Junior Energy Quant - Derivatives Pricing & Asset Modelling

Macquarie Bank Limited; Houston (TX); On-site; USD 90,000 - 130,000; Full time

Benefits offered by this job

Wellbeing leave day

Parental leave (20 weeks)

Volunteer leave & donation matching

Health, dental, vision insurance

Hybrid and flexible working

Job summary

Macquarie Bank Limited is seeking an early career Junior Energy Quantitative Analyst in Houston. You will support traders and risk managers, developing models for energy derivatives valuation and physical asset optimization, while building foundational experience in a fast-paced global markets team.

The role emphasizes quantitative problem solving, learning new modelling techniques, and delivering scalable solutions with strong collaboration with traders and stakeholders.

Qualifications

• 0–3 years in quantitative/financial modelling; energy markets a plus.
• B.S., M.S., or Ph.D. in quantitative field.
• Python proficiency; exposure to C++, SQL.
• Foundational knowledge of energy markets and quantitative techniques.
• Strong analytical and collaborative skills.

Responsibilities

• Provide quantitative support to traders and risk managers.
• Develop and maintain production-grade models for energy derivatives.
• Research and implement valuation and optimization models for physical assets.
• Enhance pricing, risk, and data analysis tools for front office platforms.
• Assist with scenario analysis and simulations.

Skills

Python

C++

Quantitative modelling

Energy markets

Analytical skills

Teamwork

Education

Bachelor's/Master's/PhD in a quantitative field

Tools

SQL

Excel

Job description

Macquarie Bank Limited is seeking an early career Junior Energy Quantitative Analyst in Houston. You will support traders and risk managers, developing models for energy derivatives valuation and physical asset optimization, while building foundational experience in a fast-paced global markets team.

The role emphasizes quantitative problem solving, learning new modelling techniques, and delivering scalable solutions with strong collaboration with traders and stakeholders.