Senior Power Quantitative Analyst

Houston, TX 77002

Posted: 07/17/2025 Industry: Energy-Front Office Job Number: 1850

Job Description

A national integrated energy provider with wholesale power generation and retail load management is searching for an experienced Senior Quantitative Analyst to provide risk oversight for financial and physical trading activities across power, natural gas, and crude oil. This position undertakes quantitative and qualitative analysis of energy derivatives, including spot and forward prices, as well as market volatilities, in support of risk management decisions related to financial trading, asset trading and optimization, and origination structures.

Responsibilities include:
  • Design and implement a risk management program to evaluate and monitor the company’s risk profile and exposure levels.
  • Develop, validate, and deploy sophisticated algorithmic quantitative risk models across multiple ISOs and covering market, credit, and liquidity risk (VaR, PFE, EaR, funding, and market liquidity).
  • Develop and deploy valuation pricing models for exotic structured products (weather derivatives, full requirements/load deals, etc.)
  • Perform comprehensive scenario analyses and stress tests around the investment portfolios.
  • Work closely with Origination/Trading on structured deal valuations and daily pricing requests.
  • Transition legacy mathematical/quantitative models into Python.
  • Collaborate with internal stakeholders and cross-functional teams to fine-tune and integrate risk models.

Qualifications:
  • Advanced degree in a quantitative field (Financial Engineering, Mathematics, Engineering, etc.)
  • 4+ years of experience in a quantitative risk or quantitative research/modeling role supporting a power or natural gas trading team. Experience with power or natural gas trading is essential.
  • Strong understanding of derivative (options) pricing models and risk metrics, including GMAR, VAR, PFE.
  • Experience with time series analysis, stochastic analysis, Monte Carlo simulations, econometrics, and probability/statistics methods.
  • Proficiency with Python, R, relational databases, and SQL development.
  • Good communication skills
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