Financial Risk Specialists Salary

The median financial risk specialists salary in the United States is $117,330 per year ($56.41/hour). Salaries range from $64,820 at the entry level to $196,110+ for the top 10% of earners. There are 63,850 financial risk specialists jobs nationwide. Employment is projected to grow 6.5% through 2034.

Last updated: June 2026 Β· Source: U.S. Bureau of Labor Statistics

Median Salary
$117,330
per year
Hourly Rate
$56.41
per hour
Employment
63,850
jobs in the U.S.

Salary Distribution

10th percentile
$64,820
25th percentile
$83,980
Median
$117,330
75th percentile
$158,250
90th percentile
$196,110

Job Growth (2024-2034)

+6.5%
Faster than average

Annual Openings

4,800
jobs/year (growth + replacements)

Education Required

Bachelor's degree

Financial Risk Specialists Career Guide

Interview questions, resume templates, and a career ladder written specifically for financial risk specialistss.

Financial risk specialists (BLS SOC 13-2054) sit inside the second line of defense at banks, broker-dealers, insurers, asset managers, and consultancies. They quantify market, credit, operational, and liquidity risk; run CCAR/DFAST stress testing; build and challenge VaR, CVaR, and Expected Shortfall models; and translate Basel III/IV capital and liquidity requirements into limits, dashboards, and Board-facing reports. Typical seats: Market Risk Analyst on a Fixed Income or FX desk at JPMorgan, Goldman Sachs, Morgan Stanley, Citi, or Bank of America; Credit Risk Officer covering counterparty exposure at a G-SIB; Operational Risk Manager owning RCSA and KRI programs; Stress Testing Lead running CCAR/DFAST cycles; Model Risk (SR 11-7) validator; Enterprise Risk Manager at a regional bank; Risk Consultant at Oliver Wyman, McKinsey, Deloitte, EY, or PwC. BLS reports 63,850 employed at a median $117,330; p10 ~$70,010, p90 $200,000+. Entry Risk Analyst $75-105k base + 10-25% bonus; established Sr Risk Manager $145-215k base + 25-60% bonus; VP / Director $215-315k base + 60-120% bonus + LTIP; Managing Director / Chief Risk Officer $325-585k+ base + 100-250% bonus + significant deferred equity. The biggest single earning lever is completing FRM + one graduate-level quantitative credential (MFE, MS Financial Engineering, MS Statistics) and moving from a regional bank into a G-SIB Front-Office risk seat covering derivatives, or into a Tier-1 consultancy at the Manager/Sr Manager level.

