Quantitative Analyst

6 days ago


Houston TX United States Selby Jennings Full time

We are working with an industry-leading energy company that is looking to continue the expansion of their US Power team in Houston by bringing on a Quantitative Analyst that will support traders and originators with different analysis tasks.


Responsibilities:

  • Develop and optimize quantitative models regarding pricing and risk assessment of the portfolio
  • Run risk analysis of the portfolio and analyze hedging strategies for traders and Sr. Management
  • Calculate and Monitor P&L & risks of the portfolio
  • Undertake ad-hoc projects related to tooling and modeling


Requirements:

  • 3-5 years of experience running analyses in a power trading environment
  • Strong modeling and analytical skills in regard to pricing and risk
  • Experience working with datasets (Volatility, Climate Change, Regulatory Changes, etc.)
  • Proficiency in Python and visualization frameworks
  • Advanced degree in a Quantitative field such as Mathematics, Statistics, Engineering, Computer Science, etc


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