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Selby Jennings

Quantitative Analyst

Selby Jennings, Kansas City, Missouri, United States, 64101


A large-scale energy/utility provider with a strong power marketing function is seeking a Quantitative Analyst based in their Kansas City HQ or Topeka, KS office. The firm provides energy services to ~4.5 million customers across the mid-west. The company engages in energy trading to manage their energy portfolio, hedge against price volatility, and ensure a reliable supply of electricity for their customers.This role reports directly to the firm's Senior Director in Risk Management & Strategy. They can hire across experience levels for this mandate (3-10 years' experience) and are targeting a candidate with strong quant modeling skills with knowledge in power markets.In this role you will be responsible for:Developing quantitative models and strategies in support of trading, risk, investments, and pricingDevelop quantitative models and algorithms to analyze financial markets, assess risk, and optimize trading strategiesManage portfolio risk through building VaR and stress testing modelsWork directly with traders, portfolio managers, and other stakeholdersQualifications include:Bachelor's degree in Finance, Economics, Mathematics, Statistics, Engineering, or related field3+ years' experience as a quant analyst in a trading environmentProgramming skills in Python, R, MATLABExperience with quantitative modeling techniques such as time-series analysis, regression analysis, and machine learning

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