The Quantitative Analyst, will be primarily responsible for and contribute to:Develop and maintain quantitative models that support business needs for WGT’s gas, LNG, and power businesses. Conduct Stress testing/ PFE, and Value at Risk analyses for portfolio of diverse regions and strategies. Support Pre-Deal evaluations and Computation of performance metrics for trade books appropriately incorporating risk characteristics. Implementation/ Technical support of these developments in the official ... more details
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The Quantitative Analysis Group reports to the Wholesale Gas Trading’s (WGT) Control & Administration Management Unit, and provides advanced analytic solutions to help optimize WGT’s North American portfolio/assets while effectively managing risk. Among the role's responsibilities will be to work closely with a number of other departments, in particular Front Office, Middle Office, Back Office, Credit, Corporate Risk, Process Support, Accounting, and other corporate departments.
This role is strongly recommended for an analyst with a commodities background as well as a desire to develop a career with an integrated international energy company that offers growth and diversity. The candidate must be a dynamic person, with analytical capabilities and with knowledge of North American Natural Gas markets to be able to have a good understanding of the operations carried out in our business (both physical operations and financial instruments).
Responsibilities: The Quantitative Analyst, will be primarily responsible for and contribute to:
Develop and maintain quantitative models that support business needs for WGT’s gas, LNG, and power businesses.
Conduct Stress testing/PFE, and Value at Risk analyses for portfolio of diverse regions and strategies.
Support Pre-Deal evaluations and Computation of performance metrics for trade books appropriately incorporating risk characteristics.
Implementation/Technical support of these developments in the official systems.
Communication and dialogue with other business areas (Front Office, Middle Office, Back Office, Credit, Process Support, Accounting, Compliance).
Required Qualifications
Bachelor's degree or higher, preferably in Engineering, Finance, Math, or Business.
3+ years of work experience in a quantitative research, trading or risk management capacity related to Energy markets.
Understanding of option pricing theory, derivatives, mathematical finance, and stochastic calculus.
Familiarity with Microsoft Excel and programming concepts are essential; Experience with VBA and SQL Server are a plus.
Previous experience with quantitative risk tools (i.e. FEA, Lacima, etc.) and knowledge of ETRM systems (i.e. Allegro).
Strong analytical problem solving and data analysis skills, with attention to detail.
Good written and verbal communication. Proficiency in English.
Desired Qualifications
Experience with US Natural Gas and LNG products recommended.
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