Energy Portfolio Quant: Risk & Modeling Lead

SmartestEnergy Business Limited; New York (NY); Hybrid; USD 150,000 - 230,000; Full time

Job summary

SmartestEnergy is looking for a Quantitative Portfolio Manager to develop and maintain models that estimate and manage risks in our energy portfolio, supporting trading and risk teams.

The role blends quantitative, statistical and programming skills with knowledge of energy markets to model forward and spot prices, retail load, and hedges. 3 days per week in our New York City office is required.

Qualifications

• Bachelor's degree in Quantitative Finance, Mathematics, Statistics, Computer Science or Data Science.
• Master's degree preferred.
• 3–7+ years of experience in US energy or commodity markets.

Responsibilities

• Model and manage an energy portfolio to quantify risk under various market conditions.
• Calibrate risk-factor models and forecast forward/spot prices and loads.
• Develop stochastic frameworks and automated reporting tools.
• Provide analytics to trading and risk management teams and suggest hedges.

Skills

Quantitative finance

Time series forecasting

Regression modeling

Machine learning

Forecasting methodologies

R / Python

SQL

Excel

Education

Bachelors in Quant Finance

Bachelors in Mathematics

Master's degree preferred

Tools

R

Python

SQL

Excel

Job description

SmartestEnergy is looking for a Quantitative Portfolio Manager to develop and maintain models that estimate and manage risks in our energy portfolio, supporting trading and risk teams.

The role blends quantitative, statistical and programming skills with knowledge of energy markets to model forward and spot prices, retail load, and hedges. 3 days per week in our New York City office is required.