Senior Quantitative Risk Analyst in Spring, TX at DISYS

Date Posted: 10/23/2018

Job Snapshot

Job Description

Senior Quantitative Risk Analyst

Summary: The candidate must be a dynamic person, with high analytical capabilities and with solid knowledge of North American Natural Gas markets.  The Senior Quantitative Risk Analyst will develop and run proprietary simulation models to support portfolio valuation, pricing, risk management, and overall strategic planning of NA Natural Gas trading operations.



Overall responsibilities:

  • Act as support for the control and follow-up of market risk and valuation (Mark-to-Market) of physical and derivatives trading positions
  • Develop, maintain, and extend underlying financial and physical pricing, valuation, and risk management models; analyzing risk/embedded optionality of structured transactions
  • Direct Collaboration with other business areas (Front Office, Back Office, Process Support, Accounting, Corporate Risk, Contracts).
  • Establish, monitor, evaluate and interpret data with focus on risk management and the business strategy
  • Review contracts to ensure accurate risk capture/valuation of trades in the official ETRM system
  • Define and develop new analysis tools and/or improvement of the current ones; support of implementation of these developments in the official systems

Qualifications: Master's degree or higher, in Engineering, Computer Science, Finance, Mathematics or Business, with sound knowledge and previous 4 to 8 years of experience in Energy Markets. In order to perform the accountabilities of this position, the candidate must be able to demonstrate:

  • Ability to quickly master industry fundamental concepts including energy commodity markets, option valuation, position management and hedging
  • Excellent ability to gather, analyze and synthesize information (Excellent knowledge of MS Excel, VBA and/or SQL skills is a plus)
  • Experience in quantitative roles (market risk) with strong knowledge of derivative pricing, Monte Carlo simulation, volatility models
  • Thorough understanding of applied and financial mathematics concepts and techniques (including advanced statistical techniques)
  • The ability to design, develop and maintain analysis and simulation tools.
  • Knowledge of ETRM systems (i.e. Allegro) and previous experience with quantitative risk tools (i.e. FEA, Lacima)
  • Ability to work in (and lead) team sizes ranging from individual contribution to several members

Job Requirements

Digital Intelligence Systems, LLC. is an Equal Opportunity Employer, M/F/D/V. We do not discriminate against any employee or applicant because they inquired about, discussed, or disclosed compensation. Email recruitinghelp @ disys.com to contact us if you are an individual with a disability and require accommodation in the application process.Digital Intelligence Systems, LLC. is an Equal Opportunity Employer, M/F/D/V. We do not discriminate against any employee or applicant because they inquired about, discussed, or disclosed compensation. Email recruitinghelp @ disys.com to contact us if you are an individual with a disability and require accommodation in the application process.