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