The Quantitative Valuation will be responsible for:
Use, develop and maintain pricing & risk quantification models for power & natural gas products including energy forwards and futures, power congestion contracts, load positions, and other derivatives, load, storage, options and structured commodity transactions
Analyze value and risk around generation, load, and energy storage assets and positions, including developing & utilizing generation dispatch models and battery storage optimization models
Work closely with commercial, trading, finance and analytics teams; leverage problem solving / analytical skills, quantitative expertise, programming and data analysis to identify potential risks related to existing portfolios as well as new products and develop methodologies for tracking and reporting them
Work closely with IT on analytical systems & modeling improvement projects and testing new enhancements
The Quantitative Valuation should have the following qualifications:
Strong quantitative and analytics background, including advanced-level skillset in simulation, optimization, statistics, options pricing theory and data analysis
Experience with quantitative modeling in Python, R, Matlab, C++, Excel VBA; knowledge and experience using relational databases and SQL
Attention to detail and strong organizational skills
Ability to overcome challenges and achieve goals without knowing the steps involved to get there; ability to plan/manage multiple priorities while committed to deadlines in a demanding environment and work overtime when required
Ability to work with incomplete data or seemingly open-ended questions and translate into actionable assignments
Works well in an open office environment
If you are interested in the Quantitative Valuation role, then please don't wait to apply.
Internal Number: 5643137
About Selby Jennings Buyside
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