Quantitative Analyst, Gas & Power Trading

Main Purpose:

Knowledge Skills and Abilities, Key Responsibilities:

 Skills and Qualifications:

• Advanced degree in mathematics, physics, finance, engineering, or computer science.

• Prior experience supporting trading and origination activities.

• In-depth knowledge and experience in financial mathematics, including option theory, derivative pricing, and risk analytics.

• Working experience in building large-scale pricing model libraries in a team environment, utilizing software lifecycle collaboration tools such as GitLab or GitHub.

• Development experience in object-oriented programming and design patterns.

• Proficiency in coding with programming languages such as Python, C#, C++, and/or VBA.

• Working knowledge of database applications, including Amazon Redshift, Oracle, and Snowflake.

• Familiarity with web-based applications such as Streamlit or DASH.

• Knowledge and experience with ETRM/CTRM systems like Allegro or Endur.

• Competency in MS Office applications.

• Strong verbal and written communication, and good interpersonal skills.

• Minimum of 3-5 years of experience in similar roles within commodity trading, preferably in U.S. power and gas.

Key Responsibilities

• Developing and maintaining proprietary valuation library and internal pricing tools.

• Participating in and contributing to valuation requests for highly structured transactions.

• Conducting bespoke analyses using historical and forward-looking data.

• Bringing innovative solutions to ongoing modeling efforts.

• Managing mission-critical databases.

• Troubleshooting and enhancing existing data processes and analytics.

• Documenting modeling approaches and methodologies.

Location

Houston, TX or Denver, CO

Key Relationships and Department Overview:

Reports into the Head of North America Quantitative Analysis, working closely with front office gas and power trading functions for North America.