Energy Quantitative Analyst: Derivatives & Asset Valuation

Macquarie Bank Limited; Houston (TX); On-site; USD 120,000 - 170,000; Full time

Benefits offered by this job

Wellbeing leave

Parental leave

Volunteer leave

Medical insurance

Hybrid work

Job summary

Macquarie Bank Limited in Houston seeks an Energy Quantitative Analyst to model derivatives pricing and physical assets within Commodities and Global Markets. You will develop production-grade models for energy trading desks and collaborate with traders and risk managers on valuation and optimization.

The role requires at least five years of relevant experience, strong Python/C++ skills, and deep knowledge of power and gas markets, stochastic methods, and numerical optimization.

Qualifications

• At least 5 years of experience in a similar role, preferably within energy markets.
• Strong programming skills in Python, C++, or other relevant languages.
• Extensive knowledge of energy markets (power and gas) and familiarity with stochastic processes, numerical methods and optimization techniques.
• Excellent problem-solving abilities, attention to detail, and strong communication in a collaborative, fast-paced environment.

Responsibilities

• Provide quantitative expertise to traders, risk managers and structurers; develop production-grade models for derivative pricing, risk management and physical asset valuation.
• Research and implement new valuation models, including optimization techniques for physical assets such as power plants, storage facilities, and renewable energy projects.
• Enhance and industrialize pricing, risk and data analysis tools for integration into the front-office platform.
• Perform scenario analysis and simulations to support trading strategies and decision making.

Skills

Python

C++

Energy markets knowledge

Stochastic processes

Numerical methods

Optimization techniques

Tools

Quant tools

Job description

Macquarie Bank Limited in Houston seeks an Energy Quantitative Analyst to model derivatives pricing and physical assets within Commodities and Global Markets. You will develop production-grade models for energy trading desks and collaborate with traders and risk managers on valuation and optimization.

The role requires at least five years of relevant experience, strong Python/C++ skills, and deep knowledge of power and gas markets, stochastic methods, and numerical optimization.