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Senior Quantitative Developer Jobs in Spring, TX

Expand Energy

Quantitative Risk Manager

Spring, TX · On-site

Job Summary We are seeking a Senior Quantitative Risk Manager to develop, enhance, and govern ... Additional programming capability in one or more of SQL, C#, C++, VBA, or similar languages.

Expand Energy

Quantitative Risk Analyst

Spring, TX · On-site

... senior leadership. 3) Risk Framework, Controls, and Governance * Strengthen the quantitative ... Additional programming capability in one or more of SQL, C#, C++, VBA, or similar languages.

Expand Energy

Quantitative Risk Analyst

Spring, TX · On-site

... senior leadership. 3) Risk Framework, Controls, and Governance * Strengthen the quantitative ... Additional programming capability in one or more of SQL, C#, C++, VBA, or similar languages.

Gunvor

Quantitative Risk Analyst

Houston, TX

Assess high-risk concentrations/limit breeches and report findings to the Head of Risk and Senior ... Programming experience or advanced knowledge of programming concepts. Experience working in a team ...

Gunvor

Quantitative Risk Analyst

Houston, TX · On-site

... Head of Risk and Senior Management. • Aggregate data from various sources and maintain ... Python preferred. • Programming experience or advanced knowledge of programming concepts. • ...

Sidram Technologies

Senior Python Developer - w2

Spring, TX · On-site

$108K - $145K/yr

Job Title:- Senior Python Developer Location:- Spring Texas (On-Site) Job Type:- Long Term Contract ... Bachelor's degree in computer science, engineering, quantitative sciences, or mathematics ...

Invesco

Senior Engineer-1

Houston, TX · Hybrid

$99K - $137K/yr

This role will partner closely with quantitative research teams, model owners, and downstream ... Handson experience with modern CI/CD and DevOps practices. * Experience with AWS services (e.g ...

One Tech

Senior Transmission Engineer

Houston, TX

$99K - $137K/yr

One Tech Engineering is searching for a Senior Transmission Engineer for a position located in ... analytically in a quantitative problem-solving environment. Strong attention to detail ...

Halliburton

R&D Mechanical Engineer, Senior

Spring, TX · On-site

$93K - $122K/yr

Job Title: R&D Mechanical Engineer, Senior Job Location: 445 Woodline Drive, Spring, TX 77386 Job ... Testing), QALT (Quantitative Accelerated Life Testing, ESS (Environmental Stress Screening ...

Halliburton

R&D Mechanical Engineer, Senior

Spring, TX · On-site

$95K - $126K/yr

Job Title: R&D Mechanical Engineer, Senior Job Location: 445 Woodline Drive, Spring, TX 77386 Job ... Testing), QALT (Quantitative Accelerated Life Testing, ESS (Environmental Stress Screening ...

Halliburton

R&D Mechanical Engineer, Senior

Spring, TX

$95K - $126K/yr

Job Title: R&D Mechanical Engineer, Senior Job Location: 445 Woodline Drive, Spring, TX 77386 Job ... Testing), QALT (Quantitative Accelerated Life Testing, ESS (Environmental Stress Screening ...

Halliburton

R&D Mechanical Engineer, Senior

Spring, TX

$93K - $122K/yr

Job Title: R&D Mechanical Engineer, Senior Job Location: 445 Woodline Drive, Spring, TX 77386 Job ... Testing), QALT (Quantitative Accelerated Life Testing, ESS (Environmental Stress Screening ...

iShare Inc

SENIOR MODELING LEAD

Houston, TX · On-site

Hands on experience in Model Development, Model Monitoring of advanced ML/quantitative/finance ... Collaborate cross-functionally with data engineering, technology, operations, and business teams to ...

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Senior Quantitative Developer information

How does a Senior Quantitative Developer typically collaborate with quantitative researchers and traders?

A Senior Quantitative Developer works closely with quantitative researchers to translate their mathematical models into robust, production-ready code. They also partner with traders to understand their workflow needs and ensure that trading systems are reliable, efficient, and responsive to market conditions. Effective communication is key, as the developer must bridge the gap between research insights and operational trading platforms. This collaboration often involves iterative feedback, rapid prototyping, and ongoing support to adapt systems to new strategies or market data.

What is a Senior Quantitative Developer?

