Quantitative Risk Analyst, Portfolio Optimization

Gunvor USA LLC; United States; Vor Ort; USD 120.000 - 180.000; Vollzeit

Zusammenfassung

AtCentalion seeks a Quantitative Analyst to join the Portfolio Optimization team, developing risk models, measuring trading exposures, and delivering insights to optimize portfolio performance.

You will work with traders, risk, technology, and finance to translate complex data into actionable commercial decisions, leveraging forward curves, volatility surfaces, and robust valuation methodologies.

Qualifikationen

• Bachelor's degree or higher in a quantitative field.
• 3–5 years of experience in quantitative analytics, risk management, or related roles in trading or energy/financial markets.
• Advanced degree is advantageous.

Aufgaben

• Design, develop, and implement quantitative risk models and analytical tools to measure, monitor, and evaluate trading exposures.
• Analyze portfolio exposures, risk concentrations, and trading limits to identify emerging risks.
• Develop forward curves and implied volatility surfaces; validate market data and pricing inputs against observable values.
• Collaborate with traders, risk, technology, operations, and finance to strengthen data integrity and analytical workflows.

Kenntnisse

Quantitative modeling

Probability & statistics

Derivatives valuation

SQL

Excel

Market data validation

Forward curves

Volatility surfaces

Communication

Portfolio risk management

Ausbildung

Bachelor's degree in Mathematics, Statistics, Engineering, Physics, Computer Science, Quantitative Finance, or a related quantitative discipline

Tools

SQL

Excel

Jobbeschreibung

AtCentalion seeks a Quantitative Analyst to join the Portfolio Optimization team, developing risk models, measuring trading exposures, and delivering insights to optimize portfolio performance.

You will work with traders, risk, technology, and finance to translate complex data into actionable commercial decisions, leveraging forward curves, volatility surfaces, and robust valuation methodologies.