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Quantitative Price & Valuation Analyst

  • Job type: Permanent
  • Location: Boston, Massachusetts
  • Salary: Negotiable
  • Job reference: 284991/001_1552600837
  • Sector: Selby Jennings, Quantitative Research
  • Date posted: 14/03/2019

Title: Quantitative Price & Valuation Analyst

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.

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