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Quantitative Risk Jobs in Texas (NOW HIRING)

We have a vacancy for a Quantitative Analyst to join our US team based in Austin, Texas. This role ... Develop dynamic risk profiles that accurately capture market volatility, congestion pricing ...

Run quantitative risk model(s) for specific assets including coordination of data collection, understanding the risk algorithms, reviewing, and confirming results, and utilizing the risk output.

Run quantitative risk model(s) for specific assets including coordination of data collection, understanding the risk algorithms, reviewing, and confirming results, and utilizing the risk output.

Run quantitative risk model(s) for specific assets including coordination of data collection, understanding the risk algorithms, reviewing, and confirming results, and utilizing the risk output.

All Options is looking for a Quantitative Trader to join our Trading team in our Austin, TX office ... Independently manage and optimize a trading portfolio in alignment with desk strategy and risk ...

All Options is looking for a Quantitative Trader to join our Trading team in our Austin, TX office ... Independently manage and optimize a trading portfolio in alignment with desk strategy and risk ...

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Quantitative Risk information

See Texas salary details

$28.9K

$84.4K

$136K

How much do quantitative risk jobs pay per year?

As of May 30, 2026, the average yearly pay for quantitative risk in Texas is $84,389.00, according to ZipRecruiter salary data. Most workers in this role earn between $32,600.00 and $110,900.00 per year, depending on experience, location, and employer.

What are the key skills and qualifications needed to thrive as a Quantitative Risk Analyst, and why are they important?

To thrive as a Quantitative Risk Analyst, you need strong analytical skills, expertise in statistics and mathematics, and a relevant degree such as finance, mathematics, or engineering. Familiarity with statistical software (such as R, Python, or SAS), risk modeling tools, and industry certifications like FRM or CFA is highly valued. Excellent problem-solving abilities, attention to detail, and effective communication skills help you interpret complex data and convey insights to stakeholders. These competencies are crucial for accurately assessing risk, supporting strategic decisions, and ensuring the financial stability of organizations.

How do Quantitative Risk professionals typically collaborate with other departments within a financial institution?

Quantitative Risk professionals frequently work with various teams such as trading, portfolio management, compliance, and IT. This collaboration helps ensure that risk models accurately reflect real-world exposures and regulatory standards. Effective communication is key, as Quantitative Risk staff must translate complex data and models into actionable insights for non-technical stakeholders. Regular cross-departmental meetings and project-based collaborations are common, promoting a dynamic and integrated work environment.

What is a Quantitative Risk Analyst?

A Quantitative Risk Analyst is a finance professional who uses mathematical models and statistical techniques to assess and manage financial risks for organizations, particularly in banking, investment, and insurance sectors. They analyze data, develop risk models, and help companies make informed decisions to minimize potential losses. Their work involves programming, data analysis, and communicating complex risk scenarios to stakeholders. Quantitative Risk Analysts play a crucial role in ensuring that organizations remain financially stable and compliant with regulatory requirements.

What is the difference between Quantitative Risk vs Quantitative Analyst?

AspectQuantitative RiskQuantitative Analyst
Primary FocusAssessing and managing financial risks using quantitative methodsDeveloping models and strategies to analyze financial data and inform investment decisions
Required CredentialsOften requires risk management certifications (FRM, PRM), advanced degrees in finance, mathematics, or statisticsTypically requires degrees in finance, economics, mathematics, or related fields; certifications like CFA may be common
Work EnvironmentFinancial institutions, risk management departments, banksInvestment firms, hedge funds, banks, financial services companies

Quantitative Risk professionals focus on identifying and mitigating financial risks through specialized models, while Quantitative Analysts develop analytical models to support trading, investment, and financial decision-making. Both roles require strong quantitative skills and often similar educational backgrounds, but their core objectives differ: risk management versus financial analysis and strategy development.

What are the most commonly searched types of Quantitative Risk jobs in Texas? The most popular types of Quantitative Risk jobs in Texas are:
What cities in Texas are hiring for Quantitative Risk jobs? Cities in Texas with the most Quantitative Risk job openings:
Infographic showing various Quantitative Risk job openings in Texas as of May 2026, with employment types broken down into 100% Full Time. Highlights an 100% In-person job distribution, with an average salary of $84,389 per year, or $40.6 per hour.

Quantitative Analyst

Habitat Energy

Austin, TX • Hybrid

Full-time

Posted 21 days ago


Job description

We have a vacancy for a Quantitative Analyst to join our US team based in Austin, Texas. This role will predominantly be based on-site in our Austin office.

You will be responsible for:

Signal Generation & Market Fundamentals: 

  • Bridge advanced machine learning techniques with core market fundamentals to consistently extract alpha. 
  • Operationalize the outputs of powerflow models and grid topology to anticipate network congestion, translating complex system dynamics into actionable, high-conviction trading strategies.
  • Process and transform high-dimensional, unstructured ISO market data into robust predictive features. 

Portfolio Optimization: 

  • Build, calibrate, and scale optimization models to support complex, multi-asset trading strategies. 
  • Seamlessly integrate strategies across physical and financial energy markets (including spot, futures, and derivatives) to maximize risk-adjusted returns and portfolio scalability.
  • Prototype and deploy robust valuation frameworks for virtual and asset-backed energy trades. 
  • Develop dynamic risk profiles that accurately capture market volatility, congestion pricing dynamics, and tail-risk scenarios to ensure optimal capital allocation and downside protection.

Performance Attribution & Strategy Refinement: 

  • Drive rigorous post-trade analytics to clearly isolate model efficacy from general market performance. 
  • Establish a continuous feedback loop of backtesting and quantitative review to refine strategy accuracy, adapt to shifting market regimes, and improve future signal generation.

Requirements

'Must have' skills and experience:

  • Bachelor's degree required in Electrical Engineering, Power Systems, Quantitative Finance or a related field.
  • 3+ years pricing structured products or derivatives in energy or financial markets.
  • Familiarity with Financial Derivatives, Options Greeks, Market Making & Market Microstructure
  • Solid understanding of ERCOT forwards, and option markets
  • 2+ years of related power systems, electric market design, or energy trading experience.
  • Knowledge of market fundamentals within ERCOT.
  • Understanding of transmission systems, power flow, congestion, and curtailment.
  • Fundamental knowledge of how solar, wind, and battery storage assets operate within the various energy markets.
  • Working knowledge of SQL and Python
  • Knowledge of ISO and RTO wholesale market operations and applicable state regulations.
  • Working knowledge of the various forms of capacity and ancillary services markets.
  • Proven problem-solving and negotiation skills.
  • Strong verbal and written communication skills and a high level of attention to detail.
  • Ability to exercise discretion and independent judgment.

'Nice to have' skills and experience:

  • Experience managing energy storage resources
  • Experience structuring products related to carbon offset, long-term financing of renewables or energy storage assets
  • Experience and confidence presenting to clients, board members and prospective clients.
  • Experience working with SQL

Ultimately we are looking for someone who is a great fit for our company so we encourage you to apply even if you may not meet every requirement in this posting. We value diversity and our environment is supportive, challenging and focused on the consistent delivery of high quality, meaningful work.

In return, we'll give you a competitive salary, flexible working arrangements and a lot of personal development opportunities. We operate a hybrid working model with at least 2 - 3 days in our office in Austin.

When you apply for a job with us, we process some of your personal information. You can find out more about how we process your information on our company website: https://habitat.energy/privacy-policy/.