Senior Energy Quantitative Analyst
Macquarie Group · Houston, United States · 9mo ago
SeniorOn-siteQuant Research & Development
We are looking for an experienced professional to join our team as an Energy Quantitative Analyst, focusing on derivatives pricing and physical asset modelling within our Commodities and Global Markets group. This role will be based in our Houston office.
As part of the Quantitative Strategist team, you will use advanced quantitative methods to build models that support our energy trading desks in derivatives valuation and asset optimization, aiming to grow revenue and improve operations and risk management.
Your success will be driven by your passion for solving complex problems, designing innovative quantitative models, and delivering impactful solutions. Strong communication skills, the ability to collaborate with traders and stakeholders in a fast-paced environment, and extensive knowledge of energy markets are essential.
We are a global financial services group operating in 30 markets with 57 years of unbroken profitability. At Macquarie, you’re empowered to shape a career that is fulfilling and creates value. You will bring your insights and expertise to the task at hand and feel supported as you make your own kind of impact for a better future.
In this role, you will provide quantitative expertise to traders, structurers, and risk managers and develop and maintain production-grade quantitative models and tools for derivative pricing, risk management, and physical asset valuation. One a day-to-day basis, you will research and implement new valuation models, including optimization techniques for physical assets such as power plants, storage facilities, and renewable energy projects and enhance and industrialize existing pricing, risk, and data analysis tools for integration into the front office platform. You will also perform scenario analysis and simulations to support trading strategies and decision-making.
- At least 5 years of experience in a similar role, preferably within energy markets.
- A top-tier M.S. or Ph.D. in a quantitative discipline (e.g., mathematics, physics, engineering, or computer science).
- Strong programming skills, with experience in Python, C++, or other relevant programming languages.
- Extensive knowledge of energy markets, including power, and gas and in stochastic processes, numerical methods, and optimization techniques.
- Excellent problem-solving abilities and attention to detail and strong communication skills and the ability to work in a collaborative, fast-paced environment.
- This is an outstanding opportunity to be part of a global team closely aligned with revenue generation.
- 1 wellbeing leave day per year and a minimum of 25 days of annual leave
- 20 weeks’ paid parental leave for primary caregivers along with 12 days of paid transition leave upon return to work and 6 weeks’ paid leave for secondary caregivers
- 2 days of paid volunteer leave and donation matching
- Benefits and initiatives to support your physical, mental and financial wellbeing such as medical, prescription drug, dental, and vision insurance; health savings account and dependent day care savings account; life insurance, disability, and other insurance plans; 401(k) and short/long term disability
- Access to our Employee Assistance Program, a robust behavioural health network with counselling and coaching services
- Access to a wide range of learning and development opportunities, including reimbursement for professional membership or subscription
- Recognition and service awards
- Hybrid and flexible working arrangements, dependent on role
- Reimbursement for work from home equipment
Commodities and Global Markets is a global business offering capital and financing, risk management, market access, physical execution and logistics solutions to its diverse client base across Commodities, Financial Markets and Asset Finance.
We are committed to providing an inclusive environment for all, where different experiences, skills and perspectives are valued and respected. Macquarie provides access to opportunities for all individuals regardless of race, colour, religion, sex, sexual orientation, national origin, age, disability, protected veteran status, genetic information, marital status, gender identity or any other characteristic or circumstance.We provide reasonable accommodation to individuals who may need support during the recruitment process and employment. If you require an accommodation, please let us know during the application process.