Sr. Quantitative Analytics Analyst

EDF Trading • Houston, TX

21h

About The Position

The Sr. Quantitative Analytics analyst will work closely with our commercial team, originators, structuring group, and functional support teams to enhance and/or develop advanced analytics to support the vision and roadmap of our analytical capabilities. This role will focus on development of models and quantitative studies of historical and forecasted prices, loads, and marginal system costs of energy commodities for marking and trading decisions and risk management.

Requirements

• A minimum of an advanced degree in Math, Physics, Finance, or Statistics. PhD preferred
• A minimum of 10 years of experience in quantitative modelling experience, 5 of those years focused on the natural gas and power industry
• A strong understanding of Natural Gas and Electricity markets
• Solid understanding of financial derivative products, portfolio management both on mathematical pricing theory and practical real‐world risk management
• Strong programming skills, with Python and SQL preferred and comfortable with other programming languages

Responsibilities

• Maintain existing quantitative analytic models/tools
• Design processes to ensure calibration of the parameters to reflect current market or specific market conditions
• Work with market risk/credit risk/commercial groups on risk quantification and deal analysis, draw conclusions and provide recommendations on risk management based on the analysis
• Participate in building data analytic platform for risk management, build processes to ensure data integrity
• Validate and back‐test quantitative models built by the group
• Provide analytic support to commercial, and risk management businesses
• Analyze large datasets to develop, build and optimize models, drawing conclusions and providing recommendations based on the analysis
• Assist with the development of pricing and modeling of structured transactions

Benefits

• We are committed to equipping our employees with the tools that will enable them to fulfil their job to the highest standard. To that end we offer a wide range of technical and personal development courses both in-house and through third-party providers.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior