Quantatative Risk Analyst

Gunvor Group Ltd•Houston, TX

About The Position

Centalion is seeking a Quantitative Analyst to join its Portfolio Optimization team. The role combines quantitative analysis, market intelligence, risk management, and commercial decision-making in a global energy trading business. The analyst will develop and maintain risk models, analytical tools, and risk frameworks that support trading activities, portfolio visibility, structured transaction assessment, and performance improvement. The position works closely with trading, commercial, technology, operations, finance, and other stakeholders.

Requirements

Bachelor’s degree in Mathematics, Statistics, Engineering, Physics, Computer Science, Quantitative Finance, or a related quantitative discipline.
Typically 3–5 years of experience in quantitative analytics, risk management, or a related role within commodity trading, energy markets, or financial trading; candidates with less experience may be considered if they demonstrate exceptional quantitative capabilities, practical application of quantitative theory, and an advanced degree from a leading academic institution.
Strong foundation in quantitative modeling, probability, statistics, financial mathematics, and derivatives valuation.
Advanced understanding of derivatives, options, volatility, and real options, including their application to commodity markets.
Proficiency in at least one programming language, preferably Python, R, C++, C#, or VBA.
Experience working with large datasets, relational databases, and SQL.
Advanced Excel skills and strong familiarity with Microsoft Office applications.
Understanding of forward curves, volatility surfaces, market data validation, and commodity pricing methodologies.
Ability to translate complex quantitative concepts into practical insights for commercial and nontechnical stakeholders.
Commercial curiosity and interest in how model results affect trading decisions and portfolio performance.
Ownership of work, willingness to challenge assumptions, and commitment to improving models and processes.
Practical problem-solving ability in complex and sometimes ambiguous situations.
Ability to build effective relationships across trading, risk, technology, and operations and communicate findings clearly and confidently.
Adaptability, quick learning, and attention to detail when priorities shift.

Nice To Haves

Advanced degree in a quantitative discipline.

Responsibilities

Design, develop, and implement quantitative risk models and analytical tools to measure, monitor, and evaluate trading exposures.
Own key models and ensure accurate position valuation and risk assessment, incorporating contract maturity characteristics, seasonality, and market dynamics.
Apply quantitative techniques, financial mathematics, and statistical analysis to support portfolio risk management and commercial decisions.
Evaluate complex, structured, and bespoke transactions and provide analytical support to commercial stakeholders.
Develop, maintain, and enhance proprietary forward curves and implied volatility surfaces across relevant commodity markets.
Validate market data and pricing inputs against observable market values, settlements, and trading activity.
Oversee curve construction and monitoring, including contract expirations, calendar rolls, and seasonal market structures.
Work with front-, middle-, and back-office stakeholders to promote consistent market data and valuation methodologies.
Analyze portfolio exposures, risk concentrations, and trading limits to identify emerging risks and vulnerabilities.
Investigate limit breaches and unusual exposures and communicate findings and recommendations to the Head of Risk and senior management.
Deliver actionable analysis to support risk-taking and commercial decisions, including quantitative insight into structured transactions, nonstandard contracts, and changing market conditions.
Support accurate and timely P&L and position reporting, providing additional middle-office coverage when required.
Collaborate with trading, IT, operations, accounting, and finance to strengthen data integrity and improve analytical workflows.
Identify opportunities to automate manual processes, enhance data quality controls, and improve risk and reporting systems.
Consolidate and analyze large datasets from multiple sources using disciplined data management and analytical practices.
Contribute to scalable analytical infrastructure for the evolving needs of the trading business.