Analyst / Senior Quantitative Risk Analyst
Core
Develop quantitatively-derived forward curves for illiquid energy commodity markets (Crude Oil, Refined Products, Electricity, Natural Gas, LNG, Metals) to support global commodity risk functions.
Role type
Senior IC quantitative risk analyst (commodities)
Builds
Forward pricing curves and quantitative/analytic/statistical models for energy markets
Domain
Energy commodities (Oil, Gas, Power, Metals) and quantitative finance
Deliverable
production ML models | product features
Required skills
Commodity market analysis, Risk Management, forward curves, volatility modeling, Scientific Programming (Matlab/Python/R/SAS), SQL, MS Excel
Preferred skills
Regional commodity experience (Europe/Middle East/Asia), Self-starter capability, Remote work autonomy
Technologies
Matlab, SQL, Python, R, SAS, Excel
Responsibilities
Develop algorithms for new forward pricing points for illiquid locations, Implement algorithms in Matlab and SQL, Perform analysis and modeling including developing quantitative/analytic/statistical models, Ensure proper daily publication of curves, Respond to client requests for data and analysis
Seniority
Senior, hands-on IC
