Lead Crude Quantitative Risk Modeler
Core
Develop, validate, and maintain quantitative valuation and risk management models for crude oil markets, trading strategies, and forward curve simulations to support Upstream Gas & Power and Downstream Crude & Products trading activities.
Role type
Lead quantitative risk modeler (energy commodities)
Builds
Quantitative valuation models, risk management models, real options valuation tools, and stress test methodologies for crude oil trading
Domain
Energy commodities (Crude Oil) and Financial Risk Management
Deliverable
production ML models | product features
Required skills
Energy commodity & derivative trading, Energy risk analysis & mitigation, Econometric analysis, Market pricing mechanisms, Financial markets execution, Quantitative analysis of structured deals, Volatility and correlation modeling, Scenario analysis and stress testing
Preferred skills
Advanced statistical analysis, Hedging strategy design
Technologies
None explicitly stated
Responsibilities
Develop and validate quantitative valuation models for crude oil markets; Support risk management models for trading strategies and forward curve simulations; Conduct quantitative analysis of structured deals for asset valuations; Apply statistical analysis to design and refine scenario analysis and stress test tools; Model and estimate historical and implied volatilities and correlations; Provide recommendations for enhancing risk management models
Seniority
Senior, hands-on IC