Senior Quantitative Risk Analyst – Energy Markets

Marathon Petroleum Corporation; Findlay (OH); On-site; USD 120,000 - 170,000; Full time

Benefits offered by this job

Total rewards program

Job summary

Marathon Petroleum Corporation in Findlay, Ohio, is seeking a Senior Quantitative Analyst to build and maintain analytical data models for stress testing of our Supply, Trading, & Origination portfolio, calculating VaR, CFaR and EaR.

The role collaborates with Risk Oversight and Performance Measurements teams in Middle Office to enhance oversight metrics; location options include Findlay, OH, Houston, TX, and San Antonio, TX; progression with increasing responsibility.

Qualifications

• Bachelor’s degree required; business, accounting, finance, mathematics, engineering, economics or related field preferred.
• Four years of relevant experience required.
• Experience with Power BI, Monte Carlo simulation, and RDW preferred.

Responsibilities

• Develop and maintain quantitative risk models to measure portfolio exposures, stress scenarios, and downside risk across commodity markets.
• Perform risk analytics and modeling activities, including valuation modeling, exposure simulations, scenario analysis, and sensitivity testing.
• Support price curve and valuation processes by maintaining analytical models and validating market data inputs.
• Deliver actionable risk analytics and decision-support insights by evaluating risk-return tradeoffs and portfolio impacts.
• Partner with commercial, risk oversight, finance and data teams to translate business challenges into quantitative solutions.
• Document models, perform back-testing and validation to ensure transparency and accuracy.
• Apply advanced quantitative techniques such as Monte Carlo simulation, stochastic modeling, optimization, volatility analysis, and machine learning where appropriate.

Skills

Monte Carlo simulation

Quantitative risk analysis

Stochastic modeling

Education

Bachelor's degree in a related field

Tools

Power BI

RDW

Job description

Marathon Petroleum Corporation in Findlay, Ohio, is seeking a Senior Quantitative Analyst to build and maintain analytical data models for stress testing of our Supply, Trading, & Origination portfolio, calculating VaR, CFaR and EaR.

The role collaborates with Risk Oversight and Performance Measurements teams in Middle Office to enhance oversight metrics; location options include Findlay, OH, Houston, TX, and San Antonio, TX; progression with increasing responsibility.