Selby Jennings

US Power Quantitative Analyst

About the Employer

Job Description

We are working with an industry-leading energy company that is looking to continue the expansion of their Quantitative Trading team in Houston by bringing on a US Power 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 macro datasets (Volatility, Climate Change, Regulatory Changes). Proficiency in Python and visualization frameworks. Degree in a quantitative field such as Mathematics, Statistics, Engineering, Computer Science, etc. (Advanced degree is a plus). J-18808-Ljbffr