A Senior Quantitative Developer is an experienced professional who combines advanced programming skills with deep knowledge of mathematical and statistical modeling to design, implement, and optimize complex financial algorithms and trading systems. They work closely with quantitative analysts and traders to translate mathematical models into efficient, production-ready code, often focusing on areas such as risk management, pricing, and market data analysis. In addition to strong coding abilities, typically in languages like C++, Python, or Java, they are expected to have expertise in financial markets, data structures, and performance optimization. Senior Quantitative Developers often mentor junior team members and contribute to the strategic direction of technology and model development within their firm.

What is the difference between Senior Quantitative Developer vs Quantitative Analyst?

AspectSenior Quantitative DeveloperQuantitative Analyst
Required CredentialsAdvanced degrees in math, finance, or computer science; programming skillsSimilar educational background; strong analytical skills
Work EnvironmentDevelops trading algorithms, implements models, collaborates with tech teamsPerforms data analysis, risk assessment, supports trading strategies
Employer & Industry UsageFinancial firms, hedge funds, investment banksAsset management firms, hedge funds, banks

The main difference is that Senior Quantitative Developers focus on building and implementing trading models and software, while Quantitative Analysts primarily analyze data and develop trading strategies. Both roles require strong quantitative skills, but the developer role emphasizes programming and system development, whereas analysts focus more on data analysis and research.

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

To thrive as a Senior Quantitative Developer, you need a strong background in mathematics, statistics, computer science, and financial theory, typically supported by an advanced degree in a quantitative field. Proficiency in programming languages such as Python, C++, or Java, and experience using quantitative libraries, databases, and version control systems are essential, alongside knowledge of relevant industry tools like MATLAB or R. Strong problem-solving skills, attention to detail, and the ability to communicate complex concepts clearly are crucial soft skills for this role. These abilities enable effective development and implementation of quantitative models, ensuring robust financial analysis and supporting critical business decisions.
What are popular job titles related to Senior Quantitative Developer jobs in Spring, TX? For Senior Quantitative Developer jobs in Spring, TX, the most frequently searched job titles are:
What job categories do people searching Senior Quantitative Developer jobs in Spring, TX look for? The top searched job categories for Senior Quantitative Developer jobs in Spring, TX are:
What cities near Spring, TX are hiring for Senior Quantitative Developer jobs? Cities near Spring, TX with the most Senior Quantitative Developer job openings:
Senior Quantitative Developer jobs near you
Quantitative Risk Manager

Quantitative Risk Manager

Expand Energy

Spring, TX • On-site

Full-time

Posted 25 days ago

Job description

Our core values - Stewardship, Character, Collaborate, Learn, Disrupt - are the lens through which we evaluate every business decision. As a dynamic, growing company that offers extremely competitive compensation and benefits, our employees are our most valued assets and the foundation of Expand's performance among our E&P competitors.
We seek applicants from all backgrounds to ensure we get the best, most creative talent on our team. We realize that, historically, underrepresented groups feel the need to be 100% qualified in order to apply. If you meet any combination of our requirements, we encourage you to apply. We strive to hire people from a wide variety of backgrounds, not just because it's the right thing to do, but because it makes our company stronger.
Job Summary
We are seeking a Senior Quantitative Risk Manager to develop, enhance, and govern quantitative models used to value, risk assess, and explain exposures across natural gas, LNG, power, and related structured/optional physical and financial transactions in a commodity trading business. The role will partner closely with trading, structuring, origination, middle office, risk, technology, and finance to deliver decision-quality analytics, robust model governance, and scalable reporting.
This role is designed for a candidate who combines cross-commodity quantitative rigor in their quantitative risk leadership with practical energy trading valuation and risk-control orientation.
Job Duties & Responsibilities
1) Quantitative Modeling, Valuation, and Analytics
  • Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios.
  • Build and enhance models for optional and structured transactions, including storage, transport, tolling, heat-rate optionality, basis/spread structures, swing optionality, and other asset-backed or logistics-driven exposures.
  • Support mark-to-market, fair value, forward curve construction, volatility surfaces, scenario analysis, and P&L attribution for complex positions and portfolios.
  • Design and improve analytical frameworks for VaR, Expected Shortfall, stress testing, backtesting, component risk, sensitivity analysis, and scenario analysis.

2) Trading and Commercial Support
  • Partner directly with traders, originators, and structurers to evaluate transactions, challenge assumptions, explain model outputs, and support hedging and optimization decisions.
  • Translate market views, deal structures, and operational realities into actionable analytics that support commercial decisions across gas, LNG, and power.
  • Provide analysis of risk drivers, spread movements, optionality value, and changes in valuation or risk metrics to risk committees and senior leadership.

