Quantitative Risk Analyst, Global Energy Trading Business, Houston in Houston, TX

Our clients are known globally as 1 of the most successful energy trading firms. Due to rapid growth they are looking for a Quantitative Risk Analyst with robust programming skills to support and sustain this growth.
Their aim is to be the world leaders in trading and risk management capability within the energy sector. The team itself is highly likely to grow in addition to this role in the next 2 quarters, requiring individuals experienced across a wide range of Energy products.
The key objective of the role is to build and validate quantitative models to value energy contracts and assess risk. Prior background creating models for transaction value, financial exposure calculations and VAR methodologies within Energy Market Risk for physical and financial commodities will be essential. Develop C++ solutions to facilitate the development of models in the quant library (including creation of infrastructure, tools & software components)
Within the role you will be required to develop generic and bespoke risk management models (valuation, VAR, Monte-Carlo, stress test) across all markets and locations spanning multiple commodities. In addition you will be required to develop curve methodologies and validate, as well as proactively identifying future quantitative risk modelling qualifications.
This is a rare opportunity to work in such a reputable organization and will offer the chance to build a long-term career in a world leading group with a very competitive compensation plan, with the potential for large performance related bonuses.
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