Senior Quantitative Risk Analyst

S&P Global
London
Full timeFunction: Capital Markets, Trading & QuantSkills: ["Communication","Collaboration","Self-starter","Prioritization","Deadline management"]

Develop and implement quantitative forward curve algorithms for illiquid energy commodity markets, supporting sales and product management from opportunity definition through daily curve publication. Build quantitative, analytic, and statistical models, monitor curve performance each day, and respond to client requests with data-driven analysis. Use Matlab, SQL, and Excel to develop and maintain models and documentation while collaborating across a multidisciplinary team across commodities and regions.

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FursaFursa
S&P Global
S&P Global
1 month ago

Senior Quantitative Risk Analyst

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Source: Company careers pageValidated by: Fursa AI
Last checked: 39 days agoStatus: Live

Job Summary

Develop and implement quantitative forward curve algorithms for illiquid energy commodity markets, supporting sales and product management from opportunity definition through daily curve publication. Build quantitative, analytic, and statistical models, monitor curve performance each day, and respond to client requests with data-driven analysis. Use Matlab, SQL, and Excel to develop and maintain models and documentation while collaborating across a multidisciplinary team across commodities and regions.
Location: London
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant
Seniority: Mid level

Key Responsibilities

  • •Develop algorithms for new forward pricing points for illiquid locations/commodities.
  • •Implement algorithms in Matlab and SQL.
  • •Perform analysis and modeling by developing quantitative/analytic/statistical models.
  • •Ensure proper daily publication of curves with the team and monitor curve performance.
  • •Update related documentation and respond to client requests/enquiries for data and analysis.

Pay and Benefits

Perks:Health InsurancePaid LeaveLearning BudgetRetirement

Key Requirements

  • •Proven experience performing commodity quantitative or market analysis in one or more markets such as crude oil, refined products, electricity, natural gas, LNG, or metals.
  • •Regional commodity experience from Europe/Middle East or Asia.
  • •Essential experience with risk management, forward curves and/or volatility.
  • •Experience using Matlab (or Python/R/SAS), SQL databases, and MS Excel to develop quantitative/analytic/statistical models.
  • •Strong communication skills for clear writing and verbal interaction across internal and external groups.
Experience:Energy commoditiesCommodity riskRisk management
Skills:CommunicationCollaborationSelf-starterPrioritizationDeadline management
Tech Stack:MatlabPythonRSASSQLExcel

Company Brief

S&P Global
Provides financial information, analytics, benchmarks, and credit ratings to markets and institutions worldwide, offering data, research, indices, and risk assessment tools across the financial services and commodities sectors.
Industry: Data Infrastructure
Company Size: Enterprise (1,001+ employees)
Revenue: USD 1B+
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: New York, United States
Founded: 1917
WebsiteLinkedIn