Energy Quant Research VP: Pricing, Risk & Front Office

Fairygodboss; New York (NY); On-site; USD 120,000 - 160,000; Full time

Benefits offered by this job

Comprehensive health care coverage

Retirement savings plan

Tuition reimbursement

Mental health support

Job summary

Fairygodboss is seeking an Associate or Vice President for the Energy Quantitative Research team in New York. The role involves developing pricing and risk models for energy trading, working closely with Trading and Sales teams.

Ideal candidates will have an advanced degree in a quantitative field, programming expertise, and a strong commercial focus. Benefits include comprehensive health coverage and a retirement savings plan.

Qualifications

• Master’s or PhD in a quantitative field, or equivalent experience.
• Strong knowledge of stochastic calculus, probability theory, optimization, and Monte Carlo methods.
• Ability to implement production quality models across various programming languages.

Responsibilities

• Develop pricing and risk models for vanilla and structured products.
• Partner with Trading and Sales to develop new commercial opportunities.
• Lead projects and manage priorities to deliver results.

Skills

Advanced degree in a quantitative field

Deep understanding of valuation models

Strong programming skills (Python, C++)

Commercial focus and communication skills

Education

Master's or PhD in a quantitative field

Job description

Fairygodboss is seeking an Associate or Vice President for the Energy Quantitative Research team in New York. The role involves developing pricing and risk models for energy trading, working closely with Trading and Sales teams.

Ideal candidates will have an advanced degree in a quantitative field, programming expertise, and a strong commercial focus. Benefits include comprehensive health coverage and a retirement savings plan.