Energy Quantitative Analyst: Portfolio & Risk Modeling

ACES; Carmel (IN); On-site; USD 90,000 - 120,000; Full time

Job summary

ACES in Carmel, IN is seeking a Quantitative Analyst I, II, or Senior to develop, maintain, and enhance portfolio optimization and risk models. The role collaborates with clients to identify risk exposures and evaluate hedging strategies aligned with business objectives.

The candidate should have strong analytical abilities, programming experience (R/SQL/Python), and Excel proficiency, with a track record in statistics and finance. Travel is expected as needed.

Qualifications

• Bachelor’s degree or higher in mathematics, economics, finance, or computer science.
• 1 year of quantitative/finance or energy industry experience, or 3+ years with advanced degree.
• Strong knowledge of statistics, mathematics, and finance.
• Experience in programming languages such as R, SQL, and Python.
• Excellent written and oral communication skills.

Responsibilities

• Quantitative analysis to assist clients with management of physical, financial, and market risk exposures.
• Builds and maintains stochastic energy portfolio optimization models.
• Provides reports to clients and senior management with analysis of cost, hedge position, and risk metrics.
• Assists in evaluation of hedging strategies, structured transactions, and long-term asset developments.
• Communicate with clients to understand and address analytical needs.
• Collaborates within and across teams to share and manage data and to innovate data solutions.
• Ability to travel.
• Adhere to ACES policies and regulatory requirements, including NERC, FERC, and state regulations.
• Any additional responsibilities assigned by management.

Skills

Analytical skills

Programming with R/SQL/Python

Excel proficiency

Education

Bachelor’s degree or higher in mathematics / economics / finance / computer science

Tools

Microsoft Excel

Job description

ACES in Carmel, IN is seeking a Quantitative Analyst I, II, or Senior to develop, maintain, and enhance portfolio optimization and risk models. The role collaborates with clients to identify risk exposures and evaluate hedging strategies aligned with business objectives.

The candidate should have strong analytical abilities, programming experience (R/SQL/Python), and Excel proficiency, with a track record in statistics and finance. Travel is expected as needed.