Selby Jennings
Quantitative Analyst (US Power)
Selby Jennings, Houston, TX, United States
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