.
  • Intermediate to advanced Excel skills (pivot tables, VLOOKUP, modeling) and familiarity with risk analytics platforms.
  • Ability to quickly interpret large datasets and complex financial information.
  • Experience with DTCC settlements 

Preferred Licenses & Certifications
  • FINRA Series 7 — strong plus for understanding products.
  • FINRA Series 99 — preferred for operations roles.
  • FRM, CFA, or progress toward certification — advantageous but not required.

Core Competencies
  • Strong analytical, quantitative, and critical‑thinking abilities.
  • Excellent communication skills for explaining complex concepts to non‑technical stakeholders.
  • High attention to detail; ability to detect anomalies and uncover hidden exposures.
  • Ability to perform under pressure during market volatility or operational deadlines.
  • Problem‑solving mindset with initiative to prevent risk before it materializes.
  • Ability to independently escalate issues using sound judgment.