Core Skills Hiring Managers Screen For

Basel III/IV capital & liquidity framework fluency
Read Basel III/IV as native language: Standardized Approach for Credit Risk (SA-CR), Internal Ratings-Based (IRB) foundation vs advanced, Fundamental Review of the Trading Book (FRTB) sensitivities-based approach and internal models approach, Standardized Approach for Counterparty Credit Risk (SA-CCR) vs the outgoing CEM/IMM, Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), G-SIB surcharge buckets, TLAC. Know how Basel III Endgame (Basel IV) rewires the output floor at 72.5% of standardized RWA and what that means for your bank's capital planning.
CCAR / DFAST stress testing execution
Own or contribute to the annual CCAR (Comprehensive Capital Analysis and Review) or DFAST (Dodd-Frank Act Stress Test) cycle. Translate the Fed's Severely Adverse and Adverse scenarios (GDP shock, unemployment path, HPI decline, equity crash, corporate credit spread widening, VIX spike) into 9-quarter projected losses, PPNR, RWA, and capital ratios. Reconcile top-down scenario expansion with bottom-up desk-level PPNR. Author the qualitative narrative (governance, scenario design, model risk management) that goes into the CCAR submission. FRB Y-14A/Q/M schedules are the plumbing.
VaR, Expected Shortfall (CVaR), and sensitivity-based risk measures
Compute and interpret 1-day 99% and 10-day 99% VaR under Historical Simulation, Monte Carlo, and Parametric approaches. Understand where VaR breaks down (fat tails, gap risk, non-linear payoffs) and why Basel FRTB moved to Expected Shortfall at 97.5%. Author back-testing analysis using the traffic-light approach; own P&L attribution testing (unexplained P&L thresholds); manage risk-factor eligibility test (Non-Modellable Risk Factors under FRTB).
Counterparty credit risk (PFE, EPE, CVA, wrong-way risk)
Compute Potential Future Exposure and Expected Positive Exposure profiles under ISDA CSA netting and collateral rules. Own CVA (Credit Valuation Adjustment) desk methodology, including hedging with single-name CDS and index CDS. Identify specific and general wrong-way risk in derivative portfolios (e.g., FX forwards to sovereigns in stressed EM). Read SA-CCR under Basel III Endgame; know when internal models beat the standardized approach and when they don't.
Credit risk modeling (PD, LGD, EAD) and IFRS 9 / CECL provisioning
Build or challenge Probability of Default (through-the-cycle vs point-in-time), Loss Given Default, and Exposure at Default models across retail (mortgage, card, auto) and wholesale (C&I, CRE, sovereign). Own the migration to lifetime expected credit loss under IFRS 9 (international) or CECL (US GAAP) with Stage 1 / Stage 2 / Stage 3 (or POCI) staging. Reconcile accounting provisions with regulatory Expected Loss under IRB.
Operational risk framework (RCSA, KRI, KRD, scenario analysis)
Run the Risk & Control Self-Assessment (RCSA) cycle across business units. Design and monitor Key Risk Indicators (KRI) and Key Risk Drivers with red/amber/green thresholds tied to appetite. Own the operational risk scenario analysis workshop (100-year loss scenarios like rogue trader, systems outage, cyber breach, third-party failure, mis-selling). Under Basel III Endgame, operational risk moves to the Business Indicator Component (BIC) with an Internal Loss Multiplier β€” know how internal loss history shapes your bank's ORC add-on.
Model risk management (SR 11-7 / OCC 2011-12 / SS 1/23)
Own the model inventory. Independent model validation covers conceptual soundness, ongoing monitoring, and outcomes analysis. Understand the effective challenge standard from the Fed and OCC and the analogous UK PRA SS 1/23 model risk management principles. Own model tiering, materiality assessment, and validation frequency by tier. Author validation reports that stand up to internal audit and to on-site examiner review.
Regulatory reporting & regulator management (Fed, OCC, FDIC, FINRA, PRA, ECB)
Own or contribute to FR Y-9C, FFIEC 031/041 Call Report, FR Y-14A/Q/M CCAR schedules, FR Y-15 systemic risk, LCR daily reporting (FR 2052a). For UK/EU seats: COREP, FINREP, ECB SREP. Manage relationships with on-site examiners (Fed CPC, OCC EIC); attend continuous supervision meetings; respond to MRAs (Matters Requiring Attention) and MRIAs (Matters Requiring Immediate Attention) with formal remediation plans.
Python / R / SAS + SQL + Bloomberg / MSCI RiskMetrics / Moody's
Python is now table-stakes for risk quants (pandas, numpy, scipy, statsmodels, PyMC, arch for GARCH). R still dominant at some model validation shops. SAS legacy in credit-risk modeling at large US banks. SQL fluency for warehouse pulls (Snowflake, Teradata, Oracle Exadata). Vendor risk platforms: Bloomberg PORT + MARS, MSCI RiskMetrics, Numerix, Murex, Calypso, Moody's Analytics, S&P Capital IQ.

