Quantitative Analyst

MULTIPLE LOCATIONS:    West and East

OVERVIEW

The person in this position will perform complex energy market analysis. This involves:

 

• Develop advanced models for pricing energy derivatives, structured transactions, retail load deals, and physical energy assets.
• Provide complex quantitative analysis of empirical data from the electricity, natural gas and other commodity markets to support trading, hedging, origination and marketing.
• Develop and improve theoretical valuation, risk quantification, and optimization models and translate the algorithms into standard analytical tools.
• Analyze transaction structures and provide optimal ways to extract the value, quantify the risk, and hedge the exposure.
• Work with risk management to create models that appropriately capture the risk factors and measure the portfolio risk.

OTHER INFORMATION:

Candidates should have a minimum of a Master Degree or equivalent education/experience in Business, Computer Science, Economics, Engineering, Finance, Financial Engineering, Math, or related discipline and a minimum of two years working experience in energy trading or banking industry preferred. Advanced degree and formal studies in quantitative finance and econometrics are preferred. Energy market analytical skills and knowledge (physical and financial instruments, options, FTR, ARR, cross-commodity products, price and load forecasting, optimization, simulations, risk management) and advanced computer skills (VB/VBA, MATLAB, C/C++, @Risk, SQL) are preferred. She/he must be able to communicate and interact with people from various business groups and at all levels of the organization

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