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Leading Global Energy management, systems and technology firm is looking to add Quant Analysts experienced in Transaction Structuring and Risk Modeling.
Leading Global Energy management, systems and technology firm is looking to add Quant Analysts experienced in Transaction Structuring and Risk Modeling. Responsibilities for this role include energy transaction valuation, portfolio and asset risk analysis, energy transaction and risk management systems data analysis, financial forecasting and asset optimization. In addition to developing models, this person will be responsible for communicating model results and assumptions through reports and presentations.
The ideal candidate will have five or more years experience in risk analysis and structuring; a deep understanding of energy and financial markets; solid understanding of stochastic modeling and portfolio theory; strong excel, C++, Matlab, SAS or other analytical programming skills. PhD desired with background in Mathematics, Statistics or Finance. Will consider MSc/BA with adequate experience.
Requirements include: -Experience deriving VaR, Earnings at Risk and other risk measures, applying a variety of analytical methods -Experience deriving forward curves and volatility structures applying leading edge quantitative methods -Experience valuing complex commodity contracts with embedded optionality -Experience data mining transaction management systems to extract and manipulate data -Experience building asset optimization models, including storage and transmission models -Experience forecasting Expected Peak Collateral requirements for trading portfolios, contract and assets.
For more information or immediate consideration please reference Job #130 and submit your resume in Word format to: ian@comprehensiverecruiting.com
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