Senior Energy Quant: Derivatives & Asset Valuation

Macquarie Bank Limited; Houston (TX); On-site; USD 150,000 - 190,000; Full time

Benefits offered by this job

Minimum 25 days of annual leave

20 weeks’ paid parental leave for primary caregivers

Health and wellness benefits

Learning and development opportunities

Hybrid working arrangements

Job summary

A global financial services firm in Houston is hiring an experienced Energy Quantitative Analyst to focus on derivatives pricing and physical asset modeling. This role requires at least 5 years of experience in energy markets, strong programming skills in Python or C++, and the ability to work collaboratively. Successful candidates will develop quantitative models, enhance risk management tools, and perform analysis to support trading strategies. The offered benefits include flexible work arrangements, wellbeing initiatives, and extensive leave provisions.

Qualifications

• At least 5 years of experience in a similar role, preferably within energy markets.
• Strong programming skills, with experience in Python, C++, or other relevant programming languages.
• Extensive knowledge of energy markets, including power, gas, and stochastic processes.

Responsibilities

• Provide quantitative expertise to traders, structurers, and risk managers.
• Develop and maintain production-grade quantitative models and tools.
• Research and implement new valuation models and optimization techniques.

Skills

Programming skills (Python, C++)

Knowledge of energy markets

Problem-solving abilities

Communication skills

Attention to detail

Job description

A global financial services firm in Houston is hiring an experienced Energy Quantitative Analyst to focus on derivatives pricing and physical asset modeling. This role requires at least 5 years of experience in energy markets, strong programming skills in Python or C++, and the ability to work collaboratively. Successful candidates will develop quantitative models, enhance risk management tools, and perform analysis to support trading strategies. The offered benefits include flexible work arrangements, wellbeing initiatives, and extensive leave provisions.