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Quantitative Risk Analyst

2 months ago

New York, New York, United States Selby Jennings Full time
Senior Quantitative Risk Researcher

We are seeking a highly skilled Senior Quantitative Risk Researcher to join our team at Selby Jennings. As a key member of our risk management team, you will be responsible for developing and implementing advanced risk models and methodologies to analyze and manage commodity-related risks.

Key Responsibilities:
  • Design and implement complex risk models to analyze commodity price volatility and liquidity risks.
  • Collaborate with risk management teams to develop and maintain risk reporting tools and dashboards.
  • Conduct in-depth analysis of historical and hypothetical stress testing results to identify key risk drivers and mitigation strategies.
  • Work closely with technology teams to integrate research and reporting solutions into our existing infrastructure.
  • Develop and maintain expertise in physical US Gas and Power markets, including valuation and modeling of physical commodity assets and structured transactions.
Requirements:
  • 10+ years of experience in commodities quant, strategist, or quantitative risk officer roles at a physical energy trading firm.
  • Strong academic background in quantitative fields such as math, physics, engineering, statistics, economics, or finance.
  • Expertise in valuing and modeling physical commodity assets and structured transactions, including gas or oil storage, power tolls, transmission, etc.
  • Experience with commodities such as electricity, congestion markets, natural gas, crude oil, oil products, energy assets, agricultural commodities, structured transactions, shipping.
  • Strong programming skills in Python and SQL, with experience in numeric libraries such as pandas and numpy.
  • Strong problem-solving skills and ability to communicate complex ideas clearly.
Nice to Have:
  • Advanced Python knowledge, including management of virtual environments, release process, or multi-processing.
  • Experience developing Plotly Dash dashboards and other data visualization tools.
  • Experience working at a hedge fund or other asset management firms with exposure to systematic futures strategies or portfolio construction.