Quantitative Risk Analyst

Job Overview

Develop and maintain quantitative models for commodity risk solutions, focusing on forward curves in illiquid energy markets. Collaborate with a global team to ensure accurate data publication and support client needs in a remote environment.

Responsibilities

• Develop quantitative models for new forward pricing points in illiquid locations and commodities using MATLAB, Python, SQL.
• Maintain, enhance, and validate existing forward curve models while ensuring methodologies remain current.
• Ensure accurate and timely daily publication of forward curves.
• Respond to client requests and inquiries with supporting data and insights.
• Collaborate with internal stakeholders to support ongoing product enhancements.
• Serve as backup coverage for other global team members as required.

Qualifications

• Advanced Degree preferred in Physics, Economics, Finance, or Engineering; minimum BA/BS.
• Proven experience in commodity quantitative or market analysis in markets like Crude Oil, Refined Products, Electricity, Natural Gas, or LNG.
• Regional experience from Europe/Middle East or Asia.
• Experience with Risk Management, forward curves, and/or volatility.
• Proficiency in Scientific Programming (Matlab/Python/R/SAS), SQL databases, and MS Excel.
• Strong communication skills, teamwork, multitasking, and self-starter ability for remote work.