How to Become a Financial Risk Specialists

  1. 1
    Earn a quantitative bachelor's (Finance, Economics, Math, Statistics, Engineering, Physics)
    Target a top-30 US undergrad program with a strong quant curriculum (Wharton, MIT Sloan, NYU Stern, UChicago Booth undergrad, Berkeley Haas undergrad, CMU Tepper, Duke, Cornell ORIE). GPA 3.5+ is a soft floor for G-SIB campus recruiting. Coursework in probability, stochastic calculus, econometrics, and time-series analysis matters more than the school name at second-tier programs.
  2. 2
    Land a Risk Analyst / Associate seat at a G-SIB or Tier-1 consultancy ($75-105k + bonus)
    Campus recruiting cycle runs 12-18 months ahead of start date. Target JPMorgan Chase, Goldman Sachs, Morgan Stanley, Citi, Bank of America, Wells Fargo, Barclays, HSBC, Deutsche Bank, BNP Paribas, UBS, Credit Suisse (now UBS), Nomura, Mizuho on the buy-side/sell-side; Oliver Wyman, McKinsey Financial Services, BCG FIG, Deloitte Risk & Financial Advisory, EY FSO Risk, PwC Financial Risk Management, KPMG FS Risk on the consulting side. Front-office risk (embedded on trading desks) typically pays 15-25% premium over corporate risk seats.
  3. 3
    Complete the FRM (Financial Risk Manager) in your first 2-3 years
    GARP FRM Part I + Part II covers foundations, quant, financial markets, valuation, market risk, credit risk, operational & integrated risk, investments, and current issues. Two 4-hour exams held twice yearly. $875-1,725 total exam fee + $200-800 prep. Recognized worldwide; the risk-specific counterpart to CFA. Most G-SIBs subsidize the exam and grant a small pay bump on completion.
  4. 4
    Layer CFA (Chartered Financial Analyst) if you'll cross into buy-side risk, credit, or investment risk
    CFA Levels I-II-III over 2-4 years; 4 years of qualifying experience required for the charter. $3,500-5,000 total. Nearly required for buy-side risk seats at asset managers (BlackRock, PIMCO, Fidelity, Vanguard, State Street Global Advisors, Wellington, Capital Group) and for insurance company risk (MetLife, Prudential, AIG, Chubb, Allianz, AXA). Pair FRM + CFA for the strongest risk generalist credentialing.
  5. 5
    Specialize into a model-heavy sub-track (market risk quant, CVA/XVA, model validation, stress testing)
    Add a graduate-level quantitative credential β€” MFE (Master of Financial Engineering) at Berkeley, Baruch, UChicago, Columbia, CMU, NYU Courant; MS Statistics; MS Applied Mathematics; PhD in Physics/Math/CS if you want to sit on a quant model desk. Alternative: PRM (Professional Risk Manager) from PRMIA as a lighter-weight complement to FRM. Model validation seats under SR 11-7 pay 15-25% premium over corporate risk seats and are the pipeline into CRO office roles.
  6. 6
    Move from Risk Analyst β†’ VP Risk Manager β†’ Director β†’ Managing Director / CRO
    Typical G-SIB ladder: Analyst (0-3 yrs, $75-110k) β†’ Associate (3-6 yrs, $110-165k) β†’ VP (6-10 yrs, $165-260k) β†’ Director (10-15 yrs, $260-425k) β†’ Managing Director (15-20+ yrs, $425-785k+) β†’ Chief Risk Officer ($800k-2.5M+ + significant deferred equity at Fortune-100 banks). VP is the promotion gate that many risk professionals never cross without FRM + CFA + a specialty depth. MD-track requires clear regulator credibility (Fed, OCC, ECB, PRA examiner-facing rep) and Board-level presentation experience.

