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Senior Energy Quant Risk Analyst

Written by Anton Murray Consulting on .

Location: Sydney

Salary description: $160-190k + super + bonus

  • $150-200k AUD Equivalent
  • Permanent

Due to unprecedented growth, our client, a leading global firm is seeking a Senior Quant Risk Analyst to work as part of their Energy Quant Risk team. This role is to work as a Senior Risk Analyst to develop advanced risk management tools for the company and its clients.

The ideal applicant for the role would be a commodity or FICC focused quant risk analyst applicant, ideally with some understanding or exposure of  Energy quant risk analysis.

The salary will be variable depending on the directly relevant experience and relationships you bring to the position, although we expect in the range of $160-190k + super + bonus.

Responsibilities:

Structure and price (trading) contingent commodity price products for our global client base. Your main tasks will include analysis of data, costing and pricing of inquiries, set up and further development of pricing models as well as supporting the trading team by providing product structuring skills for new business.

Experience Required

  • Masters / Bachelors in Mathematics or Statistics, preferably with a few years of professional experience in power trading and/or structuring and pricing of derivative contracts; ideally with counterparties in the power market.
  • Experience in risk neutral modelling techniques, knowledge of stochastic calculus with a strong statistical/actuarial background.
  • Strong analytical and conceptual skills.
  • Excellent computer/data manipulation skills using MS Office.
  • Experience in using programming language like VBA / C++ or statistical packages like MATLAB or S-PLUS is an advantage.
  • Team player personality with strong communication skills.
  • Ability to manage time and prioritise in order to complete multiple tasks in a timely manner.
If you are interested in this position please email your resume in strictest confidence to apply@antonmurray.com, or click through the Apply Now function below. Feel free to reach our Sydney team on +61 2 8246 8900 to discuss this position in further detail.
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