We deliver solutions that support commodity risk functions across global energy markets, specializing in quantitatively derived forward curves for markets and periods with limited liquidity
Job Summary
We deliver solutions that support commodity risk functions across global energy markets, specializing in quantitatively derived forward curves for markets and periods with limited liquidity.
Our multi‑disciplinary team spans the globe and owns the design, development, and operation of our models.
Our mission is Advancing Essential Intelligence, empowering customers with trusted data, expertise, and technology to make decisions with conviction.
Matching Summary
We deliver solutions that support commodity risk functions across global energy markets, specializing in quantitatively derived forward curves for markets and periods with limited liquidity.
Skills & Requirements
Must-have
Develop quantitative models
Maintain forward curve models
Scientific programming (Matlab/Python/R/SAS)
SQL databases
MS Excel
Commodity quantitative analysis
Nice-to-have
Advanced degree preferred
Well-rounded communication skills
Team environment collaboration
Managing multiple tasks
Self-starter
Remote work management
Key Requirements
BA/BS in Physics, Economics, Finance, or Engineering
Experience in commodity quantitative or market analysis
Regional commodity experience (Europe/Middle East or Asia)
Experience with Risk Management, forward curves and/or volatility