Sr Quantitative Analyst

NextEra Energy • Juno Beach, FL

3d

About The Position

NextEra Energy Marketing’s Quantitative Risk Management team is building a proactive, collaborative risk assessment framework to make risk management a strategic imperative across energy and commodity markets. The Sr Quantitative Analyst develops and improves quantitative models, prices energy derivatives, and performs analyses of spot and forward prices and volatilities to inform pricing, trading, and risk-management decisions. The role also helps develop core algorithms and models supporting trading, origination, and asset optimization.

The position involves constructing, validating, and refining models across market, credit, and liquidity risk, including VaR, PFE, EaR, funding, and market liquidity. The analyst translates algorithms and code into efficient Python implementations, develops valuation models for exotic products such as weather derivatives and structured products, and participates in month-, quarter-, and year-end close processes. The role also supports scenario analysis, stress testing, energy price forecasting, forward-curve and volatility models, risk-management tools, trading-system transformation, data integration, and automation. The analyst collaborates across teams, supports risk governance and SOX controls, and mentors junior colleagues in quantitative practices and Python programming.

Requirements

• Bachelor’s degree.
• At least 4 years of experience.
• Expert-level Python programming skills and experience with financial modeling libraries.
• Strong understanding of risk methodologies, including VaR, stress testing, and scenario analysis.
• Proficient AI skills for process automation using AI agents, with solid knowledge of MCP/LLM.
• Enthusiasm for risk management and demonstrated experience with trading-system transformation and multi-system integration projects.

Nice To Haves

• Advanced degree in Quantitative Finance, Operations Research, Financial Engineering, Applied Mathematics, Economics, or a related field.
• Experience in quantitative risk management, preferably in energy or commodity markets.
• Experience valuing exotic derivatives and modeling structured products.
• Knowledge of energy markets and power-market fundamentals.
• Experience with energy commodity forecasting, simulation, and risk-assessment tools.
• Background in LNG or power-market analysis.
• Familiarity with regulatory frameworks and SOX compliance.
• Track record of model validation and implementation in production environments.
• Demonstrated interest in proactive risk-management methodologies.
• Experience with Python-driven automation and system-integration projects.
• AI champion.
• Bachelor’s degree in Accounting or Finance.
• Master’s degree.
• Doctorate in Business.

Responsibilities

• Construct, validate, and fine-tune sophisticated market, credit, and liquidity risk models, including VaR, PFE, EaR, funding, and market-liquidity models.
• Translate algorithms and code from other languages into efficient Python implementations.
• Develop valuation models to validate exotic products, including weather derivatives and structured products.
• Participate in month-, quarter-, and year-end closing processes.
• Evolve risk models in response to changing business strategies and market conditions.
• Conduct scenario analyses and stress tests to assess the potential effects of adverse market conditions.
• Support quarterly special-topic discussions with risk owners.
• Champion trading-system transformation and integration initiatives across multiple platforms.
• Integrate risk models with data warehouses and advanced data analytics frameworks.
• Support systems upgrades, implementations, and Trading Risk Management automation projects.
• Work with cross-functional teams to integrate risk models and support a holistic risk-management approach.
• Promote proactive risk management across the organization.
• Follow SOX control processes and identify improvements to controls.
• Model high ethical standards and champion company values of excellence, doing the right thing, and respect.
• Mentor junior colleagues in quantitative best practices and Python programming.
• Develop and improve mathematical models and translate algorithms into code.
• Work with origination, risk management, and trading teams to interpret model valuations and respond to intraday requests to price and evaluate structured transactions.
• Assist with development of energy price forecasts, forward-curve models, and volatility models.
• Design and build risk-management tools to evaluate company risk profiles and exposure levels.
• Perform other job-related duties as assigned.

Benefits

• NextEra Energy offers a wide range of benefits to support employees and eligible family members; specific benefits are not listed in the posting.
• Relocation provided, if applicable.

What This Job Offers

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