3) Risk Framework, Controls, and Governance
  • Strengthen the quantitative underpinnings of the firm's market risk framework, including model documentation, assumptions governance, testing standards, and auditability.
  • Lead or support model review, model validation readiness, model governance, and remediation of model limitations and control gaps.
  • Ensure analytics and reporting align with board-approved risk tolerances, internal policies, and evolving control requirements.

4) Systems, Data, and Automation
  • Build or enhance scalable analytics in Python and related tools to automate recurring calculations, improve transparency, and reduce manual risk processes.
  • Work with ETRM/CTRM systems and market data infrastructure to ensure robust integration of curves, positions, valuation logic, and risk outputs. Experience with systems such as Endur, Allegro, ZEMA, or comparable platforms is valuable.
  • Create reports, dashboards, and visualizations that communicate complex quantitative results clearly to both technical and non-technical stakeholders.

Job Specific Skills
  • Advanced Python skills for quantitative analytics, risk engines, data pipelines, and automated reporting; familiarity with pandas, NumPy, SciPy, and production-quality coding practices is expected.
  • Additional programming capability in one or more of SQL, C#, C++, VBA, or similar languages.
  • Strong understanding of probability, statistics, stochastic modeling, option pricing, numerical methods, Monte Carlo simulation, and time-series analysis.
  • Experience with data visualization and reporting tools and the ability to present quantitative insights clearly to senior stakeholders.
  • Practical use of AI-enabled tools to accelerate coding, research, workflow automation, data exploration, or insight generation, with appropriate controls for model risk, reproducibility, and governance.
  • Familiarity with Git/GitHub/GitLab, software lifecycle controls, and documentation standards is highly desirable.

Education
  • Bachelor's degree from an accredited University required in a quantitative discipline such as Mathematics, Statistics, Physics, Engineering, Computer Science, Econometrics, Finance, Applied Economics or related.
  • Master's degree or PhD preferred in a quantitative discipline such as Mathematics, Statistics, Physics, Engineering, Computer Science, Econometrics, Finance, Applied Economics or related.

Experience
  • Experience in quantitative risk, quantitative analytics, structuring, valuation, or model development in a commodity trading, energy trading, merchant energy, utility trading, hedge fund, or investment banking environment.
  • Demonstrated hands-on experience modeling, valuing, and risk assessing instruments and portfolios in natural gas, LNG, and power.
  • Strong understanding of both physical and financial commodity markets, including forwards, swaps, options, structured transactions, and asset-backed exposures.
  • Experience with market risk metrics, including VaR/GMaR/EaR/stress/scenario frameworks, and the ability to explain risk in a trading context rather than only from a theoretical perspective.
  • Experience in asset-backed trading, including storage, transport, generation, renewables, batteries, or tolling structures in North America gas markets.
  • Proven success working cross-functionally with front office, risk, operations, finance, and technology teams.

Preferred Experience / Strong Pluses
  • Experience spanning both financial trading and physical energy trading, especially where the role bridged derivatives pricing with logistics, dispatch, storage, or LNG optionality.
  • Model validation, model governance, or formal model review experience.
  • Exposure to LNG portfolio modeling, shipping/scheduling optionality, or international gas/LNG valuation frameworks.
  • Experience supporting power market analytics such as nodal pricing, CRRs/FTRs, heat-rate modeling, dispatch logic, congestion analysis, or ISO/RTO market behavior.
  • Ability to mentor junior analysts and influence standards for quantitative methods across the organization.

Additional Qualifications
Core Competencies
  • Strong commercial judgment with the ability to connect quantitative outputs to real trading decisions.
  • Clear communicator who can explain complex model behavior, assumptions, and limitations to traders, risk managers, finance, and executives.
  • High standards for accuracy, transparency, governance, and documentation.
  • Comfortable operating in a fast-moving, front-office-adjacent trading environment where priorities evolve and analytics must be both rigorous and timely.

Expand Energy takes necessary action to ensure that all applicants are treated without regard to their race, color, religion, sex, sexual orientation, age, gender identity, national origin, genetic information, disability, pregnancy, military or veteran status or any other protected characteristic as established by law.
Expand Energy Corporation's operations are focused on discovering and developing its large and geographically diverse resource base of unconventional oil and natural gas assets onshore in the United States.

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