Sr. Valuation Analyst
Core
Develop and implement industry-leading valuation models to estimate risk, position, and value for complex energy commodity options and structured products.
Role type
Senior quantitative valuation analyst (energy commodities)
Builds
Pricing and valuation models for energy trade floor risk systems
Domain
Energy commodity markets / Quantitative finance
Deliverable
production ML models | product features
Required skills
Quantitative/computational finance methods, statistical modeling, parameter estimation, Python, VBA, structured product knowledge, risk management, data analytics
Preferred skills
Trading Risk Systems (Lacima, ETRM, Triplepoint CXL, SAS, Morningstar Curve Manager, IBM ESB), portfolio market risk distribution estimation
Responsibilities
Develop and standardize pricing/valuation models, review commercial terms of energy contracts, validate pricing parameters, benchmark and test transaction models, coordinate model implementation with Risk Operations
Seniority
Senior, hands-on IC
