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A wholesale power generation company is searching for a Quantitative Risk Junior Analyst to analyze portfolio risks associated with its power plant assets and power trading desk. Key responsibilities include:
Ideal candidates will have a strong combination of analytical/mathematical proficiency, programming skills and familiarity with commodity markets (power, gas, oil, or refined products).
Educational and professional requirements include a bachelor’s degree (master’s degree preferred) in Math, Statistics or a STEM/quantitative field; 1+ years’ experience in quantitative risk modeling in a trading environment (capital markets or energy markets); understanding of derivative (options) pricing models and risk metrics including GMAR, VAR, PFE; experience with time series analysis, stochastic analysis, Monte Carlo simulations, econometrics and probability/statistics methods; and proficiency with R or Python, relational databases and SQL development.
New graduates with a master’s degree and strong internships will be considered. Submit resumes to firstname.lastname@example.org.