Energy Portfolio Quant: Risk & Modeling Lead

SmartestEnergy US; New York (NY); Hybrid; USD 165,000 - 225,000; Full time

Job summary

SmartestEnergy US is seeking a highly skilled Quantitative Portfolio Manager to develop and maintain quantitative models for estimating portfolio risk in the US energy markets. You will analyze price, volume, hedge effectiveness, and asset optimization to inform strategic decisions.

The role requires strong programming and statistical skills, with focus on forward/spot price modeling, load forecasting, and complex structured transactions.

Qualifications

• 3-7+ years of experience in US energy or commodity markets.
• Experience in electricity markets preferred.
• Familiarity with ISO markets such as PJM, NYISO, ISO-NE, or ERCOT preferred.
• Experience with portfolio risk measurement and calculation techniques.

Responsibilities

• Model the dynamics of an energy portfolio including retail power sales contracts and hedges.
• Develop stochastic simulation frameworks to quantify portfolio risk.
• Calibrate risk factor models to capture dependencies across portfolio exposures.
• Evaluate hedge strategies and measure hedge performance against objectives.
• Provide analytics to assess profitability and risk of customer transactions.

Skills

Quantitative finance

Time series forecasting

Regression modeling

Machine learning

Forecasting methodologies

Education

Bachelor's degree in Quantitative Finance

Master's degree preferred

Tools

R

Python

SQL

Excel

Job description

SmartestEnergy US is seeking a highly skilled Quantitative Portfolio Manager to develop and maintain quantitative models for estimating portfolio risk in the US energy markets. You will analyze price, volume, hedge effectiveness, and asset optimization to inform strategic decisions.

The role requires strong programming and statistical skills, with focus on forward/spot price modeling, load forecasting, and complex structured transactions.