Lead Energy Quantitative Analyst (Derivatives & Assets)

Macquarie Group; Houston (TX); On-site; USD 100,000 - 130,000; Full time

Benefits offered by this job

25 days of annual leave

20 weeks paid parental leave

Access to Employee Assistance Program

Flexible working arrangements

Job summary

A global financial services group is seeking a Senior Energy Quantitative Analyst in Houston. The role involves providing quantitative expertise, developing models for derivatives pricing, and enhancing existing tools for energy trading. Candidates should have at least 5 years of experience in energy markets, a relevant advanced degree, and strong programming skills in Python and C++. The position offers a collaborative environment with benefits aimed at personal wellbeing.

Qualifications

• 5+ years of experience in a similar role, preferably within energy markets.
• Extensive knowledge of stochastic processes and numerical methods.

Responsibilities

• Provide quantitative expertise for derivative pricing and risk management.
• Research and implement new valuation models for physical assets.
• Enhance existing pricing and data analysis tools for the front-office.

Skills

Problem-solving abilities

Strong programming skills

Knowledge of energy markets

Communication skills

Attention to detail

Education

M.S. or Ph.D. in a quantitative discipline

Tools

Python

C++

Job description

A global financial services group is seeking a Senior Energy Quantitative Analyst in Houston. The role involves providing quantitative expertise, developing models for derivatives pricing, and enhancing existing tools for energy trading. Candidates should have at least 5 years of experience in energy markets, a relevant advanced degree, and strong programming skills in Python and C++. The position offers a collaborative environment with benefits aimed at personal wellbeing.