Senior Risk Quantitative Analyst

Jobtailor; Kentucky; On-site; USD 90,000 - 130,000; Full time

Job summary

Jobtailor in Kentucky seeks a Senior Risk Quantitative Analyst to develop and maintain quantitative risk models for portfolio exposures across commodity markets, delivering insights to trading and finance teams. You will build analytical frameworks for enterprise risk measurement, conduct valuation modeling and Monte Carlo simulations, and contribute to model governance and data quality improvements.

The candidate should have a Bachelor’s degree and at least 2 years risk experience, with

Qualifications

• Bachelor’s degree required
• 2 years risk experience required
• Senior Risk Quantitative Analyst: Minimum of four (4) years of relevant experience preferred
• Experience with Power BI, Monte Carlo simulation, and RDW preferred
• Prior experience in commercial operations, economics, risk management, quantitative analysis, financial analysis, or modeling preferred

Responsibilities

• Develop and maintain quantitative risk models measuring portfolio exposures, stress scenarios, and downside risk across commodity markets
• Build analytical frameworks supporting enterprise risk measurement, concentration analysis, and forward-looking risk assessments
• Perform valuation modeling, exposure simulations, scenario analysis, and sensitivity testing
• Document methodologies, validate assumptions, and support model enhancements
• Maintain price curve and valuation models, validate market data inputs, perform curve analysis, and assist with valuation methodologies for physical and financial commodity positions
• Deliver risk analytics and decision-support insights for trading, origination, optimization, and strategic business initiatives
• Partner with Commercial, Risk Oversight, Finance, and Data teams to translate business challenges into quantitative solutions
• Communicate model outputs and analytical findings to technical and non-technical stakeholders
• Support model governance through documentation, back-testing, validation, and ensuring transparency, accuracy, and consistency
• Research and apply Monte Carlo simulation, stochastic modeling, optimization, volatility analysis, and machine learning approaches

Skills

Quantitative Analysis

Exposure Simulations

Scenario Analysis

Sensitivity Testing

Curve Analysis

Analytical Frameworks

Stress Scenarios

Downside Risk Measurement

Optimization

Volatility Analysis

Education

Bachelor’s degree

Tools

Power BI

Monte Carlo Simulation

RDW

Job description

• Develop and maintain quantitative risk models measuring portfolio exposures, stress scenarios, and downside risk across commodity markets
• Build analytical frameworks supporting enterprise risk measurement, concentration analysis, and forward-looking risk assessments
• Perform valuation modeling, exposure simulations, scenario analysis, and sensitivity testing
• Document methodologies, validate assumptions, and support model enhancements
• Maintain price curve and valuation models, validate market data inputs, perform curve analysis, and assist with valuation methodologies for physical and financial commodity positions
• Deliver risk analytics and decision-support insights for trading, origination, optimization, and strategic business initiatives
• Partner with Commercial, Risk Oversight, Finance, and Data teams to translate business challenges into quantitative solutions
• Communicate model outputs and analytical findings to technical and non-technical stakeholders
• Support model governance through documentation, back-testing, validation, and ensuring transparency, accuracy, and consistency
• Research and apply Monte Carlo simulation, stochastic modeling, optimization, volatility analysis, and machine learning approaches

Requirements

• Bachelor’s degree required
• Business, Accounting, Finance, Mathematics, Engineering, Economics or a related discipline preferred
• 2 years risk experience required
• Senior Risk Quantitative Analyst: Minimum of four (4) years of relevant experience preferred
• Experience with Power BI, Monte Carlo simulation, and RDW preferred
• Prior experience in commercial operations, economics, risk management, quantitative analysis, financial analysis, or modeling preferred

Core Competencies

Demonstrates expertise in developing and maintaining quantitative risk models, performing valuation modeling, and applying advanced analytical techniques such as Monte Carlo simulation and stochastic modeling. Strong ability to communicate complex analytical findings to diverse stakeholders and support model governance through rigorous documentation and validation.

Highest-signal resume keywords

• Quantitative Risk Modeling
• Monte Carlo Simulation
• Valuation Modeling
• Power BI
• Risk Management

ATS Optimization Keywords

Hard Skills

• Quantitative Analysis
• Exposure Simulations
• Scenario Analysis
• Sensitivity Testing
• Curve Analysis
• Analytical Frameworks
• Stress Scenarios
• Downside Risk Measurement
• Optimization
• Volatility Analysis

Soft Skills

• Communication
• Collaboration

Industry Keywords

• Risk Oversight
• Financial Analysis
• Commercial Operations
• Model Governance
• Portfolio Exposures

Tools & Technologies

• Power BI
• Monte Carlo Simulation
• RDW