Global Energy Risk Mangement Consultancy firm is looking to add a Quantitative Analyst to their Trading and Risk Management group based in New York City.

On a daily basis this person will be responsible for helping develop analytical models for energy transaction valuation, portfolio and asset risk analysis, energy transaction and risk management data analysis, financial forecasting and asset optimization. In addition to developing models, the position is responsible for communicating model results and assumptions through reports and presentations.
 
Requirements include experience deriving VaR and other risk measures; deriving forward curves and volatility structures applying leading edge quantitative methods; valuing complex commodity contracts with embedded optionality; data mining; building asset optimization models.

The ideal candidate will have a minimum of 3-5 years experience or more in risk analysis and structuring; a deep understanding of energy and financial markets; stochastic modeling; portfolio theory; C++, MATLAB, SAS or other analytical programming. Prefer candidates have a PhD but will consider MSc or MBA with appropriate experience.

This position offers an excellent compensation and benefit plan.  Relocation assistance is avaialble.  This is a tremendous opportunity to work for one of the biggest and substantially growing firms in the world.

For immediate consideration please submit your resume in Word format to: ian@comprehensiverecruiting.com