Accessibility Links

Quantitative Analyst

  • Job type: Permanent
  • Location: Boston, Massachusetts
  • Salary: US$140000 - US$250000 per year
  • Job reference: 284991/003_1554760906
  • Sector: Selby Jennings, Quantitative Research
  • Date posted: 08/04/2019

Title: Quantitative Analyst

Responsibilities

  • Develop and maintain pricing & risk quantification models for power & natural gas products

  • Analyze value and risk around generation, load, and energy storage assets and positions

  • 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

Qualifications

  • Strong pricing and valuation modeling skills,

  • Experience in Volatility Modeling and Options Pricing

  • Quantitative modeling skills in Python, R, C++, Excel VBA; knowledge and experience using relational databases and SQL

  • Ability to work with incomplete data or seemingly open-ended questions and translate into actionable assignments

  • Works well in an open office environment

Similar jobs
Quantitative Developer (Python/C++) - Equity
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$400000 per year
  • Description My client, a multi billion dollar hedge fund, is looking for an experienced Quantitative Developer to join their Portfolio Management group.
Quantitative Researcher, Alternative Research Role
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$450000 per year
  • Description My client, an emerging NYC hedge fund, is actively looking to add a quantitative researcher.
Quantitative Researcher, NLP Focus
  • Job type: Permanent
  • Location: New York
  • Salary: US$100000 - US$200000 per year
  • Description The Quantitative Research Team is a branch of their Active Investment Group. The team works on an active trading floor alongside portfolio managers and traders.
Quantitative Developer
  • Job type: Permanent
  • Location: Boston, Massachusetts
  • Salary: US$100000 - US$140000 per year
  • Description Title: Quantitative Developer The Quantitative Developer will be responsible for: Intelligently apply analytics and quantitative concepts to support investment needs and develop new solutions
PhD Quant Researcher
  • Job type: Permanent
  • Location: New York
  • Salary: Negotiable
  • Description An HFT firm based in NYC has been aggressively expanding its collaborative Quantitative Research group as the business has out-performed the general marketplace and their internal benchmarks