Quantitative Risk Analyst

S&P Global Energy

Not specified; not specified; competitive pyy + re...
Fully remote
Advanced degree in physics economics finance or engineering
Experience with crude oil refined products electricity natural gas lng
Proficiency in matlab python sql and ms excel
The role involves developing quantitative models for new forward pricing points in illiquid locations and commodities using MATLAB and Python

Job Summary

  • The role involves developing quantitative models for new forward pricing points in illiquid locations and commodities using MATLAB and Python.
  • Candidates must ensure accurate and timely daily publication of forward curves while validating existing methodologies.
  • S&P Global Energy offers comprehensive benefits including health care coverage, flexible downtime, and continuous learning resources.

Matching Summary

Match Score: 85

The role involves developing quantitative models for new forward pricing points in illiquid locations and commodities using MATLAB and Python.

Salary

Not specified; Not specified; Competitive pay and retirement planning included

Skills & Requirements

Must-have

  • Advanced degree in Physics Economics Finance or Engineering
  • Experience with Crude Oil Refined Products Electricity Natural Gas LNG
  • Proficiency in MATLAB Python SQL and MS Excel
  • Knowledge of Risk Management forward curves and volatility
  • Regional commodity experience from Europe Middle East or Asia

Nice-to-have

  • Strong communication skills across diverse groups
  • Ability to work remotely with minimal supervision
  • Self-starter capable of managing multiple priorities
  • Collaborative team player adapting to global needs

Key Requirements

  • Minimum BA/BS in Physics Economics Finance or Engineering
  • Proven work experience in commodity quantitative analysis
  • US Candidates Only

Work Rights

US Candidates Only

Tailored Resume

Cover Letter