A Global Energy Marketing and Supply Firm is hiring a Quantitative Risk Manager to join the team in Houston.
This individual will report to the Director of Portfolio Management and Analytics and cover the renewables, energy, and/or natural gas origination and trading books.
This role wears multiple hats and aims to maximize risk-adjusted returns by enhancing trading strategies across the business. It will work closely with the global Front Office, Market Risk, and Quant Research teams to develop and validate risk and pricing models, price curves, ISO market research, and ad hoc analysis for traders and senior management.
- Introduce and research trade strategies and risk metrics for renewable energy portfolios
- Identify and enforce risk limits across portfolios
- Develop quantitative risk and pricing models to influence front office risk-taking
- Perform market research, scenario analysis, stress testing, and other ad hoc requests for management and front office groups
- Explain key risk and PnL drivers and model inputs and outputs to cross functional stakeholders
- 7+ years quant risk/quant analytics experience
- Master's Degree required, PhD strongly preferred
- Strong experience covering physical retail and/or wholesale renewable energy origination/trading
- Experience with financial derivatives and unique physical commodity products
- Proficient in Python, R, SQL, or Excel/VBA for modelling and data analysis