A Global Commodity Trading Firm is hiring a Risk Quant to support the Energy Trading team in NYC.
This hire needs to have some direct experience covering North American Power (any ISO) and/or Natural Gas markets. It's a growth role for a rising junior/mid level candidate, and a great opportunity to work with one of the most well established trading firms in the space. The firm has a global presence across the Americas, Europe, Middle East, and Asia, and this individual will have regular interaction with global teams in multiple office locations.
The lean team in NYC is looking for a Risk Quant to support the traders and PMs on live deals - pricing, structuring, risk analytics - and help build out pricing libraries/risk analytics for the business at the portfolio level. There will be ad hoc requests from the Front Office, and over time this may function as a Risk Strategist with more responsibility to domestic and international trading teams.
Requirements:
- 2-6 years of quantitative risk/research experience
- 2+ years of Power/Natural Gas coverage required
- Coding proficiency in C++, Python, MATLAB, or similar language
- Prior experience developing models from scratch (risk, pricing, forecasting, etc)
- Commercial mindset and ability to work directly with traders/PMs
