Senior Quantitative Risk & Modeling Analyst

Marathon Petroleum; Findlay (OH); On-site; USD 120,000 - 180,000; Full time

Benefits offered by this job

Health, vision, and dental insurance

Paid time off

401k matching program

Paid parental leave

Educational reimbursement

Job summary

Marathon Petroleum seeks a Senior Quantitative Analyst to build and maintain analytical data models for stress testing of the Supply, Trading, & Origination portfolio, calculating VaR, CFaR, and EaR. The role involves working with Risk Oversight and Performance Metrics teams to improve oversight metrics.

Location options include Findlay, OH, Houston, TX, and San Antonio, TX. The role progresses with increasing responsibility, and the title/grade will reflect experience.

Qualifications

• Bachelor's degree required.
• Four (4) years of relevant experience required.
• Experience with Power BI, Monte Carlo simulation, and RDW preferred.

Responsibilities

• Develop and maintain quantitative risk models used to measure portfolio exposures, stress scenarios, and downside risk across commodity markets.
• Build analytical frameworks that support enterprise risk measurement, concentration analysis, and forward-looking risk assessments.
• 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, validating inputs, and assisting with methodologies for physical and financial commodity positions.
• Deliver actionable risk analytics by evaluating risk-return tradeoffs and scenario outcomes for trading, origination, optimization, and strategic initiatives.
• Partner with Commercial, Risk Oversight, Finance, and Data teams to translate business challenges into quantitative solutions and communicate outputs clearly.
• Support model governance and analytical standards by documenting models, back-testing and validation activities, and ensuring transparency and consistency.
• Research and apply advanced quantitative techniques such as Monte Carlo simulation, stochastic modeling, optimization, volatility analysis, and machine learning to enhance risk measurement.

Education

Bachelor's degree

Tools

Power BI

Monte Carlo simulation

RDW

Job description

Marathon Petroleum seeks a Senior Quantitative Analyst to build and maintain analytical data models for stress testing of the Supply, Trading, & Origination portfolio, calculating VaR, CFaR, and EaR. The role involves working with Risk Oversight and Performance Metrics teams to improve oversight metrics.

Location options include Findlay, OH, Houston, TX, and San Antonio, TX. The role progresses with increasing responsibility, and the title/grade will reflect experience.