Career Progression

Risk Analyst / Associate
0-4 yrs$75-110k base + 10-25% bonus (~$85-140k total comp at G-SIB; +15-25% at Tier-1 consulting)
  • β€’Daily VaR / Expected Shortfall production, limit monitoring, exception reporting for a desk or business unit
  • β€’Contribute to CCAR/DFAST modeling and stress testing schedules (typically Y-14A/Q/M line items)
  • β€’RCSA workshops, KRI dashboarding, loss data collection for op risk
  • β€’First-pass model validation testing under an SR 11-7 lead
Next: VP Risk Manager at 4-7 years with FRM + specialty depth (market, credit, op, or model risk).
VP / Sr Risk Manager
4-10 yrs$135-215k base + 25-60% bonus (~$170-345k total comp)
  • β€’Own risk coverage for a desk, business unit, or geography β€” market risk on Fixed Income G10 Rates, credit risk on Investment Grade C&I, op risk for retail banking
  • β€’Lead CCAR sub-workstream (PPNR, RWA, loss projection, or the qualitative narrative); interact directly with Fed CPC and OCC EIC teams
  • β€’Author quarterly Risk Committee decks; own limit-setting and appetite proposals to CRO and Board Risk Committee
  • β€’Manage 1-3 junior analysts; own model tiering and validation scope for the coverage area
Next: Director / Head-of at 8-14 years with proven regulator-facing credibility and Board-level presentation experience.
Director / Head of [Market / Credit / Operational / Model] Risk
8-15 yrs$215-315k base + 60-120% bonus + LTIP (~$375-720k total comp)
  • β€’Own an entire risk stripe (Market Risk Coverage for FICC, or Wholesale Credit Risk, or Enterprise Op Risk) at a G-SIB or a Tier-1 asset manager
  • β€’Cross-second-line partnership with Finance (Treasury / ALM / CFO), Compliance, Internal Audit, and Front Office
  • β€’Own CCAR sub-committee, ICAAP (Internal Capital Adequacy Assessment Process) narrative, or ILAAP (Internal Liquidity Adequacy Assessment Process) at UK/EU banks
  • β€’Represent the bank at industry forums (ISDA, GARP, PRMIA, SIFMA, Institute of International Finance)
Next: Managing Director / CRO deputy at 13-18 years with FRB / OCC / ECB relationship equity.
Managing Director / CRO Deputy
13-20 yrs$325-585k base + 100-200% bonus + significant deferred equity (~$685k-1.6M total comp)
  • β€’Deputy to the Chief Risk Officer covering all risk stripes for a business segment (e.g., MD Head of Risk for Global Markets, or MD Head of Enterprise Risk for Consumer Bank)
  • β€’Own regulator relationship at the Continuous Supervision level with Fed CPC, OCC EIC, ECB JST
  • β€’Present to Board Risk Committee and Board Audit Committee; own the annual Risk Appetite Statement refresh
  • β€’Manage 25-80+ risk professionals across coverage stripes
Next: Chief Risk Officer at 18-25 years, with regulator-approval process for a G-SIB CRO seat (Fed / OCC / PRA no-objection).
Chief Risk Officer
18+ yrs$625k-1.4M base + 150-300% bonus + $2-6M in deferred equity/LTIP (~$3-8M total comp at G-SIB; $650k-1.5M at regional bank; $8-25M+ at top-3 G-SIB)
  • β€’Second-line-of-defense chief; direct report to CEO with dotted line to Board Risk Committee Chair
  • β€’Own Risk Appetite Statement, ICAAP, CCAR/DFAST capital plan sign-off, and all regulator-facing risk representation
  • β€’Regulator-approved seat at G-SIBs (Fed / OCC / PRA / ECB no-objection required for appointment)
  • β€’Own crisis-management response to Named Peril events (COVID-19 credit shock, SVB-style liquidity contagion, cyber, geopolitical)

Interview Questions & Answers

5 free questions below. Career Kit unlocks 13 total plus resume bullets for every level.

