Quantitative Analyst Jobs in USA with Visa Sponsorship
Quantitative analyst roles qualify as specialty occupations under H-1B visa, E-3 visa, and H-1B1 visas, requiring at least a bachelor's degree in mathematics, statistics, finance, or a directly related quantitative field. Employers in finance, tech, and asset management file LCAs regularly for quant roles, making verified sponsorship history a reliable signal when targeting firms. For detailed occupation requirements, see the O*NET profile.
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Get Access To All JobsDate: Nov 11, 2026
Location(s): Juno Beach, FL, US, 33408
Company: NextEra Energy
Requisition ID: 98694
NextEra Energy Marketing is one of the nation’s leading electricity and natural gas marketers, and a key player in the energy markets in the United States and Canada. As a part of NextEra Energy Resources, we specialize in innovative energy strategies that maximize market value for our customers and stakeholders. Our team is skilled in market analysis, trading, risk management and delivering tailored customer solutions across North America. If you are a strategic thinker eager to make a significant impact in the fast-paced energy industry, join our team today.
Position Specific Description
Join NextEra Energy's Quantitative Risk Management team and be part of our transformative risk vision that elevates risk management as a strategic imperative for energy and commodity markets. We're building a proactive, collaborative risk assessment framework that drives informed decision-making and expands our influence across the organization through reliable analytics and excellence in daily execution.
Key Responsibilities
- Model Innovation & Development:
- Construct, validate, and fine-tune sophisticated risk models spanning market, credit, and liquidity risk segments (VaR, PFE, EaR, funding, and market liquidity)
- Translate algorithms and codes from other languages into efficient Python implementations
- Develop valuation models for exotic product validation, including weather derivatives and structured products
-
Participate in month-, quarter-, and year-end closing processes
-
Strategic Risk Assessment:
- Evolve and adapt risk models in response to shifting business strategies and dynamic market conditions
- Undertake comprehensive scenario analyses and stress tests to gauge potential repercussions of adverse market conditions
-
Support quarterly special topic discussions with risk owners to expand risk management influence
-
Systems Integration & Data Analytics:
- Champion trading system transformation initiatives and integration projects across multiple platforms
- Drive seamless integration with data warehouses and advanced data analytics frameworks
-
Support systems upgrades, implementations, and Trading Risk Management automation projects
-
Collaborative Excellence:
- Work closely with cross-functional teams to ensure seamless integration of risk models and holistic risk management approach
-
Foster proactive risk management culture, moving beyond reactive approaches
-
Governance & Standards:
- Conform to SOX controls processes and innovate control improvements
- Foster a risk-aware culture, model high ethical standards, and champion company values of excellence, doing the right thing, and respect
- Mentor junior colleagues in quantitative best practices and Python programming excellence
Required Qualifications
- Bachelor’s Degree
- Minimum 4+ years of experience
- OR 3+ years of experience with trading experience
Preferred Qualifications
- Advanced degree in Quantitative Finance, Operations Research, Financial Engineering, Applied Mathematics, Economics, or related field
- 4+ years of experience in quantitative risk management, preferably in energy/commodity markets
- Expert-level Python programming skills with experience in financial modeling libraries
- Proficient AI skills to automate processes using AI agents and solid knowledge around MCP/LLM
- Strong understanding of risk methodologies (VaR, stress testing, scenario analysis)
- Experience with exotic derivatives valuation and structured product modeling
- Knowledge of energy markets and power market fundamentals
- Enthusiasm in risk management and proven experience for trading system transformation and multi-system integration projects
- Ph.D. in Quantitative Finance, Operations Research, Financial Engineering, Applied Mathematics, Economics, or related field
- Experience with energy commodity forecasting, simulation, and risk assessment tools
- Background in LNG or power market analysis
- Familiarity with regulatory frameworks and SOX compliance
- Track record of model validation and implementation in production environments
- Demonstrated passion for proactive risk management methodologies
- Experience with Python-driven automation and system integration projects
- AI champion
Job Overview
The Senior Quantitative Risk Analyst serves as a highly skilled professional responsible for advancing quantitative risk models and methodologies. This role emphasizes developing complex models that measure market, credit, and liquidity risks, contributing to strategic decisions at the operational level. The Senior Analyst also leads initiatives in model innovation and refinement within the team.
