Portfolio Optimization Quantitative Risk Analyst

Gunvor Group; Houston (TX); On-site; USD 110,000 - 150,000; Full time

Job summary

Centalion is seeking a Quantitative Risk Analyst to join the Portfolio Optimization team in Houston. You will develop models and tools to measure and manage trading exposures, taking ownership of key risk components and ensuring accurate valuation in a dynamic commodity market.

You will collaborate with traders, technology, and finance to deliver actionable insights, enhance portfolio performance, and support commercial decision-making across complex transactions.

Qualifications

• Bachelor’s degree in a quantitative discipline.
• Typically 3–5 years of experience in quantitative analytics, risk management, or related roles.
• Advanced degree in a quantitative field is advantageous.

Responsibilities

• Design, develop, and implement quantitative risk models and tools to measure trading exposures and risk.
• Build forward curves, volatility surfaces, and valuation methods for commodities.
• Analyze portfolio risk, monitor limits, and provide insights to commercial teams.

Skills

Quantitative modeling

Probability

Statistics

Derivatives valuation

Python

SQL

Excel

Data analysis

Education

Bachelor's degree in Mathematics/Statistics/Engineering/Physics/CS/Quantitative Finance

Tools

Python

R

C++

C#

VBA

SQL

Job description

Centalion is seeking a Quantitative Risk Analyst to join the Portfolio Optimization team in Houston. You will develop models and tools to measure and manage trading exposures, taking ownership of key risk components and ensuring accurate valuation in a dynamic commodity market.

You will collaborate with traders, technology, and finance to deliver actionable insights, enhance portfolio performance, and support commercial decision-making across complex transactions.