Power & Gas Risk Quant Scientist — Advanced Analytics

Paragon Alpha - Hedge Fund Talent Business; New York (NY); On-site; USD 200,000 - 320,000; Full time

Job summary

Paragon Alpha - Hedge Fund Talent Business seeks a Quantitative Researcher to join its Commodities Risk Management team in New York. The role focuses on building quantitative models for US Power, Natural Gas, and FTRs, working with PMs, Risk, and Tech to enhance risk analytics and pricing frameworks.

The candidate will develop forward curves, volatility surfaces, and scenario analyses while contributing to the risk framework and production risk infrastructure.

Qualifications

• 10+ years of experience in quantitative research, quantitative risk, or related fields.

Responsibilities

• Develop, maintain quantitative models to price and analyze physical and derivative commodity products across US Power, Natural Gas and FTRs.

Skills

Python

SQL

NumPy

Pandas

Quantitative modelling

Statistics

Communication

Education

Master’s or PhD in a highly quantitative discipline

Tools

Python

SQL

Job description

Paragon Alpha - Hedge Fund Talent Business seeks a Quantitative Researcher to join its Commodities Risk Management team in New York. The role focuses on building quantitative models for US Power, Natural Gas, and FTRs, working with PMs, Risk, and Tech to enhance risk analytics and pricing frameworks.

The candidate will develop forward curves, volatility surfaces, and scenario analyses while contributing to the risk framework and production risk infrastructure.