Senior Energy Quantitative Analyst

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.
• Excellent communication and collaboration with traders and stakeholders.

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

Scenario analysis

Job description

Permanent - Full time, Mid-senior, Senior

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 day-to-day 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.
• Strong programming skills, with experience in Python, C++, or other relevant programming languages.
• Extensive knowledge of energy markets, including power, gas, and stochastic processes, numerical methods, and optimization techniques.
• Excellent problem-solving abilities and attention to detail, 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

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.