Quantitative Risk Analyst

Vitol • Houston, TX

12d

About The Position

Vitol is seeking a Quantitative Risk Analyst to join our Market Risk team, with a focus on portfolio-level market risk across commodities. In this role, you will assess, monitor, and report market risks across Vitol’s dynamic trading portfolios, providing quantitative insights that support risk management and commercial decision-making.

Requirements

• Bachelor’s degree or higher in a quantitative field (e.g., Mathematics, Statistics, Finance, Engineering, Physics)
• Strong understanding of energy/commodity markets, derivatives, and risk management concepts
• Proficiency in quantitative analysis, statistical modeling, and programming (e.g., Python, R, MATLAB)
• Experience with risk measurement techniques such as VaR, stress testing, and scenario analysis
• Experience in deal structuring and option modelling for energy or commodity markets
• Excellent analytical, problem-solving, and communication skills
• Ability to work independently and collaboratively in a fast-paced, global environment

Nice To Haves

• Direct experience in energy, commodities, or financial trading, with a focus on power and gas, is highly desirable

Responsibilities

• Analyze and monitor market risk exposures across portfolios, including VaR, stress testing, and scenario analysis
• Develop, implement, and enhance quantitative risk models
• Support deal structuring and option modelling for complex transactions
• Collaborate with trading, risk, and technology teams to ensure robust risk measurement and reporting
• Prepare regular and ad-hoc risk reports for senior management, highlighting key risk drivers and portfolio sensitivities
• Identify and communicate emerging risks and market trends specific to commodities
• Support the development and maintenance of risk systems, tools, and dashboards, leveraging Vitol’s internal platforms
• Contribute to the ongoing improvement of risk management frameworks, policies, and procedures
• Ensure compliance with internal risk limits and regulatory requirements

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Number of Employees: 1,001-5,000 employees