Energy Markets Quantitative Risk Analyst

Expand Energy Corporation; Town of Texas (WI); On-site; USD 110,000 - 150,000; Full time

Job summary

Expand Energy is seeking a Quantitative Risk Analyst to develop, govern, and enhance models for valuation and risk across natural gas, LNG, and power portfolios. You will partner with trading, structuring, risk, finance, and technology to deliver decision-quality analytics and scalable reporting.

You will build VaR- and ES-related frameworks, support hedging and optimization decisions, and continuously improve model governance and data automation using Python and ETRM/CTRM integrations.

Qualifications

• Bachelor's degree in a quantitative discipline such as Mathematics, Statistics, Physics, Engineering, Computer Science, Econometrics, Finance, Applied Economics or related.
• Master's degree preferred or equivalent experience.
• Strong Python for quantitative analytics and risk engines is required.
• Experience with ETRM/CTRM systems and data infrastructure is valued.

Responsibilities

• Develop, maintain, and govern quantitative models for valuation, risk, and exposure across gas, LNG, power, and related transactions.
• Support trading, origination, risk, and finance with analytics and decision-quality outputs.
• Strengthen the risk framework, model governance, and auditability of risk processes.
• Develop scalable analytics in Python and integrate with ETRM/CTRM systems and market data.
• Create dashboards and reports to communicate complex results to technical and non-technical stakeholders.

Skills

Python

Pandas

NumPy

SciPy

SQL

C#

C++

VBA

Statistics

Monte Carlo

Time series

Data visualization

AI tools

Git

Education

Bachelor's degree

Master's degree

Tools

Endur

Allegro

ZEMA

Job description

Expand Energy is seeking a Quantitative Risk Analyst to develop, govern, and enhance models for valuation and risk across natural gas, LNG, and power portfolios. You will partner with trading, structuring, risk, finance, and technology to deliver decision-quality analytics and scalable reporting.

You will build VaR- and ES-related frameworks, support hedging and optimization decisions, and continuously improve model governance and data automation using Python and ETRM/CTRM integrations.