Q1. Walk me through how you'd compute 1-day 99% VaR for a portfolio of vanilla interest rate swaps and explain the model choices you'd make.technical
Start by naming your three options and defending your choice. (1) Historical Simulation: pull the last 250-500 trading days of risk factor moves (par swap rates across the curve), apply each day's move to today's portfolio, compute daily P&L, take the 99th percentile loss. Pro: no distributional assumption, captures fat tails and correlation structure. Con: static window, poor tail estimation with only 250 days. (2) Parametric (variance-covariance): compute delta and gamma sensitivities to each risk factor, estimate a covariance matrix, apply a Gaussian assumption β€” cheap but garbage under fat tails. (3) Monte Carlo: simulate risk factor paths under a chosen SDE (Vasicek, HJM, LMM for rates), full revaluation. Best for portfolios with optionality; overkill for vanilla swaps. For vanilla swaps I'd default to Historical Simulation with a 250-day window, run back-testing (traffic light) daily, and reserve Monte Carlo for the exotic pockets. Under FRTB I'd move to Expected Shortfall at 97.5%, run the P&L attribution test with unexplained P&L thresholds at 10%/20% (green/amber/red), and identify Non-Modellable Risk Factors that fall out of the IMA (Internal Models Approach) and drop into the standardized SBM (Sensitivities-Based Method).
Q2. Your CCAR Severely Adverse scenario shows a 500bp corporate spread widening. Walk me through how you'd translate that into projected losses on the wholesale credit book.case
Structured 9-quarter projection. (1) Translate the scenario into your PD term structure β€” a 500bp IG spread widening implies roughly a 3-4x multiplier on through-the-cycle IG PDs; less severe for BB, more severe for BBB migration risk. Overlay migration matrices from the Fed's Y-14A (Advanced) submissions and your internal historical migration data. (2) Apply the projected PD path to your exposure (EAD) with the appropriate LGD by facility type (senior secured 25-35%, senior unsecured 45-55%, subordinated 65-80%). (3) Compute Expected Loss quarterly across 9 quarters; separately project Allowance for Loan and Lease Losses / ACL under CECL lifetime expected loss with the scenario overlay. (4) Reconcile net charge-offs (top-down scenario) with facility-level PPNR line items (bottom-up desk). (5) Feed the loss projection into the capital plan alongside RWA projection (which itself rises under stress because migration to lower-rated categories raises risk weights). Common trap: forgetting that RWA rises while capital falls in a stress β€” the ratio moves faster than either numerator or denominator alone.
Q3. Describe a time you had a substantive disagreement with a Front Office trading desk on a risk methodology or limit issue and how you resolved it.behavioral
STAR with regulator-credible detail. Situation: FX Options desk at [G-SIB] wanted to increase their vega limit by 40% ahead of an ECB rate decision, citing hedged exposure. Task: as Sr Market Risk Manager, decide whether to approve, escalate, or reject. Action: I asked for the P&L attribution decomposition to verify the vega was actually hedged (delta + gamma + vega + vanna + volga); ran a stress on a 4-sigma spot move + 3-vol vol shock combined and showed the desk that their claimed hedge broke down under the combined scenario by $18M. Escalated to the Head of Market Risk with a documented recommendation to reject the temporary increase, hold vega at limit, and instead approve a scenario-specific exception up to $6M loss threshold for the 48-hour ECB window with named senior trader sign-off. Result: exception approved, ECB event passed with $2.1M loss (well within the exception envelope), no limit breach. Lesson: never approve limits on desk narrative alone β€” always trace the P&L attribution and the scenario the desk isn't running. Interviewers screen for candidates who can push back on Front Office without picking fights and who anchor to data, not personality.
Q4. Why risk rather than trading or investment banking?culture
Honest answer that resonates. 'I'm energized by the quantitative depth and the regulator interaction, not by carrying a P&L target. Risk gives you a portfolio-wide view of the firm that a desk seat doesn't β€” you see how FX shocks propagate to credit, how liquidity stress hits capital, how op-risk events cascade to reputation. The best risk managers are firm-critical during crises (2008, 2020 COVID, 2023 regional-bank stress) in a way trading isn't, and the career ladder to CRO gives you Board-level exposure that only front-office MDs on the largest desks match. Also β€” I want a career where the quant depth compounds. FRM + CFA + a specialty in [market/credit/model] risk gives me a career capital base that transfers across G-SIBs, consulting, and buy-side, which pure trading doesn't.' Interviewers screen against the 'I couldn't get an IBD offer' backup-plan answer.
Q5. Where do you see yourself in 5 years?closer
Show a clear track. 'Two forks β€” the G-SIB Front Office risk track (VP β†’ Director β†’ MD in Market Risk covering FICC or Equities at a Tier-1 dealer) or the Tier-1 consulting Partner track (Sr Manager β†’ Director β†’ Partner at Oliver Wyman, Deloitte Risk, or the FSO Risk practice at EY/PwC). I'm on the G-SIB track β€” I've completed FRM Part I, sitting Part II this cycle, targeting CFA Level II next year. Specifically: 24-36 months as Sr Risk Analyst covering the Fixed Income market-risk stripe; promotion into VP Market Risk on FICC coverage; a rotation into CCAR PPNR Modeling to build regulator-facing exposure; back to line risk as VP-tenure Sr Manager. By year 7 I want to be a promotable Director on the market-risk stripe. If your program has a documented rotation into Enterprise Risk / CRO office and Board-committee prep, that would accelerate the path.'

