One of the leading Energy Prop Trading and Asset Optimization firms in the US is seeking to bring on a Quantitative Risk Analyst to sit within their Analytics team in their NYC office. This individual will be tasked will building pricing and risk models as it related to the firms trading strategies covering Power and Natural Gas products. This candidate will play a pivotal role in shaping new demand forecasting abilities in all North American Power Markets. The ideal hire must have at least 2 years of experience in a Quantitative or Quant Risk function covering North American Power and Gas products, and excellent quantitative modeling ability in Python, R, and SQL. Candidates that can demonstrate demand forecasting for electricity markets with a Master's degree are pr
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