Quantitative Analyst

RJC Group; Houston (TX); On-site; USD 162,000 - 198,000; Full time

Job summary

RJC Group is seeking a Senior Energy Quantitative Analyst in Houston to develop pricing models and optimisation tools for its energy derivatives business. The role focuses on US power and gas markets with exposure to asset-backed trading, power generation, battery storage and gas storage.

You will collaborate with traders and risk managers to drive front-office decisions. The ideal candidate has 5+ years in quantitative analytics, strong Python/C++ skills, and expertise in derivatives pricing,

Qualifications

• Minimum 5 years’ experience in quantitative analytics, modelling or derivatives within energy/commodity trading.
• Strong US power and gas market knowledge, with power experience prioritised.
• Experience in derivatives pricing, valuation and quantitative modelling.
• Power trading or asset-backed trading experience preferred; battery or gas storage experience also relevant.
• Strong Python/C++ skills and knowledge of stochastic processes, numerical methods and optimisation.

Responsibilities

• Develop and maintain quantitative models for energy derivatives pricing, valuation and risk management.
• Work directly with traders, structurers and risk managers to support front-office decisions.
• Research and implement pricing models for US power and gas markets.
• Build optimisation models for asset-backed portfolios, including power generation, batteries and gas storage.
• Deliver scenario analysis and quantitative tools to improve trading strategies, commercial performance and risk management.

Skills

Quantitative analytics

Derivatives pricing

US power markets

US gas markets

Stochastic processes

Numerical methods

Optimization

Python

C++

Tools

Python

C++

Job description

Senior Energy Quantitative Analyst – Houston - $180k+

RJC is working a Sr Quant Analyst role with a global financial services organisation based in Houston to join part of its energy derivatives business.

This is an opportunity for a Quant Analyst with experience in US power and gas markets to develop pricing models and optimisation tools supporting front-office trading. The focus is on derivatives pricing, with exposure to asset-backed trading, power generation, battery storage and gas storage.

Requirements

• Minimum 5 years’ experience in quantitative analytics, modelling or derivatives within energy/commodity trading.
• Strong US power and gas market knowledge, with power experience prioritised.
• Experience in derivatives pricing, valuation and quantitative modelling.
• Power trading or asset-backed trading experience preferred; battery or gas storage experience also relevant.
• Strong Python/C++ skills and knowledge of stochastic processes, numerical methods and optimisation.

Responsibilities

• Develop and maintain quantitative models for energy derivatives pricing, valuation and risk management.
• Work directly with traders, structurers and risk managers to support front-office decisions.
• Research and implement pricing models for US power and gas markets.
• Build optimisation models for asset-backed portfolios, including power generation, batteries and gas storage.
• Deliver scenario analysis and quantitative tools to improve trading strategies, commercial performance and risk management.