Senior Energy Quantitative Analyst

Macquarie Group; Houston (TX); On-site; USD 100,000 - 130,000; Full time

Benefits offered by this job

25 days of annual leave

20 weeks paid parental leave

Access to Employee Assistance Program

Flexible working arrangements

Job summary

A global financial services group is seeking a Senior Energy Quantitative Analyst in Houston. The role involves providing quantitative expertise, developing models for derivatives pricing, and enhancing existing tools for energy trading. Candidates should have at least 5 years of experience in energy markets, a relevant advanced degree, and strong programming skills in Python and C++. The position offers a collaborative environment with benefits aimed at personal wellbeing.

Qualifications

• 5+ years of experience in a similar role, preferably within energy markets.
• Extensive knowledge of stochastic processes and numerical methods.

Responsibilities

• Provide quantitative expertise for derivative pricing and risk management.
• Research and implement new valuation models for physical assets.
• Enhance existing pricing and data analysis tools for the front-office.

Skills

Problem-solving abilities

Strong programming skills

Knowledge of energy markets

Communication skills

Attention to detail

Education

M.S. or Ph.D. in a quantitative discipline

Tools

Python

C++

Job description

Senior Energy Quantitative Analyst role at Macquarie Group

We are looking for an experienced professional to join our team as an Energy Quantitative Analyst, focusing on derivatives pricing and physical asset modelling within our Commodities and Global Markets group. This role will be based in our Houston office. As part of the Quantitative Strategist team, you will use advanced quantitative methods to build models that support our energy trading desks in derivatives valuation and asset optimization, aiming to grow revenue and improve operations and risk management. Your success will be driven by your passion for solving complex problems, designing innovative quantitative models, and delivering impactful solutions. Strong communication skills, the ability to collaborate with traders and stakeholders in a fast‑paced environment, and extensive knowledge of energy markets are essential. At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. We are a global financial services group operating in 31 markets and with 56 years of unbroken profitability. You’ll be part of a friendly and supportive team where everyone – no matter what role – contributes ideas and drives outcomes.

What role will you play?

In this role, you will provide quantitative expertise to traders, structurers, and risk managers and develop and maintain production‑grade quantitative models and tools for derivative pricing, risk management, and physical asset valuation. On a daily basis, you will research and implement new valuation models, including optimization techniques for physical assets such as power plants, storage facilities, and renewable energy projects, and enhance and industrialize existing pricing, risk, and data analysis tools for integration into the front‑office platform. You will also perform scenario analysis and simulations to support trading strategies and decision‑making.

What You Offer

• At least 5 years of experience in a similar role, preferably within energy markets.
• A top‑tier M.S. or Ph.D. in a quantitative discipline (e.g., mathematics, physics, engineering, or computer science).
• Strong programming skills, with experience in Python, C++, or other relevant programming languages.
• Extensive knowledge of energy markets, including power and gas, and in stochastic processes, numerical methods, and optimization techniques.
• Excellent problem‑solving abilities and attention to detail and strong communication skills and the ability to work in a collaborative, fast‑paced environment.
• This is an outstanding opportunity to be part of a global team closely aligned with revenue generation.

We love hearing from anyone inspired to build a better future with us. If you’re excited about the role or working at Macquarie, we encourage you to apply.

What We Offer

Benefits

At Macquarie, you’re empowered to shape a career that’s rewarding in all the ways that matter most to you. Macquarie employees can access a wide range of benefits which, depending on eligibility criteria, include:

• 1 wellbeing leave day per year and a minimum of 25 days of annual leave
• 20 weeks’ paid parental leave for primary caregivers along with 12 days of paid transition leave upon return to work and 6 weeks’ paid leave for secondary caregivers
• 2 days of paid volunteer leave and donation matching
• Benefits and initiatives to support your physical, mental and financial wellbeing such as medical, prescription drug, dental, and vision insurance; health savings account and dependent day care savings account; life insurance, disability, and other insurance plans; 401(k) and short/long term disability
• Access to our Employee Assistance Program, a robust behavioural health network with counselling and coaching services
• Access to a wide range of learning and development opportunities, including reimbursement for professional membership or subscription
• Recognition and service awards
• Hybrid and flexible working arrangements, dependent on role
• Reimbursement for work‑from‑home equipment

About Commodities and Global Markets

Commodities and Global Markets is a global business offering capital and financing, risk management, market access, physical execution and logistics solutions to its diverse client base across Commodities, Financial Markets, and Asset Finance.

Empowering all kinds of bright and driven people

We are committed to providing an inclusive environment for all that values and respects different experiences, skillsets and perspectives. Macquarie provides access to opportunities for all individuals regardless of race, color, religion, sex, sexual orientation, national origin, age, disability, protected veteran status, genetic information, marital status, gender identity or any other characteristic or circumstance. We provide reasonable accommodation to individuals who may need support during the recruitment process and employment. If you require an accommodation, please let us know during the application process.