Responsibilities

• Model Development: Design and implement quantitative models for pricing, risk assessment, and trading strategies specific to energy markets, including derivatives and structured products.
• Loss control : Provide loss control framework and monitoring how to prevent losses caused by economic factors or hazards. Implementing principles driving effective loss control, such as risk avoidance, loss prevention or business/product diversification.
• Data Analysis: Analyze large datasets to extract actionable insights related to market trends, price forecasts, and risk management.
• Simulation and Forecasting: Utilize simulation tools to perform power system simulations and conduct forecasting analyses related to energy prices and credit loss.
• Collaboration: Work closely with traders, risk managers, and other stakeholders to ensure alignment on trading strategies and risk management practices.
• Client Interaction: Engage with clients to understand their needs, provide insights on market conditions, and validate models and pricing structures.
• Regulatory Compliance: Ensure that all trading activities comply with relevant regulations and internal policies.
• Technical Development: Write and maintain high-quality code for financial applications, primarily using programming languages such as Python and Java.
• Continuous Improvement: Proactively seek opportunities to enhance existing financial models and systems, adapting to changing market conditions.

Qualifications

• Education: A Master's degree or PhD in a quantitative field such as Finance, Mathematics, Engineering, or Computer Science.
• Experience: A minimum of 5 years in a quantitative finance and risk management role, preferably within energy trading or related sectors.
• Technical Skills: Proficiency in programming languages (Python) is a must and experience with statistical analysis tools and financial modeling software.
• Industry Knowledge: Understanding of energy markets (in particular United States, Australia and Japan), trading strategies, and risk management practices.
• Certifications like the CFA (Chartered Financial Analyst) or FRM (Financial Risk Manager) is preferable.
• Desirable experience in the financial risk management space.
• Systems: Hands on experience using risk management systems.

Skills

• Analytical Skills: Exceptional ability to analyze complex data and translate it into actionable insights.
• Communication: Strong verbal and written communication skills to effectively interact with clients and team members across front middle and back-office roles.
• Problem-Solving: Ability to tackle technical challenges and develop innovative solutions in a fast-paced environment.
• Teamwork: Proven ability to collaborate with cross-functional teams, including traders, engineers, and analysts.
• Adaptability: Willingness to learn and adapt to new technologies and market developments.