Resume Template β€” VP / Sr Risk Manager (5-9 yrs)

Copy these bullets into your resume as a starting point. Career Kit includes bullets for every level of the ladder.

VP / Sr Risk Manager (5-9 yrs)
  • β–ΈVP Market Risk covering G10 FX Options at JPMorgan; owned $8.4B notional book with $185M 1-day 99% VaR under Historical Simulation; zero limit breaches over 22 months.
  • β–ΈLed the 2024 CCAR PPNR sub-workstream for FICC trading β€” reduced projected stress loss forecast error from 18% to 6% by rebuilding the volatility-surface stress overlay under FRTB SBM.
  • β–ΈOwned 4 model validations under SR 11-7 covering FX Options pricing (Local Vol + Stochastic Vol variants) and CVA methodology; findings closed within 90 days with zero MRA escalation.
  • β–ΈFRM (GARP) + CFA Level III candidate. MS Financial Engineering (Baruch). Python/pandas/statsmodels + SQL + Bloomberg PORT/MARS. $185k base + 42% bonus + $28k deferred equity = ~$268k total comp.

What Gets You Rejected

  • βœ—No FRM in a mid-to-senior risk resume β€” flags a candidate who didn't invest in the specialty credential the market expects.
  • βœ—Cannot explain the difference between VaR and Expected Shortfall or between IRB Foundation and IRB Advanced β€” Basel III/IV literacy is table stakes.
  • βœ—Vague on model risk under SR 11-7 / OCC 2011-12 β€” every US bank risk seat is under model-risk governance and hiring managers screen for it explicitly.
  • βœ—History of Front Office capture β€” candidates who defer to trading desks without independent challenge fail regulator scrutiny and expose the bank.
  • βœ—No regulator-facing exposure at the VP-and-above level β€” Fed CPC, OCC EIC, ECB JST relationships are the career capital that separates Director from stuck-VP.
  • βœ—Weak Python fluency β€” SAS-only or Excel-VBA-only candidates are increasingly seen as legacy at Tier-1 shops moving to Python + Snowflake + Databricks.
  • βœ—Overstated methodology depth on the resume that collapses under a 20-minute technical grill β€” hiring managers will ask you to code a Historical VaR in pseudocode or derive Merton's PD in an interview.

