Quantitative Risk Analyst, Global Energy Trading Business, Houston, $175k recruitment

Our clients are known globally as one of the most successful energy trading firms. Due to rapid growth they are looking for a Quantitative Risk Analyst with robust programming skills to support and sustain this growth. 

Their aim is to be the world leaders in trading and risk management capability within the energy sector. The team itself is highly likely to grow in addition to this role in the next two quarters, requiring individuals experienced across a broad range of Energy products.

The key objective of the role is to build and validate quantitative models to value energy contracts and assess risk.  Prior experience building models for transaction value, financial exposure calculations and VAR methodologies within Energy Market Risk for physical and financial commodities will be essential. Develop C++ solutions to facilitate the development of models in the quant library (including creation of infrastructure, tools software components)

Within the role you will be required to develop generic and bespoke risk management models (valuation, VAR, Monte-Carlo, stress test) across all markets and locations spanning multiple commodities.  In addition you will be required to develop curve methodologies and validate, as well as proactively identifying future quantitative risk modelling requirements.

This is a rare opportunity to work in such a reputable organization and will offer the chance to build a long term career in a world leading group with a highly competitive salary package, with the potential for large performance related bonuses.

Your profile:

• Between 2-5 years experience in the research and deployment of quantitative strategies.

• Experience of commodity pricing and risk valuation for physical and financial commodities is essential.

• Robust hands on technology skills in C++, C#, Java, VBA etc.

• An advanced degree (M.S, PhD) in a quantitative discipline such as Mathematics, Computer Science, or Physics from a top-tier institution.

• The ability to communicate to non-quants.

• Team player, happy to work in a collegiate environment.

Contact:

If you find this role of interest, please contact Chris Kidd at +44 (0)20 3178 5678 or via email on apply@mavenalpha.com quoting the reference CRKD.