Job Duties & Responsibilities
- Lead the development and enhancement of quantitative risk models
- Conduct comprehensive stress testing, scenario analysis, and back-testing
- Evaluate and validate models for exotic products, including derivatives
- Collaborate in system integration projects to optimize data analytics frameworks
- Provide mentorship to junior analysts on best practices in risk assessment
- Contribute to system transformation initiatives by implementing prototype models
- Engage with stakeholders for quarterly and annual risk management projects
- Performs other job-related duties as assigned
Employee Group: Exempt
Employee Type: Full Time
Job Category: Energy Trading
Organization: NextEra Energy Marketing, LLC
Relocation Provided: Yes, if applicable
NextEra Energy offers a wide range of benefits to support our employees and their eligible family members.
NextEra Energy is an Equal Opportunity Employer. Qualified applicants are considered for employment without regard to race, color, age, national origin, religion, marital status, sex, sexual orientation, gender identity, gender expression, genetics, disability, protected veteran status or any other basis prohibited by law.
NextEra Energy provides reasonable accommodation in its application and selection process for qualified individuals, including accommodations related to compliance with conditional job offer requirements, consistent with federal, state, and local laws. Supporting medical or religious documentation will be required where applicable and permitted by applicable law. To request a reasonable accommodation, please send an e-mail to recruiting-coordinator.sharedmailbox@nexteraenergy.com, providing your name, telephone number and the best time for us to reach you.
NextEra Energy will not discharge or in any other manner discriminate against employees or applicants because they have inquired about, discussed, or disclosed their own pay or the pay of another employee or applicant. However, employees who have access to the compensation information of other employees or applicants as a part of their essential job functions cannot disclose the pay of other employees or applicants to individuals who do not otherwise have access to compensation information, unless the disclosure is (a) in response to a formal complaint or charge, (b) in furtherance of an investigation, proceeding, hearing, or action, including an investigation conducted by the employer, or (c) consistent with the contractor’s legal duty to furnish information.
NextEra Energy does not accept any unsolicited resumes or referrals from any third-party recruiting firms or agencies.
Nearest Major Market: Palm Beach
Nearest Secondary Market: Miami
Date: Nov 11, 2026
Location(s): Juno Beach, FL, US, 33408
Company: NextEra Energy
Requisition ID: 98694
NextEra Energy Marketing is one of the nation’s leading electricity and natural gas marketers, and a key player in the energy markets in the United States and Canada. As a part of NextEra Energy Resources, we specialize in innovative energy strategies that maximize market value for our customers and stakeholders. Our team is skilled in market analysis, trading, risk management and delivering tailored customer solutions across North America. If you are a strategic thinker eager to make a significant impact in the fast-paced energy industry, join our team today.
Position Specific Description
Join NextEra Energy's Quantitative Risk Management team and be part of our transformative risk vision that elevates risk management as a strategic imperative for energy and commodity markets. We're building a proactive, collaborative risk assessment framework that drives informed decision-making and expands our influence across the organization through reliable analytics and excellence in daily execution.