Salary Negotiation Levers

  • βœ“Front Office (desk-embedded) risk premium β€” 15-25% over corporate/enterprise risk seats at the same G-SIB.
  • βœ“G-SIB vs regional bank premium β€” same-title comp at JPMorgan, Goldman, Morgan Stanley, Citi is 25-45% above a regional at the VP level and 40-70% at the Director level.
  • βœ“Tier-1 consulting Partner-track premium β€” Oliver Wyman, McKinsey FIG, BCG FIG Sr Manager β†’ Partner comp runs $450k-1.2M+ total, meaningfully above bank-equivalent MD in many years.
  • βœ“FRM + CFA + graduate quant (MFE / MS Stats / PhD) β€” compound premium of 15-30% over generalist risk in specialty roles.
  • βœ“Metro premium β€” NYC + London are the anchor markets; Charlotte, Jersey City, and Dublin have grown as G-SIB back-office risk hubs but pay 15-25% below NYC / London.
  • βœ“Deferred equity / RSU β€” at G-SIBs the deferred component of bonus is 30-70% at VP+; negotiate the vesting cliff (typically 3-4 years) and the trigger events on departure. Ask about the malus/clawback trigger explicitly.
  • βœ“Sign-on bonus to offset unvested deferred comp β€” routine at $50-500k depending on level and unvested balance; increasingly common in one-time cash form due to tax planning.
  • βœ“Guaranteed bonus for Year 1 β€” negotiable at Director+ hires from a G-SIB competitor, especially in FICC market-risk and CVA/XVA seats where talent is thin.
  • βœ“Title inflation at the Managing Director gate β€” G-SIB MD is regulator-visible and requires internal committee approval; getting the MD title 12-18 months earlier is worth $150-400k in cumulative comp over a career.

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Financial Risk Specialists Salary by State

Best Cities (cost-adjusted) β†’

Salary Map β€” Click a state for details

$58K
$158Kβ–  No data

Top Paying States

New Hampshire
$158K
+35%
Maine
$141K
+20%
Delaware
$139K
+19%
New York
$137K
+17%
North Carolina
$132K
+13%
Massachusetts
$130K
+11%
New Jersey
$129K
+10%
California
$129K
+10%
Virginia
$127K
+8%
Washington
$123K
+5%
Vertical line = national median. Click a state for full details.
StateMedianvs. National
New Hampshire$158,320+34.9%
Maine$141,020+20.2%
Delaware$139,440+18.8%
New York$136,830+16.6%
North Carolina$132,040+12.5%
Massachusetts$130,400+11.1%
New Jersey$129,220+10.1%
California$129,110+10.0%
Virginia$126,510+7.8%
Washington$123,150+5.0%
1–10 of 50

Financial Risk Specialists Salary by Metro Area

Metro AreaMedianvs. National
San Francisco-Oakland-Fremont, CA$167,440+42.7%
San Jose-Sunnyvale-Santa Clara, CA$166,240+41.7%
New York-Newark-Jersey City, NY-NJ$139,670+19.0%
Seattle-Tacoma-Bellevue, WA$134,330+14.5%
Charlotte-Concord-Gastonia, NC-SC$133,530+13.8%
Boston-Cambridge-Newton, MA-NH$132,580+13.0%
Bridgeport-Stamford-Danbury, CT$132,480+12.9%
Winston-Salem, NC$131,630+12.2%
Philadelphia-Camden-Wilmington, PA-NJ-DE-MD$130,880+11.5%
Washington-Arlington-Alexandria, DC-VA-MD-WV$126,510+7.8%
1–10 of 122
Data Source: U.S. Bureau of Labor Statistics, Occupational Employment and Wage Statistics (OEWS). Data reflects the most recent annual survey.
How does this compare to pro athletes?
A financial risk specialists earning $117,330/year would need 508 years to match Stephen Curry's NBA salary, or 545 yearsto match Patrick Mahomes' NFL contract.
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πŸ“ˆ See how financial risk specialists salaries have changed over the past decade.
View Financial Risk Specialists salary trend (2011–2024) β†’