Quantatative Risk Analyst

Gunvor Group•Houston, TX

About The Position

Centalion is seeking a quantitative analyst to join its Portfolio Optimization team, which supports global energy trading, physical markets, and logistics. The role develops and maintains quantitative risk models, analytical tools, and risk frameworks used to evaluate trading exposures, assess structured transactions, monitor portfolio risk, and identify opportunities to improve performance. It works closely with trading, commercial, technology, operations, and finance teams to turn complex data into actionable commercial insights. The analyst owns models for position valuation and risk assessment, incorporating contract maturity, seasonality, and market dynamics. The role also develops and monitors commodity forward curves and implied volatility surfaces; validates market data and pricing inputs; analyzes portfolio exposures, concentrations, and limits; and communicates findings and recommendations to the Head of Risk and senior management. Additional duties include supporting P&L and position reporting, improving data quality and analytical workflows, automating manual processes, and contributing to scalable analytical infrastructure.

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 in commodity trading, energy markets, or financial trading; candidates with less experience may be considered if they demonstrate exceptional quantitative capabilities, strong 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 explain complex quantitative concepts as practical insights for commercial and nontechnical stakeholders.
Commercial curiosity and interest in understanding how model results inform trading decisions and portfolio performance.
Ownership of analytical work, willingness to challenge assumptions, and commitment to improving models and processes.
Problem-solving ability, including working through complex or ambiguous challenges and finding practical, data-driven solutions.
Collaborative communication and relationship-building skills across trading, risk, technology, and operations.
Adaptability, quick learning, and attention to detail in dynamic markets and changing priorities.

Nice To Haves

An 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 portfolio risk management and commercial decision-making.
Evaluate the risk characteristics of 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 support 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 insight into structured transactions, nonstandard contracts, and changing market conditions.
Support accurate, timely P&L and position reporting, including additional middle-office coverage when required.
Collaborate with trading, IT, operations, accounting, and finance to strengthen data integrity and improve analytical workflows.
Identify ways to automate manual processes, improve data quality controls, and increase the efficiency of risk and reporting systems.
Consolidate and analyze large datasets from multiple sources using disciplined data-management and analytical practices.
Contribute to scalable analytical infrastructure that supports the evolving trading business.