Key Responsibilities
- Model Innovation & Development:
- Construct, validate, and fine-tune sophisticated risk models spanning market, credit, and liquidity risk segments (VaR, PFE, EaR, funding, and market liquidity)
- Translate algorithms and codes from other languages into efficient Python implementations
- Develop valuation models for exotic product validation, including weather derivatives and structured products
-
Participate in month-, quarter-, and year-end closing processes
-
Strategic Risk Assessment:
- Evolve and adapt risk models in response to shifting business strategies and dynamic market conditions
- Undertake comprehensive scenario analyses and stress tests to gauge potential repercussions of adverse market conditions
-
Support quarterly special topic discussions with risk owners to expand risk management influence
-
Systems Integration & Data Analytics:
- Champion trading system transformation initiatives and integration projects across multiple platforms
- Drive seamless integration with data warehouses and advanced data analytics frameworks
-
Support systems upgrades, implementations, and Trading Risk Management automation projects
-
Collaborative Excellence:
- Work closely with cross-functional teams to ensure seamless integration of risk models and holistic risk management approach
-
Foster proactive risk management culture, moving beyond reactive approaches
-
Governance & Standards:
- Conform to SOX controls processes and innovate control improvements
- Foster a risk-aware culture, model high ethical standards, and champion company values of excellence, doing the right thing, and respect
- Mentor junior colleagues in quantitative best practices and Python programming excellence
Required Qualifications
- Bachelor’s Degree
- Minimum 4+ years of experience
- OR 3+ years of experience with trading experience
Preferred Qualifications
- Advanced degree in Quantitative Finance, Operations Research, Financial Engineering, Applied Mathematics, Economics, or related field
- 4+ years of experience in quantitative risk management, preferably in energy/commodity markets
- Expert-level Python programming skills with experience in financial modeling libraries
- Proficient AI skills to automate processes using AI agents and solid knowledge around MCP/LLM
- Strong understanding of risk methodologies (VaR, stress testing, scenario analysis)
- Experience with exotic derivatives valuation and structured product modeling
- Knowledge of energy markets and power market fundamentals
- Enthusiasm in risk management and proven experience for trading system transformation and multi-system integration projects
- Ph.D. in Quantitative Finance, Operations Research, Financial Engineering, Applied Mathematics, Economics, or related field
- Experience with energy commodity forecasting, simulation, and risk assessment tools
- Background in LNG or power market analysis
- Familiarity with regulatory frameworks and SOX compliance
- Track record of model validation and implementation in production environments
- Demonstrated passion for proactive risk management methodologies
- Experience with Python-driven automation and system integration projects
- AI champion
Job Overview
The Senior Quantitative Risk Analyst serves as a highly skilled professional responsible for advancing quantitative risk models and methodologies. This role emphasizes developing complex models that measure market, credit, and liquidity risks, contributing to strategic decisions at the operational level. The Senior Analyst also leads initiatives in model innovation and refinement within the team.
Job Duties & Responsibilities
- Lead the development and enhancement of quantitative risk models
- Conduct comprehensive stress testing, scenario analysis, and back-testing
- Evaluate and validate models for exotic products, including derivatives
- Collaborate in system integration projects to optimize data analytics frameworks
- Provide mentorship to junior analysts on best practices in risk assessment
- Contribute to system transformation initiatives by implementing prototype models
- Engage with stakeholders for quarterly and annual risk management projects
- Performs other job-related duties as assigned
Employee Group: Exempt
Employee Type: Full Time
Job Category: Energy Trading
Organization: NextEra Energy Marketing, LLC
Relocation Provided: Yes, if applicable
NextEra Energy offers a wide range of benefits to support our employees and their eligible family members.
NextEra Energy is an Equal Opportunity Employer. Qualified applicants are considered for employment without regard to race, color, age, national origin, religion, marital status, sex, sexual orientation, gender identity, gender expression, genetics, disability, protected veteran status or any other basis prohibited by law.
NextEra Energy provides reasonable accommodation in its application and selection process for qualified individuals, including accommodations related to compliance with conditional job offer requirements, consistent with federal, state, and local laws. Supporting medical or religious documentation will be required where applicable and permitted by applicable law. To request a reasonable accommodation, please send an e-mail to recruiting-coordinator.sharedmailbox@nexteraenergy.com, providing your name, telephone number and the best time for us to reach you.
NextEra Energy will not discharge or in any other manner discriminate against employees or applicants because they have inquired about, discussed, or disclosed their own pay or the pay of another employee or applicant. However, employees who have access to the compensation information of other employees or applicants as a part of their essential job functions cannot disclose the pay of other employees or applicants to individuals who do not otherwise have access to compensation information, unless the disclosure is (a) in response to a formal complaint or charge, (b) in furtherance of an investigation, proceeding, hearing, or action, including an investigation conducted by the employer, or (c) consistent with the contractor’s legal duty to furnish information.
NextEra Energy does not accept any unsolicited resumes or referrals from any third-party recruiting firms or agencies.
Nearest Major Market: Palm Beach
Nearest Secondary Market: Miami
See all 874+ Quantitative Analyst Jobs
Sign up for free to unlock all listings, filter by visa type, and get alerts for new Quantitative Analyst roles.
Get Access To All JobsTips for Finding Visa Sponsorship as a Quantitative Analyst
Frame your degree for specialty occupation
Your transcript needs to show a direct connection between your degree field and quant work. A statistics or applied mathematics degree maps cleanly, but a general business degree often triggers an RFE. Gather course catalogs and syllabi now, before any petition is filed.
Use LCA data to target active sponsors
Search Migrate Mate to find employers with verified LCA filing history for quantitative analyst roles. Firms that filed recently are actively sponsoring, which saves you from cold-applying to companies with no documented history of quant visa petitions.
Check prevailing wage tiers before negotiating
Run your target city and job title through the OFLC Wage Search before salary talks begin. The LCA must certify the offered wage at or above the prevailing wage level, so knowing the floor beforehand prevents offers that can't legally clear DOL certification.
Distinguish your quant role from general financial analyst
USCIS scrutinizes whether a quant analyst position genuinely requires a specialized degree versus a generalist finance background. Your offer letter should specify quantitative modeling, stochastic methods, or derivatives pricing, not just broad analytical duties that a non-specialist could perform.
Account for H-1B cap timing in your job search
H-1B is subject to an annual cap and selection process, and the rules have changed recently. If you're not already in H-1B status, target firms that also sponsor E-3 or H-1B1 visas, or cap-exempt institutions, so your start date isn't hostage to lottery results.
Verify PERM labor certification requirements for green card
Most EB-2 and EB-3 green card paths for quant analysts require PERM labor certification through DOL. Ask during the offer process whether the employer has an established PERM practice, since firms that only sponsor work visas often lack the in-house process to initiate PERM filings.
Frequently Asked Questions
Does a quantitative analyst role qualify as a specialty occupation for H-1B?
Yes. Quantitative analyst positions require at least a bachelor's degree in a directly related field such as mathematics, statistics, financial engineering, or computer science, which satisfies USCIS's specialty occupation definition. The key is that the specific degree field must connect to the technical duties of the role. A generic business or economics degree without a quantitative focus can complicate the petition and trigger a Request for Evidence.
Which visas can sponsors use to hire a quantitative analyst?
H-1B is the most common path, though it's subject to an annual cap and selection process. Australian nationals can use the E-3 visa, which has a separate cap that has never been exhausted. Chilean nationals have access to the H-1B1 visa, and Singaporean nationals have their own H-1B1 allocation. All three require a certified LCA from DOL confirming the offered wage meets the prevailing wage standard for the role and location.
How do I find employers that actively sponsor quantitative analyst visas?
Migrate Mate lists employers with verified LCA filing history for quantitative analyst roles, searchable by city. This shows you which firms have actually sponsored quant positions recently, so you're not guessing based on company size or reputation alone.
Does a three-year Australian bachelor's degree satisfy the degree requirement for a quant role?
Generally yes. USCIS accepts three-year Australian bachelor's degrees as equivalent to a U.S. four-year degree for specialty occupation purposes, provided the field of study is directly relevant to the quant analyst position. A credential evaluation from a recognized service helps document equivalency clearly, especially if your degree title differs from standard U.S. program names like Financial Mathematics or Computational Finance.
Can a quantitative analyst on OPT or STEM OPT use that authorization while pursuing H-1B sponsorship?
Yes. F-1 students working in a quantitative analyst role can use 12 months of OPT and, if the role relates to a STEM-designated degree, an additional 24 months of STEM OPT extension. STEM OPT requires the employer to be enrolled in E-Verify and to sign a training plan via Form I-983. This window gives you time to pursue H-1B sponsorship through your employer while remaining authorized to work.
What is the prevailing wage requirement for sponsored Quantitative Analyst jobs?
U.S. employers sponsoring a visa must pay at least the prevailing wage, which is what workers in the same role, area, and experience level typically earn. The Department of Labor sets this rate to make sure companies aren't hiring foreign workers simply because they'd accept lower pay than a U.S. worker. It varies by job title, location, and experience. You can look up current prevailing wage rates for any occupation and location using the OFLC Wage Search page.